diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 050c525ce..b52c30618 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -914,7 +914,7 @@ jobs:
     - name: Configure C++11
       # LTO leads to many undefined reference like
       # `pybind11::detail::function_call::function_call(pybind11::detail::function_call&&)
-      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=11 -S . -B build
+      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=11 -DDOWNLOAD_CATCH=ON -S . -B build
 
     - name: Build C++11
       run: cmake --build build -j 2
@@ -932,7 +932,7 @@ jobs:
       run: git clean -fdx
 
     - name: Configure C++14
-      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=14 -S . -B build2
+      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=14 -DDOWNLOAD_CATCH=ON -S . -B build2
 
     - name: Build C++14
       run: cmake --build build2 -j 2
@@ -950,7 +950,7 @@ jobs:
       run: git clean -fdx
 
     - name: Configure C++17
-      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=17 -S . -B build3
+      run: cmake -G "MinGW Makefiles" -DCMAKE_CXX_STANDARD=17 -DDOWNLOAD_CATCH=ON -S . -B build3
 
     - name: Build C++17
       run: cmake --build build3 -j 2
diff --git a/tests/test_embed/CMakeLists.txt b/tests/test_embed/CMakeLists.txt
index edb8961a7..69c33bbd5 100644
--- a/tests/test_embed/CMakeLists.txt
+++ b/tests/test_embed/CMakeLists.txt
@@ -7,7 +7,7 @@ if("${PYTHON_MODULE_EXTENSION}" MATCHES "pypy" OR "${Python_INTERPRETER_ID}" STR
   return()
 endif()
 
-find_package(Catch 2.13.2)
+find_package(Catch 2.13.5)
 
 if(CATCH_FOUND)
   message(STATUS "Building interpreter tests using Catch v${CATCH_VERSION}")
diff --git a/tests/test_embed/catch.cpp b/tests/test_embed/catch.cpp
index dd137385c..67a8d5143 100644
--- a/tests/test_embed/catch.cpp
+++ b/tests/test_embed/catch.cpp
@@ -9,6 +9,11 @@
 #  pragma warning(disable: 4996)
 #endif
 
+// Catch uses _ internally, which breaks gettext style defines
+#ifdef _
+#undef _
+#endif
+
 #define CATCH_CONFIG_RUNNER
 #include <catch.hpp>