diff --git a/py-polars/src/dataframe.rs b/py-polars/src/dataframe.rs
index dc0359d9bfad..3d307568b5f9 100644
--- a/py-polars/src/dataframe.rs
+++ b/py-polars/src/dataframe.rs
@@ -617,7 +617,8 @@ impl PyDataFrame {
 
         if let Ok(s) = py_f.extract::<&str>(py) {
             py.allow_threads(|| {
-                let f = std::fs::File::create(s).unwrap();
+                let f = std::fs::File::create(s).map_err(PolarsError::Io)?;
+
                 // No need for a buffered writer, because the csv writer does internal buffering.
                 CsvWriter::new(f)
                     .include_bom(include_bom)
diff --git a/py-polars/tests/unit/io/test_csv.py b/py-polars/tests/unit/io/test_csv.py
index d67f0dd2980a..5494874f17cf 100644
--- a/py-polars/tests/unit/io/test_csv.py
+++ b/py-polars/tests/unit/io/test_csv.py
@@ -6,6 +6,7 @@
 import textwrap
 import zlib
 from datetime import date, datetime, time, timedelta, timezone
+from pathlib import Path
 from typing import TYPE_CHECKING, TypedDict
 
 import numpy as np
@@ -19,8 +20,6 @@
 from polars.utils.various import normalize_filepath
 
 if TYPE_CHECKING:
-    from pathlib import Path
-
     from polars.type_aliases import TimeUnit
 
 
@@ -1710,3 +1709,14 @@ def test_csv_no_new_line_last() -> None:
         "a": [1, 2, 3],
         "b": [1.0, 2.0, 2.1],
     }
+
+
+def test_write_csv_no_location_raise_io_exception() -> None:
+    df = pl.DataFrame({"a": [1]})
+    non_existing_path = Path("non", "existing", "path", "file.csv")
+    if non_existing_path.exists():
+        pytest.fail(
+            "Testing on a non existing path failed because the path does exist."
+        )
+    with pytest.raises(FileNotFoundError):
+        df.write_csv(non_existing_path)