diff --git a/pywb/webapp/cdx_api_handler.py b/pywb/webapp/cdx_api_handler.py
index 1835647a..1ebd0018 100644
--- a/pywb/webapp/cdx_api_handler.py
+++ b/pywb/webapp/cdx_api_handler.py
@@ -1,11 +1,13 @@
 from pywb.cdx.cdxserver import create_cdx_server
 
+from pywb.utils.wbexception import NotFoundException
 from pywb.framework.basehandlers import BaseHandler
 from pywb.framework.wbrequestresponse import WbResponse
 
 from pywb.webapp.query_handler import QueryHandler
 
 from six.moves.urllib.parse import parse_qs
+import json
 import six
 
 
@@ -21,7 +23,18 @@ class CDXAPIHandler(BaseHandler):
     def __call__(self, wbrequest):
         params = self.extract_params_from_wsgi_env(wbrequest.env)
 
-        cdx_iter = self.index_handler.load_cdx(wbrequest, params)
+        try:
+            cdx_iter = self.index_handler.load_cdx(wbrequest, params)
+        except NotFoundException:
+            msg = 'No Captures found for: ' + params.get('url')
+            if params.get('output') == 'json':
+                msg = json.dumps(dict(error=msg))
+                content_type='application/json'
+            else:
+                content_type='text/plain'
+
+            return WbResponse.text_response(msg, content_type=content_type,
+                                            status='404 Not Found')
 
         return WbResponse.text_stream(cdx_iter,
                                       content_type='text/plain')