diff --git a/lychee-bin/src/main.rs b/lychee-bin/src/main.rs
index 5b81ed7..cdf67c6 100644
--- a/lychee-bin/src/main.rs
+++ b/lychee-bin/src/main.rs
@@ -60,6 +60,7 @@
 
 use std::fs::{self, File};
 use std::io::{self, BufRead, BufReader, ErrorKind, Write};
+use std::path::PathBuf;
 use std::sync::Arc;
 
 use anyhow::{Context, Error, Result};
@@ -67,8 +68,9 @@ use clap::Parser;
 use color::YELLOW;
 use commands::CommandParams;
 use formatters::response::ResponseFormatter;
-use log::{info, warn};
+use log::{error, info, warn};
 use openssl_sys as _;
+use options::LYCHEE_CONFIG_FILE;
 // required for vendored-openssl feature
 use ring as _; // required for apple silicon
 
@@ -103,6 +105,7 @@ enum ExitCode {
     #[allow(unused)]
     UnexpectedFailure = 1,
     LinkCheckFailure = 2,
+    ConfigFile = 3,
 }
 
 /// Ignore lines starting with this marker in `.lycheeignore` files
@@ -147,8 +150,21 @@ fn load_config() -> Result<LycheeOptions> {
 
     // Load a potentially existing config file and merge it into the config from
     // the CLI
-    if let Some(c) = Config::load_from_file(&opts.config_file)? {
-        opts.config.merge(c);
+    if let Some(config_file) = &opts.config_file {
+        match Config::load_from_file(config_file) {
+            Ok(c) => opts.config.merge(c),
+            Err(e) => {
+                error!("Error while loading config file {:?}: {}", config_file, e);
+                std::process::exit(ExitCode::ConfigFile as i32);
+            }
+        }
+    } else {
+        // If no config file was explicitly provided, we try to load the default
+        // config file from the current directory, but it's not an error if it
+        // doesn't exist.
+        if let Ok(c) = Config::load_from_file(&PathBuf::from(LYCHEE_CONFIG_FILE)) {
+            opts.config.merge(c);
+        }
     }
 
     if let Ok(lycheeignore) = File::open(LYCHEE_IGNORE_FILE) {
diff --git a/lychee-bin/src/options.rs b/lychee-bin/src/options.rs
index 33411be..c06ed19 100644
--- a/lychee-bin/src/options.rs
+++ b/lychee-bin/src/options.rs
@@ -9,10 +9,12 @@ use lychee_lib::{
 };
 use secrecy::{ExposeSecret, SecretString};
 use serde::Deserialize;
-use std::{collections::HashSet, fs, io::ErrorKind, path::PathBuf, str::FromStr, time::Duration};
+use std::path::Path;
+use std::{collections::HashSet, fs, path::PathBuf, str::FromStr, time::Duration};
 
 pub(crate) const LYCHEE_IGNORE_FILE: &str = ".lycheeignore";
 pub(crate) const LYCHEE_CACHE_FILE: &str = ".lycheecache";
+pub(crate) const LYCHEE_CONFIG_FILE: &str = "lychee.toml";
 
 const DEFAULT_METHOD: &str = "get";
 const DEFAULT_MAX_CACHE_AGE: &str = "1d";
@@ -29,6 +31,14 @@ const HELP_MSG_CACHE: &str = formatcp!(
     "Use request cache stored on disk at `{}`",
     LYCHEE_CACHE_FILE,
 );
+// We use a custom help message here because we want to show the default
+// value of the config file, but also be able to check if the user has
+// provided a custom value. If they didn't, we won't throw an error if
+// the file doesn't exist.
+const HELP_MSG_CONFIG_FILE: &str = formatcp!(
+    "Configuration file to use\n\n[default: {}]",
+    LYCHEE_CONFIG_FILE,
+);
 const TIMEOUT_STR: &str = concatcp!(DEFAULT_TIMEOUT_SECS);
 const RETRY_WAIT_TIME_STR: &str = concatcp!(DEFAULT_RETRY_WAIT_TIME_SECS);
 
@@ -112,8 +122,9 @@ pub(crate) struct LycheeOptions {
     raw_inputs: Vec<String>,
 
     /// Configuration file to use
-    #[arg(short, long = "config", default_value = "./lychee.toml")]
-    pub(crate) config_file: String,
+    #[arg(short, long = "config")]
+    #[arg(help = HELP_MSG_CONFIG_FILE)]
+    pub(crate) config_file: Option<PathBuf>,
 
     #[clap(flatten)]
     pub(crate) config: Config,
@@ -340,22 +351,10 @@ pub(crate) struct Config {
 
 impl Config {
     /// Load configuration from a file
-    pub(crate) fn load_from_file(path: &str) -> Result<Option<Config>> {
+    pub(crate) fn load_from_file(path: &Path) -> Result<Config> {
         // Read configuration file
-        let result = fs::read_to_string(path);
-
-        // Ignore a file-not-found error
-        let contents = match result {
-            Ok(c) => c,
-            Err(e) => {
-                return match e.kind() {
-                    ErrorKind::NotFound => Ok(None),
-                    _ => Err(Error::from(e)),
-                }
-            }
-        };
-
-        Ok(Some(toml::from_str(&contents)?))
+        let contents = fs::read_to_string(path)?;
+        toml::from_str(&contents).context("Failed to parse configuration file")
     }
 
     /// Merge the configuration from TOML into the CLI configuration
diff --git a/lychee-bin/tests/cli.rs b/lychee-bin/tests/cli.rs
index f64889b..c53ddc8 100644
--- a/lychee-bin/tests/cli.rs
+++ b/lychee-bin/tests/cli.rs
@@ -574,23 +574,6 @@ mod cli {
         Ok(())
     }
 
-    #[tokio::test]
-    async fn test_example_config() -> Result<()> {
-        let mock_server = mock_server!(StatusCode::OK);
-        let mut cmd = main_command();
-        cmd.arg("--config")
-            .arg("lychee.example.toml")
-            .arg("-")
-            .write_stdin(mock_server.uri())
-            .env_clear()
-            .assert()
-            .success()
-            .stdout(contains("1 Total"))
-            .stdout(contains("1 OK"));
-
-        Ok(())
-    }
-
     #[tokio::test]
     async fn test_empty_config() -> Result<()> {
         let mock_server = mock_server!(StatusCode::OK);