diff --git a/src/CDSAPI.jl b/src/CDSAPI.jl
index 39a5309..ea97b39 100644
--- a/src/CDSAPI.jl
+++ b/src/CDSAPI.jl
@@ -22,11 +22,28 @@ function retrieve(name, params, filename; wait=1.0)
         end
     end
 
-    response = HTTP.request("POST",
-        creds["url"] * "/retrieve/v1/processes/$name/execute",
-        ["PRIVATE-TOKEN" => creds["key"]],
-        body=JSON.json(Dict("inputs" => params))
-    )
+    try
+        response = HTTP.request("POST",
+            creds["url"] * "/retrieve/v1/processes/$name/execute",
+            ["PRIVATE-TOKEN" => creds["key"]],
+            body=JSON.json(Dict("inputs" => params))
+        )
+    catch e
+        if e isa HTTP.StatusError
+            if e.status == 404
+                throw(ArgumentError("""
+                The requested dataset $name was not found.
+                """))
+            elseif 400 ≤ e.status < 500
+                throw(ArgumentError("""
+                The request is in a bad format:
+                $params
+                """))
+            end
+        end
+        throw(e)
+    end
+
     body = JSON.parse(String(response.body))
     data = Dict("status" => "queued")
 
diff --git a/test/retrieve.jl b/test/retrieve.jl
index 3f866b7..fc26799 100644
--- a/test/retrieve.jl
+++ b/test/retrieve.jl
@@ -65,4 +65,17 @@
         rm(filepath)
         rm(ewq_file)
     end
+
+    @testset "Bad requests errors are catched" begin
+        goodname = "reanalysis-era5-single-levels"
+        badname = "bad-dataset"
+        badrequest = """{
+            "this": "is",
+            "a": "bad",
+            "re": ["quest"]
+        }"""
+
+        @test_throws ArgumentError CDSAPI.retrieve(goodname, badrequest, "unreachable")
+        @test_throws ArgumentError CDSAPI.retrieve(badname, badrequest, "unreachable")
+    end
 end