Here says that you may put DEBUG_NEW in place of new in your MFC app. When I do so the compiler says that DEBUG_NEW is not defined. It is VS 2017. _DEBUG is defined. What can be wrong?
[edit] I should note first I placed it as a global define for the whole project. There were thousands of errors (it is a big project). Then I changed just one occurrence. One that was in my code. And it is not working. is included but is not directly
You need to be more specific. Where are you placing it?
In a newly generated MFC app, they usually put these lines in the .cpp files after the includes (see last 3 lines):
// LangInfo.cpp : Defines the class behaviors for the application.
//
#include "stdafx.h"
#include "LangInfo.h"
#include "LangInfoDlg.h"
#ifdef _DEBUG
#define new DEBUG_NEW
#endif