diff --git a/python/mxnet/gluon/utils.py b/python/mxnet/gluon/utils.py
index b11dd99d6481..f04479d23716 100644
--- a/python/mxnet/gluon/utils.py
+++ b/python/mxnet/gluon/utils.py
@@ -202,6 +202,9 @@ def download(url, path=None, overwrite=False, sha1_hash=None, retries=5, verify_
     """
     if path is None:
         fname = url.split('/')[-1]
+        # Empty filenames are invalid
+        assert fname, 'Can\'t construct file-name from this URL. ' \
+            'Please set the `path` option manually.'
     else:
         path = os.path.expanduser(path)
         if os.path.isdir(path):
diff --git a/tests/python/unittest/test_gluon_utils.py b/tests/python/unittest/test_gluon_utils.py
index 26ccef253590..6edb313f0a86 100644
--- a/tests/python/unittest/test_gluon_utils.py
+++ b/tests/python/unittest/test_gluon_utils.py
@@ -15,28 +15,53 @@
 # specific language governing permissions and limitations
 # under the License.
 
+import io
 import os
 import tempfile
+import warnings
 
+import mock
 import mxnet as mx
-from nose.tools import *
+import requests
+from nose.tools import raises
+
+
+class MockResponse(requests.Response):
+    def __init__(self, status_code, content):
+        super(MockResponse, self).__init__()
+        assert isinstance(status_code, int)
+        self.status_code = status_code
+        self.raw = io.BytesIO(content.encode('utf-8'))
 
 
 @raises(Exception)
+@mock.patch(
+    'requests.get', mock.Mock(side_effect=requests.exceptions.ConnectionError))
 def test_download_retries():
     mx.gluon.utils.download("http://doesnotexist.notfound")
 
+
+@mock.patch(
+    'requests.get',
+    mock.Mock(side_effect=
+              lambda *args, **kwargs: MockResponse(200, 'MOCK CONTENT' * 100)))
 def test_download_successful():
     tmp = tempfile.mkdtemp()
     tmpfile = os.path.join(tmp, 'README.md')
-    mx.gluon.utils.download("https://github.com/raw/apache/incubator-mxnet/master/README.md",
-                            path=tmpfile)
+    mx.gluon.utils.download(
+        "https://github.com/raw/apache/incubator-mxnet/master/README.md",
+        path=tmpfile)
     assert os.path.getsize(tmpfile) > 100
 
+
+@mock.patch(
+    'requests.get',
+    mock.Mock(
+        side_effect=lambda *args, **kwargs: MockResponse(200, 'MOCK CONTENT')))
 def test_download_ssl_verify():
     with warnings.catch_warnings(record=True) as warnings_:
         mx.gluon.utils.download(
-            "https://mxnet.incubator.apache.org/", verify_ssl=False)
-        assert any(
-            str(w.message[0]).startswith('Unverified HTTPS request')
-            for w in warnings_)
+            "https://mxnet.incubator.apache.org/index.html", verify_ssl=False)
+    assert any(
+        str(w.message).startswith('Unverified HTTPS request')
+        for w in warnings_)