diff --git a/stdpopsim/utils.py b/stdpopsim/utils.py
index 447f2b1be..f4cb2ea67 100644
--- a/stdpopsim/utils.py
+++ b/stdpopsim/utils.py
@@ -77,10 +77,14 @@ def download(url, filename):
     """
     Download url to the specified local file.
     """
-    # TODO: what is a sensible timeout here?
-    with urllib.request.urlopen(url, timeout=30) as f_in:
-        with open(filename, "wb") as f_out:
-            shutil.copyfileobj(f_in, f_out)
+    try:
+        with urllib.request.urlopen(url, timeout=30) as f_in:
+            with open(filename, "wb") as f_out:
+                shutil.copyfileobj(f_in, f_out)
+    except urllib.error.HTTPError as e:
+        # Amend the error message to include the url.
+        e.msg += f": {url}"
+        raise e
 
 
 def sha256(filename):
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 6bce2e273..99ecf18e0 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -216,9 +216,12 @@ def test_download_nonexistent(self):
                 input_filename.resolve().as_uri(),  # local file
                 "http://example.com/nonexistant",  # remote file
             ):
-                with pytest.raises(OSError):
+                error_match = url
+                if error_match.startswith("file:///"):
+                    error_match = error_match[len("file:///") :]
+                with pytest.raises(OSError, match=error_match):
                     utils.download(url, output_filename)
-                assert not (output_filename.exists())
+                assert not output_filename.exists()
 
 
 class TestSha256: