>>> No, I didn't any strip. But after stripping I got a 93Kb executable with MinGW on Linux and a 166Kb executable with MinGW on Windows.
>> It's possible that on Windows, GCC pulls much more code from libgcc.
>>
>> Also, the object formats are different (pe-coff vs elf), so this
>> comparison might not be meaningful even after stripping.
>>
> Can the OP clarify here: Does "MinGW on Linux" mean a cross-compiler, or 
> the Linux-native compiler that Eli's comment about PE-COFF vs. ELF above 
> implies? (I took it to mean a cross-compiler.)

Yes, "MinGW on Linux" means a cross-compiler, sorry for misunderstanding.