diff --git a/include/boost/system/cygwin_error.hpp b/include/boost/system/cygwin_error.hpp
index 4f91cf3..c67d361 100644
--- a/include/boost/system/cygwin_error.hpp
+++ b/include/boost/system/cygwin_error.hpp
@@ -10,6 +10,13 @@
 #ifndef BOOST_SYSTEM_CYGWIN_ERROR_HPP
 #define BOOST_SYSTEM_CYGWIN_ERROR_HPP
 
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(BOOST_ALLOW_DEPRECATED_HEADERS)
+  BOOST_PRAGMA_MESSAGE("This header is deprecated and is slated for removal."
+  " If you want it retained, please open an issue in github.com/boostorg/system.")
+#endif
+
 //  This header is effectively empty for compiles on operating systems where
 //  it is not applicable.
 
diff --git a/include/boost/system/linux_error.hpp b/include/boost/system/linux_error.hpp
index d02ce29..14fe57b 100644
--- a/include/boost/system/linux_error.hpp
+++ b/include/boost/system/linux_error.hpp
@@ -10,6 +10,13 @@
 #ifndef BOOST_SYSTEM_LINUX_ERROR_HPP
 #define BOOST_SYSTEM_LINUX_ERROR_HPP
 
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(BOOST_ALLOW_DEPRECATED_HEADERS)
+  BOOST_PRAGMA_MESSAGE("This header is deprecated and is slated for removal."
+  " If you want it retained, please open an issue in github.com/boostorg/system.")
+#endif
+
 //  This header is effectively empty for compiles on operating systems where
 //  it is not applicable.
 
diff --git a/include/boost/system/windows_error.hpp b/include/boost/system/windows_error.hpp
index 983436f..cbbda87 100644
--- a/include/boost/system/windows_error.hpp
+++ b/include/boost/system/windows_error.hpp
@@ -10,6 +10,13 @@
 #ifndef BOOST_SYSTEM_WINDOWS_ERROR_HPP
 #define BOOST_SYSTEM_WINDOWS_ERROR_HPP
 
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(BOOST_ALLOW_DEPRECATED_HEADERS)
+  BOOST_PRAGMA_MESSAGE("This header is deprecated and is slated for removal."
+  " If you want it retained, please open an issue in github.com/boostorg/system.")
+#endif
+
 //  This header is effectively empty for compiles on operating systems where
 //  it is not applicable.
 
diff --git a/test/Jamfile.v2 b/test/Jamfile.v2
index 996813a..5ae8090 100644
--- a/test/Jamfile.v2
+++ b/test/Jamfile.v2
@@ -85,3 +85,7 @@ run generic_category_test2.cpp ;
 run generic_category_test3.cpp ;
 run system_category_test2.cpp ;
 run system_category_test3.cpp ;
+
+run windows_error_test.cpp ;
+run cygwin_error_test.cpp ;
+run linux_error_test.cpp ;
diff --git a/test/cygwin_error_test.cpp b/test/cygwin_error_test.cpp
new file mode 100644
index 0000000..db40444
--- /dev/null
+++ b/test/cygwin_error_test.cpp
@@ -0,0 +1,29 @@
+// Copyright 2020 Peter Dimov
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#include <boost/system/cygwin_error.hpp>
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(__CYGWIN__)
+
+BOOST_PRAGMA_MESSAGE( "Skipping test, __CYGWIN__ is not defined" )
+int main() {}
+
+#else
+
+#include <boost/core/lightweight_test.hpp>
+
+int main()
+{
+    namespace sys = boost::system;
+
+    sys::error_code ec = sys::cygwin_error::no_package;
+
+    BOOST_TEST_EQ( ec, sys::cygwin_error::no_package );
+    BOOST_TEST_EQ( ec, sys::error_code( ENOPKG, sys::system_category() ) );
+
+    return boost::report_errors();
+}
+
+#endif
diff --git a/test/error_code_test.cpp b/test/error_code_test.cpp
index e77e8ce..1db2e61 100644
--- a/test/error_code_test.cpp
+++ b/test/error_code_test.cpp
@@ -11,11 +11,8 @@
 
