diff --git a/linkcheck/command/setup_config.py b/linkcheck/command/setup_config.py
index 3f7a1210..5d7e6a51 100644
--- a/linkcheck/command/setup_config.py
+++ b/linkcheck/command/setup_config.py
@@ -202,8 +202,11 @@ def setup_config(config, options):
     if options.useragent is not None:
         config["useragent"] = options.useragent
     if options.cookiefile is not None:
-        if fileutil.is_readable(options.cookiefile):
-            config["cookiefile"] = options.cookiefile
-        else:
+        if not fileutil.is_valid_config_source(options.cookiefile):
+            log.error(
+                LOG_CMDLINE, _("Cookie file %s does not exist."), options.cookiefile)
+        elif not fileutil.is_readable(options.cookiefile):
             msg = _("Could not read cookie file %s") % options.cookiefile
             log.error(LOG_CMDLINE, msg)
+        else:
+            config["cookiefile"] = options.cookiefile