I found this post because I was having the same error in Microsoft Visual C++. (Though it seems it's cause was a little different, than the above posted question.)
I had placed the file, I was trying to include, in the same directory, but it still could not be found.
My include looked like this: #include <ftdi.h>
But When I changed it to this: #include "ftdi.h"
then it found it.