diff --git a/Makefile.pre.in b/Makefile.pre.in
index 4ee8fddbe14..7d403663cec 100644
--- a/Makefile.pre.in
+++ b/Makefile.pre.in
@@ -2117,6 +2117,28 @@ Python/thread.o: @THREADHEADERS@ $(srcdir)/Python/condvar.h
 .PHONY: build_all_generate_profile build_all_merge_profile
 .PHONY: gdbhooks
 
+##########################################################################
+# Module dependencies
+
+MODULE_CMATH_DEPS=$(srcdir)/Modules/_math.h $(srcdir)/Modules/_math.c
+MODULE_MATH_DEPS=$(srcdir)/Modules/_math.h $(srcdir)/Modules/_math.c
+MODULE_PYEXPAT_DEPS=$(srcdir)/Modules/expat/ascii.h $(srcdir)/Modules/expat/asciitab.h $(srcdir)/Modules/expat/expat.h $(srcdir)/Modules/expat/expat_config.h $(srcdir)/Modules/expat/expat_external.h $(srcdir)/Modules/expat/internal.h $(srcdir)/Modules/expat/latin1tab.h $(srcdir)/Modules/expat/utf8tab.h $(srcdir)/Modules/expat/xmlrole.h $(srcdir)/Modules/expat/xmltok.h $(srcdir)/Modules/expat/xmltok_impl.h
+MODULE_UNICODEDATA_DEPS=$(srcdir)/Modules/unicodedata_db.h $(srcdir)/Modules/unicodename_db.h
+MODULE__BLAKE2_DEPS=$(srcdir)/Modules/_blake2/impl/blake2-config.h $(srcdir)/Modules/_blake2/impl/blake2-dispatch.c $(srcdir)/Modules/_blake2/impl/blake2-impl.h $(srcdir)/Modules/_blake2/impl/blake2-kat.h $(srcdir)/Modules/_blake2/impl/blake2.h $(srcdir)/Modules/_blake2/impl/blake2b-load-sse2.h $(srcdir)/Modules/_blake2/impl/blake2b-load-sse41.h $(srcdir)/Modules/_blake2/impl/blake2b-ref.c $(srcdir)/Modules/_blake2/impl/blake2b-round.h $(srcdir)/Modules/_blake2/impl/blake2b-test.c $(srcdir)/Modules/_blake2/impl/blake2b.c $(srcdir)/Modules/_blake2/impl/blake2bp-test.c $(srcdir)/Modules/_blake2/impl/blake2bp.c $(srcdir)/Modules/_blake2/impl/blake2s-load-sse2.h $(srcdir)/Modules/_blake2/impl/blake2s-load-sse41.h $(srcdir)/Modules/_blake2/impl/blake2s-load-xop.h $(srcdir)/Modules/_blake2/impl/blake2s-ref.c $(srcdir)/Modules/_blake2/impl/blake2s-round.h $(srcdir)/Modules/_blake2/impl/blake2s-test.c $(srcdir)/Modules/_blake2/impl/blake2s.c $(srcdir)/Modules/_blake2/impl/blake2sp-test.c $(srcdir)/Modules/_blake2/impl/blake2sp.c $(srcdir)/Modules/hashlib.h
+MODULE__CTYPES_DEPS=$(srcdir)/Modules/_ctypes/ctypes.h
+MODULE__DECIMAL_DEPS=$(srcdir)/Modules/_decimal/docstrings.h $(srcdir)/Modules/_decimal/libmpdec/basearith.h $(srcdir)/Modules/_decimal/libmpdec/bits.h $(srcdir)/Modules/_decimal/libmpdec/constants.h $(srcdir)/Modules/_decimal/libmpdec/convolute.h $(srcdir)/Modules/_decimal/libmpdec/crt.h $(srcdir)/Modules/_decimal/libmpdec/difradix2.h $(srcdir)/Modules/_decimal/libmpdec/fnt.h $(srcdir)/Modules/_decimal/libmpdec/fourstep.h $(srcdir)/Modules/_decimal/libmpdec/io.h $(srcdir)/Modules/_decimal/libmpdec/mpalloc.h $(srcdir)/Modules/_decimal/libmpdec/mpdecimal.h $(srcdir)/Modules/_decimal/libmpdec/numbertheory.h $(srcdir)/Modules/_decimal/libmpdec/sixstep.h $(srcdir)/Modules/_decimal/libmpdec/transpose.h $(srcdir)/Modules/_decimal/libmpdec/typearith.h $(srcdir)/Modules/_decimal/libmpdec/umodarith.h
+MODULE__ELEMENTTREE_DEPS=$(srcdir)/Modules/expat/ascii.h $(srcdir)/Modules/expat/asciitab.h $(srcdir)/Modules/expat/expat.h $(srcdir)/Modules/expat/expat_config.h $(srcdir)/Modules/expat/expat_external.h $(srcdir)/Modules/expat/internal.h $(srcdir)/Modules/expat/latin1tab.h $(srcdir)/Modules/expat/utf8tab.h $(srcdir)/Modules/expat/xmlparse.c $(srcdir)/Modules/expat/xmlrole.c $(srcdir)/Modules/expat/xmlrole.h $(srcdir)/Modules/expat/xmltok.c $(srcdir)/Modules/expat/xmltok.h $(srcdir)/Modules/expat/xmltok_impl.h $(srcdir)/Modules/pyexpat.c
+MODULE__HASHLIB_DEPS=$(srcdir)/Modules/hashlib.h
+MODULE__IO_DEPS=$(srcdir)/Modules/_io/_iomodule.h
+MODULE__MD5_DEPS=$(srcdir)/Modules/hashlib.h
+MODULE__SHA1_DEPS=$(srcdir)/Modules/hashlib.h
+MODULE__SHA256_DEPS=$(srcdir)/Modules/hashlib.h
