diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 5119e0fcd..7ae40381d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -696,8 +696,13 @@ class Exchange(object):
     @retrier
     def get_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            order = self._dry_run_open_orders[order_id]
-            return order
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
         except ccxt.InvalidOrder as e:
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 6b833054d..6a7dfa04b 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -1328,6 +1328,9 @@ def test_get_order(default_conf, mocker, exchange_name):
     print(exchange.get_order('X', 'TKN/BTC'))
     assert exchange.get_order('X', 'TKN/BTC').myid == 123
 
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_order('Y', 'TKN/BTC')
+
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)