diff --git a/features/server.feature b/features/server.feature
index 6c71ec8..57368a6 100644
--- a/features/server.feature
+++ b/features/server.feature
@@ -132,3 +132,23 @@ Feature: Serve WordPress locally
       """
       1338
       """
+
+  Scenario: Respond with a 404 for a missing file in a directory without an index.php
+    Given an empty directory
+    And a static.txt file:
+      """
+      Static content
+      """
+    And I launch in the background `wp server --host=localhost --port=8189 --docroot=.`
+
+    When I run `curl -sS http://localhost:8189/static.txt`
+    Then STDOUT should contain:
+      """
+      Static content
+      """
+
+    When I run `curl -sS -o /dev/null -w '%{http_code}' http://localhost:8189/missing.zip`
+    Then STDOUT should be:
+      """
+      404
+      """
diff --git a/router.php b/router.php
index 2db7738..9284da1 100644
--- a/router.php
+++ b/router.php
@@ -153,6 +153,9 @@ static function ( $buffer ) {
 	} else {
 		return false;
 	}
+} elseif ( ! is_file( $wpcli_server_root . DIRECTORY_SEPARATOR . 'index.php' ) ) {
+	// Without an index.php to route to, let the built-in web server respond with a 404.
+	return false;
 } else {
 	// File doesn't exist or is outside document root - route to index.php for pretty permalinks
 	$_SERVER['SCRIPT_NAME']     = '/index.php';