diff --git a/src/error.rs b/src/error.rs
index 19bec56..72701c4 100644
--- a/src/error.rs
+++ b/src/error.rs
@@ -49,4 +49,6 @@ pub enum OptionsError<'a> {
     EmptyShell,
     #[error("Failed to parse '--shell <command>' expression as command line: {0}")]
     ShellParseError(shell_words::ParseError),
+    #[error("Unknown output policy '{0}'. Use ./{0} to output to a file named {0}.")]
+    UnknownOutputPolicy(String),
 }
diff --git a/src/options.rs b/src/options.rs
index cf57472..aed0156 100644
--- a/src/options.rs
+++ b/src/options.rs
@@ -275,7 +275,13 @@ impl Options {
                 "null" => CommandOutputPolicy::Discard,
                 "pipe" => CommandOutputPolicy::Pipe,
                 "inherit" => CommandOutputPolicy::Forward,
-                path => CommandOutputPolicy::File(path.into()),
+                arg => {
+                    let path = PathBuf::from(arg);
+                    if path.components().count() <= 1 {
+                        return Err(OptionsError::UnknownOutputPolicy(arg.to_string()));
+                    }
+                    CommandOutputPolicy::File(path)
+                }
             }
         } else {
             CommandOutputPolicy::Discard