diff --git a/cibuildwheel/macos.py b/cibuildwheel/macos.py
index 68d44b9ed..2ddefe48c 100644
--- a/cibuildwheel/macos.py
+++ b/cibuildwheel/macos.py
@@ -22,6 +22,7 @@
     BuildSelector,
     NonPlatformWheelError,
     call,
+    detect_ci_provider,
     download,
     get_build_verbosity_extra_flags,
     get_pip_version,
@@ -86,6 +87,17 @@ def install_cpython(version: str, url: str) -> Path:
     installation_path = Path(f"/Library/Frameworks/Python.framework/Versions/{version}")
 
     if python_package_identifier not in installed_system_packages:
+        if detect_ci_provider() is None:
+            # if running locally, we don't want to install CPython with sudo
+            # let the user know & provide a link to the installer
+            print(
+                f"Error: CPython {version} is not installed.\n"
+                "cibuildwheel will not perform system-wide installs when running outside of CI.\n"
+                f"To build locally, install CPython {version} on this machine, or, disable this version of Python using CIBW_SKIP=cp{version.replace('.', '')}-macosx_*\n"
+                f"\nDownload link: {url}",
+                file=sys.stderr,
+            )
+            raise SystemExit(1)
         # download the pkg
         download(url, Path("/tmp/Python.pkg"))
         # install