diff --git a/scikits/learn/datasets/_svmlight_format.cpp b/scikits/learn/datasets/_svmlight_format.cpp
index b19d71eae45..ef5916a3ef8 100644
--- a/scikits/learn/datasets/_svmlight_format.cpp
+++ b/scikits/learn/datasets/_svmlight_format.cpp
@@ -269,6 +269,9 @@ void parse_file(char const *file_path,
   file_stream.rdbuf()->pubsetbuf(&buffer[0], buffer_size);
   file_stream.open(file_path);
 
+  if (!file_stream)
+    throw std::ios_base::failure("File doesn't exist!");
+
   std::string line;
   while (std::getline(file_stream, line))
     parse_line(line, data, indices, indptr, labels);
diff --git a/scikits/learn/datasets/tests/test_svmlight_format.py b/scikits/learn/datasets/tests/test_svmlight_format.py
index be849cd21ee..fedf53c7dd2 100644
--- a/scikits/learn/datasets/tests/test_svmlight_format.py
+++ b/scikits/learn/datasets/tests/test_svmlight_format.py
@@ -67,3 +67,7 @@ def test_load_invalid_file():
 @raises(TypeError)
 def test_not_a_filename():
     load_svmlight_file(1)
+
+@raises(IOError)
+def test_invalid_filename():
+    load_svmlight_file("trou pic nic douille")