diff --git a/module/CLI/src/Exception/ExceptionInterface.php b/module/CLI/src/Exception/ExceptionInterface.php
new file mode 100644
index 00000000..2ff19593
--- /dev/null
+++ b/module/CLI/src/Exception/ExceptionInterface.php
@@ -0,0 +1,10 @@
+<?php
+declare(strict_types=1);
+
+namespace Shlinkio\Shlink\CLI\Exception;
+
+use Throwable;
+
+interface ExceptionInterface extends Throwable
+{
+}
diff --git a/module/CLI/src/Exception/GeolocationDbUpdateFailedException.php b/module/CLI/src/Exception/GeolocationDbUpdateFailedException.php
new file mode 100644
index 00000000..bbf1644e
--- /dev/null
+++ b/module/CLI/src/Exception/GeolocationDbUpdateFailedException.php
@@ -0,0 +1,34 @@
+<?php
+declare(strict_types=1);
+
+namespace Shlinkio\Shlink\CLI\Exception;
+
+use RuntimeException;
+use Throwable;
+
+class GeolocationDbUpdateFailedException extends RuntimeException implements ExceptionInterface
+{
+    /** @var bool */
+    private $olderDbExists;
+
+    public function __construct(bool $olderDbExists, string $message = '', int $code = 0, Throwable $previous = null)
+    {
+        $this->olderDbExists = $olderDbExists;
+        parent::__construct($message, $code, $previous);
+    }
+
+    public static function create(bool $olderDbExists, Throwable $prev = null): self
+    {
+        return new self(
+            $olderDbExists,
+            'An error occurred while updating geolocation database, and an older version could not be found',
+            0,
+            $prev
+        );
+    }
+
+    public function olderDbExists(): bool
+    {
+        return $this->olderDbExists;
+    }
+}
diff --git a/module/CLI/test/Exception/GeolocationDbUpdateFailedExceptionTest.php b/module/CLI/test/Exception/GeolocationDbUpdateFailedExceptionTest.php
new file mode 100644
index 00000000..b8202967
--- /dev/null
+++ b/module/CLI/test/Exception/GeolocationDbUpdateFailedExceptionTest.php
@@ -0,0 +1,79 @@
+<?php
+declare(strict_types=1);
+
+namespace ShlinkioTest\Shlink\CLI\Exception;
+
+use Exception;
+use PHPUnit\Framework\TestCase;
+use RuntimeException;
+use Shlinkio\Shlink\CLI\Exception\GeolocationDbUpdateFailedException;
+use Throwable;
+
+class GeolocationDbUpdateFailedExceptionTest extends TestCase
+{
+    /**
+     * @test
+     * @dataProvider provideOlderDbExists
+     */
+    public function constructCreatesExceptionWithDefaultArgs(bool $olderDbExists): void
+    {
+        $e = new GeolocationDbUpdateFailedException($olderDbExists);
+
+        $this->assertEquals($olderDbExists, $e->olderDbExists());
+        $this->assertEquals('', $e->getMessage());
+        $this->assertEquals(0, $e->getCode());
+        $this->assertNull($e->getPrevious());
+    }
+
+    public function provideOlderDbExists(): iterable
+    {
+        yield 'with older DB' => [true];
+        yield 'without older DB' => [false];
+    }
+
+    /**
+     * @test
+     * @dataProvider provideConstructorArgs
+     */
+    public function constructCreatesException(bool $olderDbExists, string $message, int $code, ?Throwable $prev): void
+    {
+        $e = new GeolocationDbUpdateFailedException($olderDbExists, $message, $code, $prev);
+
+        $this->assertEquals($olderDbExists, $e->olderDbExists());
+        $this->assertEquals($message, $e->getMessage());
+        $this->assertEquals($code, $e->getCode());
+        $this->assertEquals($prev, $e->getPrevious());
+    }
+
+    public function provideConstructorArgs(): iterable
+    {
+        yield [true, 'This is a nice error message', 99, new Exception('prev')];
+        yield [false, 'Another message', 0, new RuntimeException('prev')];
+        yield [true, 'An yet another message', -50, null];
+    }
+
+    /**
+     * @test
+     * @dataProvider provideCreateArgs
+     */
+    public function createBuildsException(bool $olderDbExists, ?Throwable $prev): void
+    {
+        $e = GeolocationDbUpdateFailedException::create($olderDbExists, $prev);
+
+        $this->assertEquals($olderDbExists, $e->olderDbExists());
+        $this->assertEquals(
+            'An error occurred while updating geolocation database, and an older version could not be found',
+            $e->getMessage()
+        );
+        $this->assertEquals(0, $e->getCode());
+        $this->assertEquals($prev, $e->getPrevious());
+    }
+
+    public function provideCreateArgs(): iterable
+    {
+        yield 'older DB and no prev' => [true, null];
+        yield 'older DB and prev' => [true, new RuntimeException('prev')];
+        yield 'no older DB and no prev' => [false, null];
+        yield 'no older DB and prev' => [false, new Exception('prev')];
+    }
+}