diff --git a/setup.py b/setup.py
index 720b45c..ba1565d 100644
--- a/setup.py
+++ b/setup.py
@@ -9,6 +9,11 @@
 from distutils.errors import DistutilsPlatformError, DistutilsExecError
 from _pyrsistent_version import __version__
 
+try:
+    FileNotFoundError
+except NameError:  # Python 2
+    FileNotFoundError = IOError
+
 
 readme_path = os.path.join(os.path.dirname(__file__), 'README.rst')
 with codecs.open(readme_path, encoding='utf8') as f: