diff --git a/test/test_datasets_utils.py b/test/test_datasets_utils.py
index 02ae23102c4..7fceb5f25e6 100644
--- a/test/test_datasets_utils.py
+++ b/test/test_datasets_utils.py
@@ -62,6 +62,13 @@ def test_download_url_retry_http(self):
                 warnings.warn(msg, RuntimeWarning)
                 raise unittest.SkipTest(msg)
 
+    @unittest.skipIf(sys.version_info < (3,), "Python2 doesn't raise error")
+    def test_download_url_dont_exist(self):
+        with get_tmp_dir() as temp_dir:
+            url = "http://github.com/pytorch/vision/archive/this_doesnt_exist.zip"
+            with self.assertRaises(URLError):
+                utils.download_url(url, temp_dir)
+
     def test_extract_zip(self):
         with get_tmp_dir() as temp_dir:
             with tempfile.NamedTemporaryFile(suffix='.zip') as f:
diff --git a/torchvision/datasets/utils.py b/torchvision/datasets/utils.py
index 3e3c674ede9..27315e6e912 100644
--- a/torchvision/datasets/utils.py
+++ b/torchvision/datasets/utils.py
@@ -82,7 +82,7 @@ def download_url(url, root, filename=None, md5=None):
                 url, fpath,
                 reporthook=gen_bar_updater()
             )
-        except OSError:
+        except urllib.error.URLError as e:
             if url[:5] == 'https':
                 url = url.replace('https:', 'http:')
                 print('Failed download. Trying https -> http instead.'
@@ -91,6 +91,8 @@ def download_url(url, root, filename=None, md5=None):
                     url, fpath,
                     reporthook=gen_bar_updater()
                 )
+            else:
+                raise e
 
 
 def list_dir(root, prefix=False):