diff --git a/zulip_bots/zulip_bots/run.py b/zulip_bots/zulip_bots/run.py
index de22330..5a944c9 100755
--- a/zulip_bots/zulip_bots/run.py
+++ b/zulip_bots/zulip_bots/run.py
@@ -75,6 +75,18 @@ def parse_args():
     return args
 
 
+def exit_gracefully_if_config_file_does_not_exist(config_file):
+    # type: (str) -> None
+    if not os.path.exists(config_file):
+        print('''
+            ERROR: %s does not exist.
+
+            You may need to download a config file from the Zulip app, or
+            if you have already done that, you need to specify the file
+            location correctly.
+            ''' % (config_file,))
+        sys.exit(1)
+
 def main():
     # type: () -> None
     args = parse_args()
@@ -91,6 +103,8 @@ def main():
     if not args.quiet:
         logging.basicConfig(stream=sys.stdout, level=logging.INFO)
 
+    exit_gracefully_if_config_file_does_not_exist(args.config_file)
+
     run_message_handler_for_bot(
         lib_module=lib_module,
         config_file=args.config_file,
diff --git a/zulip_bots/zulip_bots/test_run.py b/zulip_bots/zulip_bots/test_run.py
index 4b4ed63..b27a1ef 100644
--- a/zulip_bots/zulip_bots/test_run.py
+++ b/zulip_bots/zulip_bots/test_run.py
@@ -29,7 +29,9 @@ class TestDefaultArguments(TestCase):
     @patch('zulip_bots.run.run_message_handler_for_bot')
     def test_argument_parsing_with_bot_name(self, mock_run_message_handler_for_bot):
         # type: (mock.Mock) -> None
-        zulip_bots.run.main()
+        with patch('zulip_bots.run.exit_gracefully_if_config_file_does_not_exist'):
+            zulip_bots.run.main()
+
         mock_run_message_handler_for_bot.assert_called_with(bot_name='giphy',
                                                             config_file='/foo/bar/baz.conf',
                                                             lib_module=mock.ANY,
@@ -39,7 +41,9 @@ class TestDefaultArguments(TestCase):
     @patch('zulip_bots.run.run_message_handler_for_bot')
     def test_argument_parsing_with_bot_path(self, mock_run_message_handler_for_bot):
         # type: (mock.Mock) -> None
-        zulip_bots.run.main()
+        with patch('zulip_bots.run.exit_gracefully_if_config_file_does_not_exist'):
+            zulip_bots.run.main()
+
         mock_run_message_handler_for_bot.assert_called_with(
             bot_name='giphy',
             config_file='/foo/bar/baz.conf',