CMake: How to pass preprocessor macros

add_definitions(-DCOMPILE_UNIT_TESTS) (cf. CMake's doc) or modify one of the flag variables (CMAKE_CXX_FLAGS, or CMAKE_CXX_FLAGS_<configuration>) or set COMPILE_FLAGS variable on the target.

Also, identifiers that begin with an underscore followed by an uppercase letter are reserved for the implementation. Identifiers containing double underscore, too. So don't use them.

If you have a lot of preprocessor variables to configure, you can use configure_file:

Create a configure file, eg. config.h.in with

#cmakedefine _COMPILE_UNIT_TESTS_
#cmakedefine OTHER_CONSTANT
...

then in your CMakeLists.txt:

set(_COMPILE_UNIT_TESTS_ ON CACHE BOOL "Compile unit tests") # Configurable by user 
set(OTHER_CONSTANT OFF) # Not configurable by user
configure_file(config.h.in config.h)

in the build directory, config.h is generated:

#define _COMPILE_UNIT_TESTS_
/* #undef OTHER_CONSTANT */

As suggested by robotik, you should add something like include_directories(${CMAKE_CURRENT_BINARY_DIR}) to your CMakeLists.txt for #include "config.h" to work in C++.