diff --git a/mercurial/ui.py b/mercurial/ui.py
--- a/mercurial/ui.py
+++ b/mercurial/ui.py
@@ -2339,7 +2339,12 @@
     def chain_path(self, ui, paths):
         if self.url.scheme == b'path':
             assert self.url.path is None
-            subpath = paths[self.url.host]
+            try:
+                subpath = paths[self.url.host]
+            except KeyError:
+                m = _('cannot use `%s`, "%s" is not a known path')
+                m %= (self.rawloc, self.url.host)
+                raise error.Abort(m)
             if subpath.raw_url.scheme == b'path':
                 m = _('cannot use `%s`, "%s" is also define as a `path://`')
                 m %= (self.rawloc, self.url.host)
diff --git a/tests/test-paths.t b/tests/test-paths.t
--- a/tests/test-paths.t
+++ b/tests/test-paths.t
@@ -370,3 +370,18 @@
   $ hg pull chain_path
   abort: cannot use `path://other_default`, "other_default" is also define as a `path://`
   [255]
+
+Test basic error cases
+----------------------
+
+  $ cat << EOF > .hg/hgrc
+  > [paths]
+  > error-missing=path://unknown
+  > EOF
+  $ hg path
+  abort: cannot use `path://unknown`, "unknown" is not a known path
+  [255]
+  $ hg pull error-missing
+  abort: cannot use `path://unknown`, "unknown" is not a known path
+  [255]
+