Unknown spatial reference in "Create Fishnet" files

I am working on an unprojected dataset (lat/lon) on a WGS84 DATUM, and for that region I have used the "create fishnet" tool from "Data Management Tools" in ArcMap 10.2, in order to apply a grid over my region. Although, the coordinates I give as an origin of the fishnet are in lat/lon (in decimal degrees), the output of "create fishnet" is completely void of any spatial reference. When I import these shapefiles into a new project in ArcMap the message it appears is: "Unknown Spatial Reference: The following data sources you added are missing spatial reference information. This data can be drawn in ArcMap, but cannot be projected.". When I click "OK" the shapefile is imported and drawn correctly (correctly overlayed on a raster that is in lat/lon) but the outputs of "create fishnet" do not have any spatial reference. How could I give a spatial reference to these shapefiles (both lines and label points) that are produced by "create fishnet" tool. I need the spatial reference to be in Geographic Coordinate System and DATUM WGS84