diff --git a/llvm/tools/llvm-exegesis/CMakeLists.txt b/llvm/tools/llvm-exegesis/CMakeLists.txt
--- a/llvm/tools/llvm-exegesis/CMakeLists.txt
+++ b/llvm/tools/llvm-exegesis/CMakeLists.txt
@@ -1,8 +1,11 @@
 set(LLVM_LINK_COMPONENTS
+  AllTargetsAsmParsers
+  AllTargetsCodeGens
+  AllTargetsDescs
+  AllTargetsInfos
   MC
   MCParser
   Support
-  native
   )
 
 add_llvm_tool(llvm-exegesis
@@ -13,19 +16,23 @@
   intrinsics_gen
   )
 
+# Has side effect of defining LLVM_EXEGESIS_TARGETS
 add_subdirectory(lib)
 
-# Link the native exegesis target if compiled and on the right host.
-if ((LLVM_TARGETS_TO_BUILD MATCHES "${LLVM_NATIVE_ARCH}") AND (LLVM_EXEGESIS_TARGETS MATCHES "${LLVM_NATIVE_ARCH}"))
+# Register the native target (we don't yet support -march)
+if (LLVM_EXEGESIS_TARGETS MATCHES "${LLVM_NATIVE_ARCH}")
   set(LLVM_EXEGESIS_NATIVE_ARCH "${LLVM_NATIVE_ARCH}")
-endif()
-
-if (LLVM_EXEGESIS_NATIVE_ARCH)
-  set(LLVM_EXEGESIS_NATIVE_TARGET "LLVMExegesis${LLVM_EXEGESIS_NATIVE_ARCH}")
   set_source_files_properties(llvm-exegesis.cpp PROPERTIES COMPILE_FLAGS "-DLLVM_EXEGESIS_INITIALIZE_NATIVE_TARGET=Initialize${LLVM_EXEGESIS_NATIVE_ARCH}ExegesisTarget")
 endif()
 
+# Link the native exegesis targets
+set(libs)
+foreach(t ${LLVM_EXEGESIS_TARGETS})
+  string(STRIP ${t} t)
+  list(APPEND libs "LLVMExegesis${t}")
+endforeach()
+
 target_link_libraries(llvm-exegesis PRIVATE
   LLVMExegesis
-  ${LLVM_EXEGESIS_NATIVE_TARGET}
+  ${libs}
   )
diff --git a/llvm/tools/llvm-exegesis/lib/CMakeLists.txt b/llvm/tools/llvm-exegesis/lib/CMakeLists.txt
--- a/llvm/tools/llvm-exegesis/lib/CMakeLists.txt
+++ b/llvm/tools/llvm-exegesis/lib/CMakeLists.txt
@@ -1,23 +1,23 @@
-set(TARGETS_TO_APPEND "")
 
+set(LLVM_EXEGESIS_TARGETS)
 if (LLVM_TARGETS_TO_BUILD MATCHES "X86")
-  add_subdirectory(X86)
-  set(TARGETS_TO_APPEND "${TARGETS_TO_APPEND} X86")
+  list(APPEND LLVM_EXEGESIS_TARGETS "X86")
 endif()
 if (LLVM_TARGETS_TO_BUILD MATCHES "AArch64")
-  add_subdirectory(AArch64)
-  set(TARGETS_TO_APPEND "${TARGETS_TO_APPEND} AArch64")
+  list(APPEND LLVM_EXEGESIS_TARGETS "AArch64")
 endif()
 if (LLVM_TARGETS_TO_BUILD MATCHES "PowerPC")
-  add_subdirectory(PowerPC)
-  set(TARGETS_TO_APPEND "${TARGETS_TO_APPEND} PowerPC")
+  list(APPEND LLVM_EXEGESIS_TARGETS "PowerPC")
 endif()
 if (LLVM_TARGETS_TO_BUILD MATCHES "Mips")
-  add_subdirectory(Mips)
-  set(TARGETS_TO_APPEND "${TARGETS_TO_APPEND} Mips")
+  list(APPEND LLVM_EXEGESIS_TARGETS "Mips")
 endif()
 
-set(LLVM_EXEGESIS_TARGETS "${LLVM_EXEGESIS_TARGETS} ${TARGETS_TO_APPEND}" PARENT_SCOPE)
+set(LLVM_EXEGESIS_TARGETS ${LLVM_EXEGESIS_TARGETS} PARENT_SCOPE)
+
+foreach(t ${LLVM_EXEGESIS_TARGETS})
+  add_subdirectory(${t})
+endforeach()
 
 set(LLVM_LINK_COMPONENTS
   Analysis
diff --git a/llvm/tools/llvm-exegesis/llvm-exegesis.cpp b/llvm/tools/llvm-exegesis/llvm-exegesis.cpp
--- a/llvm/tools/llvm-exegesis/llvm-exegesis.cpp
+++ b/llvm/tools/llvm-exegesis/llvm-exegesis.cpp
@@ -298,9 +298,10 @@
   if (exegesis::pfm::pfmInitialize())
     ExitWithError("cannot initialize libpfm");
 
-  InitializeNativeTarget();
-  InitializeNativeTargetAsmPrinter();
-  InitializeNativeTargetAsmParser();
+  InitializeAllTargets();
+  InitializeAllTargetMCs();
+  InitializeAllAsmPrinters();
+  InitializeAllAsmParsers();
   InitializeNativeExegesisTarget();
 
   const LLVMState State(CpuName);