+MODULE__SHA3_DEPS=$(srcdir)/Modules/_sha3/kcp/KeccakHash.c $(srcdir)/Modules/_sha3/kcp/KeccakHash.h $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-64.macros $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-SnP-opt32.h $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-SnP-opt64.h $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-SnP.h $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-inplace32BI.c $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-opt64-config.h $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-opt64.c $(srcdir)/Modules/_sha3/kcp/KeccakP-1600-unrolling.macros $(srcdir)/Modules/_sha3/kcp/KeccakSponge.c $(srcdir)/Modules/_sha3/kcp/KeccakSponge.h $(srcdir)/Modules/_sha3/kcp/KeccakSponge.inc $(srcdir)/Modules/_sha3/kcp/PlSnP-Fallback.inc $(srcdir)/Modules/_sha3/kcp/SnP-Relaned.h $(srcdir)/Modules/_sha3/kcp/align.h $(srcdir)/Modules/hashlib.h
+MODULE__SHA512_DEPS=$(srcdir)/Modules/hashlib.h
+MODULE__SOCKET_DEPS=$(srcdir)/Modules/socketmodule.h
+MODULE__SSL_DEPS=$(srcdir)/Modules/_ssl.h $(srcdir)/Modules/_ssl/cert.c $(srcdir)/Modules/_ssl/debughelpers.c $(srcdir)/Modules/_ssl/misc.c $(srcdir)/Modules/_ssl_data.h $(srcdir)/Modules/_ssl_data_111.h $(srcdir)/Modules/_ssl_data_300.h $(srcdir)/Modules/socketmodule.h
+MODULE__TESTCAPI_DEPS=$(srcdir)/Modules/testcapi_long.h
+
 # IF YOU PUT ANYTHING HERE IT WILL GO AWAY
 # Local Variables:
 # mode: makefile
diff --git a/Misc/NEWS.d/next/Build/2021-10-24-11-02-43.bpo-45595.WI_5YU.rst b/Misc/NEWS.d/next/Build/2021-10-24-11-02-43.bpo-45595.WI_5YU.rst
new file mode 100644
index 00000000000..bb09d6ead08
--- /dev/null
+++ b/Misc/NEWS.d/next/Build/2021-10-24-11-02-43.bpo-45595.WI_5YU.rst
@@ -0,0 +1,2 @@
+``setup.py`` and ``makesetup`` now track build dependencies on all Python
+header files and module specific header files.
diff --git a/Modules/makesetup b/Modules/makesetup
index 1a767838c92..849f15fddaa 100755
--- a/Modules/makesetup
+++ b/Modules/makesetup
@@ -235,7 +235,8 @@ sed -e 's/[ 	]*#.*//' -e '/^[ 	]*$/d' |
 			*)
 				cc="$cc \$(PY_BUILTIN_MODULE_CFLAGS)";;
 			esac
-			rule="$obj: $src; $cc $cpps -c $src -o $obj"
+			mods_upper=$(echo $mods | tr '[a-z]' '[A-Z]')
+			rule="$obj: $src \$(MODULE_${mods_upper}_DEPS) \$(PYTHON_HEADERS); $cc $cpps -c \$< -o \$@"
 			echo "$rule" >>$rulesf
 		done
 		case $doconfig in
@@ -248,7 +249,7 @@ sed -e 's/[ 	]*#.*//' -e '/^[ 	]*$/d' |
 			no)	SHAREDMODS="$SHAREDMODS $file";;
 			esac
 			rule="$file: $objs"
-			rule="$rule; \$(BLDSHARED) $objs $libs $ExtraLibs -o $file"
+			rule="$rule; \$(BLDSHARED) $objs $libs $ExtraLibs -o \$@"
 			echo "$rule" >>$rulesf
 		done
 	done
diff --git a/setup.py b/setup.py
index 850cc1ba41e..f32dd4c6e5e 100644
--- a/setup.py
+++ b/setup.py
@@ -409,8 +409,11 @@ class PyBuildExt(build_ext):
                                      for filename in self.distribution.scripts]
 
         # Python header files
+        include_dir = escape(sysconfig.get_path('include'))
         headers = [sysconfig.get_config_h_filename()]
-        headers += glob(os.path.join(escape(sysconfig.get_path('include')), "*.h"))
+        headers.extend(glob(os.path.join(include_dir, "*.h")))
+        headers.extend(glob(os.path.join(include_dir, "cpython", "*.h")))
+        headers.extend(glob(os.path.join(include_dir, "internal", "*.h")))
 
         for ext in self.extensions:
             ext.sources = [ find_module_file(filename, moddirlist)
@@ -2473,6 +2476,9 @@ class PyBuildExt(build_ext):
                 depends=[
                     'socketmodule.h',
                     '_ssl.h',
+                    '_ssl_data_111.h',
+                    '_ssl_data_300.h',
+                    '_ssl_data.h',
                     '_ssl/debughelpers.c',
                     '_ssl/misc.c',
                     '_ssl/cert.c',