diff --git a/age/i18n/en-US/age.ftl b/age/i18n/en-US/age.ftl
index f512f214..f1b07ed3 100644
--- a/age/i18n/en-US/age.ftl
+++ b/age/i18n/en-US/age.ftl
@@ -46,6 +46,10 @@ rec-deny-binary-output = Did you mean to use {-flag-armor}? {rec-detected-binary
 
 err-deny-overwrite-file = refusing to overwrite existing file '{$filename}'.
 
+err-invalid-filename = invalid filename '{$filename}'.
+
+err-missing-directory = directory '{$path}' does not exist.
+
 ## Identity file errors
 
 err-failed-to-write-output = Failed to write to output: {$err}
diff --git a/age/src/cli_common/file_io.rs b/age/src/cli_common/file_io.rs
index b5758dc7..7275df83 100644
--- a/age/src/cli_common/file_io.rs
+++ b/age/src/cli_common/file_io.rs
@@ -20,6 +20,8 @@ enum FileError {
     DenyBinaryOutput,
     DenyOverwriteFile(String),
     DetectedBinaryOutput,
+    InvalidFilename(String),
+    MissingDirectory(String),
 }
 
 impl fmt::Display for FileError {
@@ -36,6 +38,10 @@ impl fmt::Display for FileError {
                 wlnfl!(f, "err-detected-binary")?;
                 wfl!(f, "rec-detected-binary")
             }
+            Self::InvalidFilename(filename) => {
+                wfl!(f, "err-invalid-filename", filename = filename.as_str())
+            }
+            Self::MissingDirectory(path) => wfl!(f, "err-missing-directory", path = path.as_str()),
         }
     }
 }
@@ -345,10 +351,29 @@ impl OutputWriter {
             // Respect the Unix convention that "-" as an output filename
             // parameter is an explicit request to use standard output.
             if filename != "-" {
+                let file_path = Path::new(&filename);
+
+                // Provide a better error if the filename is invalid, or the directory
+                // containing the file does not exist (we don't automatically create
+                // directories).
+                if let Some(dir_path) = file_path.parent() {
+                    if !(dir_path == Path::new("") || dir_path.exists()) {
+                        return Err(io::Error::new(
+                            io::ErrorKind::NotFound,
+                            FileError::MissingDirectory(dir_path.display().to_string()),
+                        ));
+                    }
+                } else {
+                    return Err(io::Error::new(
+                        io::ErrorKind::NotFound,
+                        FileError::InvalidFilename(filename),
+                    ));
+                }
+
                 // We open the file lazily, but as we don't want the caller to assume
                 // this, we eagerly confirm that the file does not exist if we can't
                 // overwrite it.
-                if !allow_overwrite && Path::new(&filename).exists() {
+                if !allow_overwrite && file_path.exists() {
                     return Err(io::Error::new(
                         io::ErrorKind::AlreadyExists,
                         FileError::DenyOverwriteFile(filename),
diff --git a/rage/tests/cmd/rage-keygen/gen-output-invalid-filename.toml b/rage/tests/cmd/rage-keygen/gen-output-invalid-filename.toml
new file mode 100644
index 00000000..d8b01cd4
--- /dev/null
+++ b/rage/tests/cmd/rage-keygen/gen-output-invalid-filename.toml
@@ -0,0 +1,10 @@
+bin.name = "rage-keygen"
+args = "-o ''"
+status = "failed"
+stdout = ""
+stderr = """
+Error: Failed to open output: invalid filename ''.
+
+[ Did rage not do what you expected? Could an error be more useful? ]
+[ Tell us: https://str4d.xyz/rage/report                            ]
+"""
diff --git a/rage/tests/cmd/rage-keygen/gen-output-missing-directory.toml b/rage/tests/cmd/rage-keygen/gen-output-missing-directory.toml
new file mode 100644
index 00000000..e05627b6
--- /dev/null
+++ b/rage/tests/cmd/rage-keygen/gen-output-missing-directory.toml
@@ -0,0 +1,10 @@
+bin.name = "rage-keygen"
+args = "-o does-not-exist/key.txt"
+status = "failed"
+stdout = ""
+stderr = """
+Error: Failed to open output: directory 'does-not-exist' does not exist.
+
+[ Did rage not do what you expected? Could an error be more useful? ]
+[ Tell us: https://str4d.xyz/rage/report                            ]
+"""