diff --git a/youtube_dl/extractor/vimeo.py b/youtube_dl/extractor/vimeo.py
index 10c3d992d5..4b4b472a50 100644
--- a/youtube_dl/extractor/vimeo.py
+++ b/youtube_dl/extractor/vimeo.py
@@ -8,6 +8,7 @@ import itertools
 from .common import InfoExtractor
 from .subtitles import SubtitlesInfoExtractor
 from ..utils import (
+    compat_HTTPError,
     compat_urllib_parse,
     compat_urllib_request,
     clean_html,
@@ -172,7 +173,18 @@ class VimeoIE(SubtitlesInfoExtractor):
 
         # Retrieve video webpage to extract further information
         request = compat_urllib_request.Request(url, None, headers)
-        webpage = self._download_webpage(request, video_id)
+        try:
+            webpage = self._download_webpage(request, video_id)
+        except ExtractorError as ee:
+            if isinstance(ee.cause, compat_HTTPError) and ee.cause.code == 403:
+                errmsg = ee.cause.read()
+                if b'Because of its privacy settings, this video cannot be played here' in errmsg:
+                    raise ExtractorError(
+                        'Cannot download embed-only video without embedding '
+                        'URL. Please call youtube-dl with the URL of the page '
+                        'that embeds this video.',
+                        expected=True)
+            raise
 
         # Now we begin extracting as much information as we can from what we
         # retrieved. First we extract the information common to all extractors,