diff --git a/jupyterhub/app.py b/jupyterhub/app.py
index 1fc07459..98b21e59 100644
--- a/jupyterhub/app.py
+++ b/jupyterhub/app.py
@@ -180,7 +180,7 @@ class JupyterHub(Application):
 
     generate default config file:
 
-        jupyterhub --generate-config -f /etc/jupyterhub/jupyterhub.py
+        jupyterhub --generate-config -f /etc/jupyterhub/jupyterhub_config.py
 
     spawn the server on 10.0.1.2:443 with https:
 
@@ -1346,6 +1346,11 @@ class JupyterHub(Application):
 
     def write_config_file(self):
         """Write our default config to a .py config file"""
+        config_file_dir = os.path.dirname(os.path.abspath(self.config_file))
+        if not os.path.isdir(config_file_dir):
+            self.exit("{} does not exist. The destination directory must exist before generating config file.".format(
+                config_file_dir,
+            ))
         if os.path.exists(self.config_file) and not self.answer_yes:
             answer = ''
             def ask():