diff --git a/src/bitcoin-cli.cpp b/src/bitcoin-cli.cpp
--- a/src/bitcoin-cli.cpp
+++ b/src/bitcoin-cli.cpp
@@ -386,6 +386,13 @@
                         if (errMsg.isStr()) {
                             strPrint += "error message:\n" + errMsg.get_str();
                         }
+
+                        if (errCode.isNum() &&
+                            errCode.get_int() == RPC_WALLET_NOT_SPECIFIED) {
+                            strPrint += "\nTry adding "
+                                        "\"-rpcwallet=<filename>\" option to "
+                                        "bitcoin-cli command line.";
+                        }
                     }
                 } else {
                     // Result
diff --git a/src/rpc/protocol.h b/src/rpc/protocol.h
--- a/src/rpc/protocol.h
+++ b/src/rpc/protocol.h
@@ -109,6 +109,10 @@
     RPC_WALLET_ENCRYPTION_FAILED = -16,
     //!< Wallet is already unlocked
     RPC_WALLET_ALREADY_UNLOCKED = -17,
+    //!< Invalid wallet specified
+    RPC_WALLET_NOT_FOUND = -18,
+    //!< No wallet specified (error when there are multiple wallets loaded)
+    RPC_WALLET_NOT_SPECIFIED = -19
 };
 
 UniValue JSONRPCRequestObj(const std::string &strMethod, const UniValue &params,
diff --git a/src/wallet/rpcwallet.cpp b/src/wallet/rpcwallet.cpp
--- a/src/wallet/rpcwallet.cpp
+++ b/src/wallet/rpcwallet.cpp
@@ -53,7 +53,7 @@
                 return pwallet;
             }
         }
-        throw JSONRPCError(RPC_INVALID_PARAMETER,
+        throw JSONRPCError(RPC_WALLET_NOT_FOUND,
                            "Requested wallet does not exist or is not loaded");
     }
     return ::vpwallets.size() == 1 || (request.fHelp && ::vpwallets.size() > 0)
@@ -77,7 +77,20 @@
         return false;
     }
 
-    throw JSONRPCError(RPC_METHOD_NOT_FOUND, "Method not found (disabled)");
+    if (::vpwallets.empty()) {
+        // Note: It isn't currently possible to trigger this error because
+        // wallet RPC methods aren't registered unless a wallet is loaded. But
+        // this error is being kept as a precaution, because it's possible in
+        // the future that wallet RPC methods might get or remain registered
+        // when no wallets are loaded.
+        throw JSONRPCError(RPC_METHOD_NOT_FOUND, "Method not found (wallet "
+                                                 "method is disabled because "
+                                                 "no wallet is loaded)");
+    }
+
+    throw JSONRPCError(RPC_WALLET_NOT_SPECIFIED,
+                       "Wallet file not specified (must request wallet RPC "
+                       "through /wallet/<filename> uri-path).");
 }
 
 void EnsureWalletIsUnlocked(CWallet *const pwallet) {
diff --git a/test/functional/multiwallet.py b/test/functional/multiwallet.py
--- a/test/functional/multiwallet.py
+++ b/test/functional/multiwallet.py
@@ -44,8 +44,12 @@
         w1 = self.nodes[0] / "wallet/w1"
         w1.generate(1)
 
+        # accessing invalid wallet fails
+        assert_raises_jsonrpc(-18, "Requested wallet does not exist or is not loaded",
+                              (self.nodes[0] / "wallet/bad").getwalletinfo)
+
         # accessing wallet RPC without using wallet endpoint fails
-        assert_raises_jsonrpc(-32601, "Method not found",
+        assert_raises_jsonrpc(-19, "Method not found",
                               self.nodes[0].getwalletinfo)
 
         # check w1 wallet balance