diff --git a/README.rst b/README.rst
index ff71fcb73..e8f2d76dc 100644
--- a/README.rst
+++ b/README.rst
@@ -54,6 +54,13 @@ Documentation
 The full documentation for CLI and API is available on `readthedocs
 <http://python-gitlab.readthedocs.org/en/stable/>`_.
 
+Build the docs
+--------------
+You can build the documentation using ``sphinx``::
+
+    pip install sphinx
+    python setup.py build_sphinx
+
 
 Contributing
 ============
diff --git a/docs/cli.rst b/docs/cli.rst
index 220f0798a..2051d0373 100644
--- a/docs/cli.rst
+++ b/docs/cli.rst
@@ -157,6 +157,11 @@ These options must be defined before the mandatory arguments.
 ``--output``, ``-o``
     Output format. Defaults to a custom format. Can also be ``yaml`` or ``json``.
 
+    **Notice:**
+
+        The `PyYAML package <https://pypi.org/project/PyYAML/>`_ is required to use the yaml output option.
+        You need to install it separately using ``pip install PyYAML``
+
 ``--fields``, ``-f``
     Comma-separated list of fields to display (``yaml`` and ``json`` output
     formats only).  If not used, all the object fields are displayed.
diff --git a/gitlab/v4/cli.py b/gitlab/v4/cli.py
index a876f9ee6..242874d1a 100644
--- a/gitlab/v4/cli.py
+++ b/gitlab/v4/cli.py
@@ -302,14 +302,24 @@ def display_list(self, data, fields, **kwargs):
 
 class YAMLPrinter(object):
     def display(self, d, **kwargs):
-        import yaml  # noqa
-        print(yaml.safe_dump(d, default_flow_style=False))
+        try:
+            import yaml  # noqa
+            print(yaml.safe_dump(d, default_flow_style=False))
+        except ImportError:
+            exit("PyYaml is not installed.\n"
+                 "Install it with `pip install PyYaml` "
+                 "to use the yaml output feature")
 
     def display_list(self, data, fields, **kwargs):
-        import yaml  # noqa
-        print(yaml.safe_dump(
-            [get_dict(obj, fields) for obj in data],
-            default_flow_style=False))
+        try:
+            import yaml  # noqa
+            print(yaml.safe_dump(
+                [get_dict(obj, fields) for obj in data],
+                default_flow_style=False))
+        except ImportError:
+            exit("PyYaml is not installed.\n"
+                 "Install it with `pip install PyYaml` "
+                 "to use the yaml output feature")
 
 
 class LegacyPrinter(object):