diff --git a/mypy/dmypy_server.py b/mypy/dmypy_server.py
index 166b174a141a..cf4b15e3e6aa 100644
--- a/mypy/dmypy_server.py
+++ b/mypy/dmypy_server.py
@@ -349,10 +349,10 @@ def cmd_hang(self) -> Dict[str, object]:
 MiB = 2**20
 
 
-def get_meminfo() -> Mapping[str, float]:
+def get_meminfo() -> Dict[str, Any]:
     # See https://stackoverflow.com/questions/938733/total-memory-used-by-python-process
     import resource  # Since it doesn't exist on Windows.
-    res = {}
+    res = {}  # type: Dict[str, Any]
     rusage = resource.getrusage(resource.RUSAGE_SELF)
     if sys.platform == 'darwin':
         factor = 1
@@ -363,7 +363,11 @@ def get_meminfo() -> Mapping[str, float]:
     try:
         import psutil  # type: ignore  # It's not in typeshed yet
     except ImportError:
-        pass
+        if sys.platform != 'win32':
+            res['memory_psutil_missing'] = (
+                'psutil not found, run pip install mypy[dmypy] '
+                'to install the needed components for dmypy'
+            )
     else:
         process = psutil.Process(os.getpid())
         meminfo = process.memory_info()
diff --git a/setup.py b/setup.py
index 1bd24ab9a12c..8b7017281bf2 100644
--- a/setup.py
+++ b/setup.py
@@ -109,9 +109,9 @@ def run(self):
       classifiers=classifiers,
       cmdclass={'build_py': CustomPythonBuild},
       install_requires = ['typed-ast >= 1.1.0, < 1.2.0',
-                          'psutil >= 5.4.0, < 5.5.0',
                           ],
       extras_require = {
           ':python_version < "3.5"': 'typing >= 3.5.3',
+          'dmypy': 'psutil >= 5.4.0, < 5.5.0; sys_platform!="win32"',
       },
       )