diff --git a/Makefile b/Makefile
index 0f438aa..0e1f6c3 100644
--- a/Makefile
+++ b/Makefile
@@ -628,8 +628,14 @@
 # because some architectures define CROSS_COMPILE there.
 -include include/config/auto.conf.cmd
 
-# To avoid any implicit rule to kick in, define an empty command
-$(KCONFIG_CONFIG): ;
+$(KCONFIG_CONFIG):
+	@echo >&2 '***'
+	@echo >&2 '*** Configuration file "$@" not found!'
+	@echo >&2 '***'
+	@echo >&2 '*** Please run some configurator (e.g. "make oldconfig" or'
+	@echo >&2 '*** "make menuconfig" or "make xconfig").'
+	@echo >&2 '***'
+	@/bin/false
 
 # The actual configuration files used during the build are stored in
 # include/generated/ and include/config/. Update them if .config is newer than