C++ definition of dllimport static data member

I do have a class which looks like below:

//.h file
class __declspec(dllimport) MyClass
{
    public:
    //stuff
    private:

    static int myInt;
};

// .cpp file
int MyClass::myInt = 0;

I get the following compile error:

error C2491: 'MyClass::myInt' : definition of dllimport static data member not allowed

what should I do?