On Ubuntu 14. Installed dependencies.
git clone https://github.com/bitcoin/bitcoin.git
cd bitcoin/
cd depends
make HOST=x86_64-w64-mingw32
Fails as such
compiling moc.cpp
compiling preprocessor.cpp
compiling generator.cpp
compiling parser.cpp
compiling token.cpp
compiling main.cpp
linking ../../../bin/moc
make[2]: Leaving directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/tools/moc'
cd tools/rcc/ && ( test -e Makefile || /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/bin/qmake /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/tools/rcc/rcc.pro -qtconf /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/bin/qt.conf -o Makefile ) && make -f Makefile
make[2]: Entering directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/tools/rcc'
compiling rcc.cpp
compiling main.cpp
linking ../../../bin/rcc
make[2]: Leaving directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/tools/rcc'
cd 3rdparty/pcre/ && ( test -e Makefile || /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/bin/qmake /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/3rdparty/pcre/pcre.pro -qtconf /root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/bin/qt.conf -o Makefile ) && make -f Makefile
make[2]: Entering directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/3rdparty/pcre'
make -f Makefile.Release
make[3]: Entering directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/3rdparty/pcre'
compiling pcre16_byte_order.c
gcc: error: command line option ‘-fno-keep-inline-dllexport’ is not supported by this configuration
make[3]: *** [.obj/release/pcre16_byte_order.o] Error 1
make[3]: Leaving directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/3rdparty/pcre'
make[2]: *** [release] Error 2
make[2]: Leaving directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src/3rdparty/pcre'
make[1]: *** [sub-3rdparty-pcre] Error 2
make[1]: Leaving directory `/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/src'
make: *** [/root/bitcoin/depends/work/build/x86_64-w64-mingw32/qt/5.7.1-00b04bfdf2a/qtbase/.stamp_built] Error 2