We set up a systematic expansion of the prepotential for N = 2 supersymmetric Yang-Mills theories with SU(N) gauge group in the region of strong coupling where a maximal number of mutually local fields become massless. In particular, we derive the first non-trivial non-perturbative correction, which is the first term in the strong coupling expansion providing a coupling between the different U(1) factors, and which governs for example the strength of gaugino Yukawa couplings. (C) 1997 Elsevier Science B.V.