diff --git a/torch/csrc/distributed/autograd/init.cpp b/torch/csrc/distributed/autograd/init.cpp
index 02c5f277a921..ad6dfa7d8f46 100644
--- a/torch/csrc/distributed/autograd/init.cpp
+++ b/torch/csrc/distributed/autograd/init.cpp
@@ -23,8 +23,10 @@ PyObject* dist_autograd_init(PyObject* _unused, PyObject* noargs) {
   }
 
   auto torch_C_module = THPObjectPtr(PyImport_ImportModule("torch._C"));
-  if (!torch_C_module)
-    return nullptr;
+  if (!torch_C_module) {
+    throw python_error();
+  }
+
   auto torch_C_m = py::handle(torch_C_module).cast<py::module>();
   auto m = torch_C_m.def_submodule("_distributed_autograd", "distributed autograd bindings");