diff --git a/keyring/completion.py b/keyring/completion.py
index 33fe36f..e49bc3d 100644
--- a/keyring/completion.py
+++ b/keyring/completion.py
@@ -1,4 +1,5 @@
 import argparse
+import sys
 
 try:
     import shtab
@@ -10,8 +11,8 @@
 
 class _MissingCompletionAction(argparse.Action):
     def __call__(self, parser, namespace, values, option_string):
-        print("Install keyring[completion] for completion support.")
-        parser.exit(0)
+        print("Install keyring[completion] for completion support.", file=sys.stderr)
+        parser.exit(1)
 
 
 def add_completion_notice(parser):
diff --git a/newsfragments/671.bugfix.rst b/newsfragments/671.bugfix.rst
new file mode 100644
index 0000000..1aa324b
--- /dev/null
+++ b/newsfragments/671.bugfix.rst
@@ -0,0 +1 @@
+When completion is unavailable, exit with non-zero status and emit message to stderr.
\ No newline at end of file