diff --git a/django/utils/datastructures.py b/django/utils/datastructures.py
index b3060202be..a211323320 100644
--- a/django/utils/datastructures.py
+++ b/django/utils/datastructures.py
@@ -26,7 +26,7 @@ class MergeDict(object):
                 return dict_[key]
             except KeyError:
                 pass
-        raise KeyError
+        raise KeyError(key)
 
     def __copy__(self):
         return self.__class__(*self.dicts)
diff --git a/tests/utils_tests/test_datastructures.py b/tests/utils_tests/test_datastructures.py
index 91111cc2ed..5829e7c2d7 100644
--- a/tests/utils_tests/test_datastructures.py
+++ b/tests/utils_tests/test_datastructures.py
@@ -209,6 +209,14 @@ class MergeDictTests(SimpleTestCase):
         self.assertFalse(empty)
         self.assertTrue(not_empty)
 
+    def test_key_error(self):
+        """
+        Test that the message of KeyError contains the missing key name.
+        """
+        d1 = MergeDict({'key1': 42})
+        with six.assertRaisesRegex(self, KeyError, 'key2'):
+            d1['key2']
+
 
 class MultiValueDictTests(SimpleTestCase):