I ran into the same issue with CLion 1.2.1 (at the time of writing this answer) after updating Windows 10. It was working fine before I had updated my OS. My OS is installed in C:\ drive and CLion 1.2.1 and Cygwin (64-bit) are installed in D:\ drive.
The issue seems to be with CMake. I am using Cygwin. Below is the short answer with steps I used to fix the issue.
SHORT ANSWER (should be similar for MinGW too but I haven't tried it):
LONG ANSWER:
Below are the detailed steps that solved this issue for me:
Uninstall/delete the previous version of Cygwin (MinGW in your case)
Make sure that CLion is up-to-date
Run Cygwin setup (x64 for my 64-bit OS)
Install at least the following packages for Cygwin:
gcc
g++
make
Cmake
gdb
Make sure you are installing the correct versions of the above packages that CLion requires. You can find the required version numbers at CLion's Quick Start section (I cannot post more than 2 links until I have more reputation points).
Next, you need to add Cygwin (or MinGW) to your Windows Environment Variable called 'Path'. You can Google how to find environment variables for your version of Windows
[On Win 10, right-click on 'This PC' and select Properties -> Advanced system settings -> Environment variables... -> under 'System Variables' -> find 'Path' -> click 'Edit']
Add the 'bin' folder to the Path variable. For Cygwin, I added:
D:\cygwin64\bin
Start CLion and go to 'Settings' either from the 'Welcome Screen' or from File -> Settings
Select 'Build, Execution, Deployment' and then click on 'Toolchains'
Your 'Environment' should show the correct path to your Cygwin installation directory (or MinGW)
For 'CMake executable', select 'Use bundled CMake x.x.x' (3.3.2 in my case at the time of writing this answer)
'Debugger' shown to me says 'Cygwin GDB GNU gdb (GDB) 7.8' [too many gdb's in that line ;-)]
Below that it should show a checkmark for all the categories and should also show the correct path to 'make', 'C compiler' and 'C++ compiler'
See screenshot: Check all paths to the compiler, make and gdb
See screenshot: Check the configuration to run the project
There should be no errors in the console window. You will see that the 'Run' -> 'Build' option is now active
Build your project and then run the project. You should see the output in the terminal window
Hope this helps! Good luck and enjoy CLion.