 #include <boost/config/warning_disable.hpp>
 
-#include <boost/detail/lightweight_test.hpp>
 #include <boost/system/error_code.hpp>
-#include <boost/system/cygwin_error.hpp>
-#include <boost/system/linux_error.hpp>
-#include <boost/system/windows_error.hpp>
+#include <boost/core/lightweight_test.hpp>
 #include <iostream>
 #include <sstream>
 #include <string>
@@ -294,29 +291,7 @@ int main( int, char ** )
   BOOST_TEST( ec.default_error_condition().value() == errc::permission_denied );
   BOOST_TEST( ec.default_error_condition().category() == generic_category() );
 
-# ifdef __CYGWIN__
-
-  std::cout << "Cygwin tests...\n";
-  ec = cygwin_error::no_package;
-  BOOST_TEST( ec == cygwin_error::no_package );
-  BOOST_TEST( ec == error_code( ENOPKG, system_category() ) );
-  BOOST_TEST( ec == error_code( cygwin_error::no_package, system_category() ) );
-  BOOST_TEST( ec.default_error_condition().category() == system_category() );
-
-# elif defined(linux) || defined(__linux) || defined(__linux__)
-
-  std::cout << "Linux tests...\n";
-  ec = linux_error::dot_dot_error;
-  BOOST_TEST( ec == linux_error::dot_dot_error );
-  BOOST_TEST( ec == error_code( EDOTDOT, system_category() ) );
-  BOOST_TEST( ec == error_code( linux_error::dot_dot_error, system_category() ) );
-  BOOST_TEST( ec.default_error_condition().category() == system_category() );
-
-# endif
-
 #endif
   
   return ::boost::report_errors();
 }
-
-
diff --git a/test/linux_error_test.cpp b/test/linux_error_test.cpp
new file mode 100644
index 0000000..3b3dd36
--- /dev/null
+++ b/test/linux_error_test.cpp
@@ -0,0 +1,29 @@
+// Copyright 2020 Peter Dimov
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#include <boost/system/linux_error.hpp>
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(__linux__)
+
+BOOST_PRAGMA_MESSAGE( "Skipping test, __linux__ is not defined" )
+int main() {}
+
+#else
+
+#include <boost/core/lightweight_test.hpp>
+
+int main()
+{
+    namespace sys = boost::system;
+
+    sys::error_code ec = sys::linux_error::dot_dot_error;
+
+    BOOST_TEST_EQ( ec, sys::linux_error::dot_dot_error );
+    BOOST_TEST_EQ( ec, sys::error_code( EDOTDOT, sys::system_category() ) );
+
+    return boost::report_errors();
+}
+
+#endif
diff --git a/test/windows_error_test.cpp b/test/windows_error_test.cpp
new file mode 100644
index 0000000..37e4a42
--- /dev/null
+++ b/test/windows_error_test.cpp
@@ -0,0 +1,31 @@
+// Copyright 2020 Peter Dimov
+// Distributed under the Boost Software License, Version 1.0.
+// https://www.boost.org/LICENSE_1_0.txt
+
+#include <boost/system/windows_error.hpp>
+#include <boost/config/pragma_message.hpp>
+
+#if !defined(BOOST_WINDOWS_API)
+
+BOOST_PRAGMA_MESSAGE( "Skipping test, BOOST_WINDOWS_API is not defined" )
+int main() {}
+
+#else
+
+#include <boost/core/lightweight_test.hpp>
+#include <windows.h>
+
+int main()
+{
+    namespace sys = boost::system;
+
+    sys::error_code ec = sys::windows_error::invalid_function;
+
+    BOOST_TEST_EQ( ec, sys::windows_error::invalid_function );
+    BOOST_TEST_EQ( ec, sys::error_code( ERROR_INVALID_FUNCTION, sys::system_category() ) );
+    BOOST_TEST( ec == make_error_condition( sys::errc::function_not_supported ) );
+
+    return boost::report_errors();
+}
+
+#endif