diff --git a/oslo_db/exception.py b/oslo_db/exception.py
index 2d118cd..e66fe98 100644
--- a/oslo_db/exception.py
+++ b/oslo_db/exception.py
@@ -155,6 +155,18 @@ class DBNonExistentTable(DBError):
         super(DBNonExistentTable, self).__init__(inner_exception)
 
 
+class DBNonExistentDatabase(DBError):
+    """Database does not exist.
+
+    :param database: database name
+    :type database: str
+    """
+
+    def __init__(self, database, inner_exception=None):
+        self.database = database
+        super(DBNonExistentDatabase, self).__init__(inner_exception)
+
+
 class DBDeadlock(DBError):
 
     """Database dead lock error.
diff --git a/oslo_db/sqlalchemy/exc_filters.py b/oslo_db/sqlalchemy/exc_filters.py
index 9e5a2e5..884d26d 100644
--- a/oslo_db/sqlalchemy/exc_filters.py
+++ b/oslo_db/sqlalchemy/exc_filters.py
@@ -285,6 +285,24 @@ def _check_table_non_existing(
     raise exception.DBNonExistentTable(match.group("table"), programming_error)
 
 
+@filters("mysql", sqla_exc.InternalError,
+         r".*1049,.*Unknown database '(?P<database>.+)'\"")
+@filters("mysql", sqla_exc.OperationalError,
+         r".*1049,.*Unknown database '(?P<database>.+)'\"")
+@filters("postgresql", sqla_exc.OperationalError,
+         r".*database \"(?P<database>.+)\" does not exist")
+@filters("sqlite", sqla_exc.OperationalError,
+         ".*unable to open database file.*")
+def _check_database_non_existing(
+        error, match, engine_name, is_disconnect):
+    try:
+        database = match.group("database")
+    except IndexError:
+        database = None
+
+    raise exception.DBNonExistentDatabase(database, error)
+
+
 @filters("ibm_db_sa", sqla_exc.IntegrityError, r"^.*SQL0803N.*$")
 def _db2_dupe_key_error(integrity_error, match, engine_name, is_disconnect):
     """Filter for DB2 duplicate key errors.
diff --git a/oslo_db/tests/sqlalchemy/test_exc_filters.py b/oslo_db/tests/sqlalchemy/test_exc_filters.py
index e31f8dd..5eef4d1 100644
--- a/oslo_db/tests/sqlalchemy/test_exc_filters.py
+++ b/oslo_db/tests/sqlalchemy/test_exc_filters.py
@@ -21,6 +21,7 @@ import mock
 from oslotest import base as oslo_test_base
 import six
 import sqlalchemy as sqla
+from sqlalchemy.engine import url as sqla_url
 from sqlalchemy import event
 import sqlalchemy.exc
 from sqlalchemy.ext.declarative import declarative_base
@@ -379,6 +380,69 @@ class TestNonExistentTableMySQL(
         self.assertEqual("foo", matched.table)
 
 
+class TestNonExistentDatabase(
+        _SQLAExceptionMatcher,
+        test_base.DbTestCase):
+
+    def setUp(self):
+        super(TestNonExistentDatabase, self).setUp()
+
+        url = sqla_url.make_url(str(self.engine.url))
+        url.database = 'non_existent_database'
+        self.url = url
+
+    def test_raise(self):
+        matched = self.assertRaises(
+            exception.DBNonExistentDatabase,
+            engines.create_engine,
+            sqla_url.make_url(
+                'sqlite:////non_existent_dir/non_existent_database')
+        )
+        self.assertIsNone(matched.database)
+        self.assertInnerException(
+            matched,
+            sqlalchemy.exc.OperationalError,
+            'unable to open database file',
+        )
+
+
+class TestNonExistentDatabaseMySQL(
+        TestNonExistentDatabase,
+        test_base.MySQLOpportunisticTestCase):
+
+    def test_raise(self):
+        matched = self.assertRaises(
+            exception.DBNonExistentDatabase,
+            engines.create_engine,
+            self.url
+        )
+        self.assertEqual('non_existent_database', matched.database)
+        # NOTE(rpodolyaka) cannot check precisely with assertInnerException
+        # since MySQL errors are not the same depending on its version
+        self.assertIsInstance(
+            matched.inner_exception,
+            (sqlalchemy.exc.InternalError, sqlalchemy.exc.OperationalError),
+        )
+
+
+class TestNonExistentDatabasePostgreSQL(
+        TestNonExistentDatabase,
+        test_base.PostgreSQLOpportunisticTestCase):
+
+    def test_raise(self):
+        matched = self.assertRaises(
+            exception.DBNonExistentDatabase,
+            engines.create_engine,
+            self.url
+        )
+        self.assertEqual('non_existent_database', matched.database)
+        self.assertInnerException(
+            matched,
+            sqlalchemy.exc.OperationalError,
+            'fatal:  database "non_existent_database" does not exist\n',
+        )
+
+
 class TestReferenceErrorSQLite(_SQLAExceptionMatcher, test_base.DbTestCase):
 
     def setUp(self):