diff --git a/inst/Regression/mvregress.m b/inst/Regression/mvregress.m
index 7e55d7525..f13467c53 100644
--- a/inst/Regression/mvregress.m
+++ b/inst/Regression/mvregress.m
@@ -75,6 +75,9 @@
     error ("mvregress: Y must be a real numeric matrix.");
   endif
   [n, d] = size (Y);
+  if (isempty (Y))
+    error ("mvregress: Y cannot be an empty array.");
+  endif
 
   ## --- normalise the design to per-observation d-by-K matrices ---
   is_numeric = ! iscell (X);
@@ -431,5 +434,9 @@
 %!error <Invalid call> mvregress (1)
 %!error <Y must be a real numeric matrix> mvregress (ones (3), {1})
 %!error <X must have as many rows as Y> mvregress (ones (2, 2), ones (3, 2))
+%!error <mvregress: Y cannot be an empty array.> ...
+%! mvregress ([], [])
+%!error <mvregress: Y cannot be an empty array.> ...
+%! mvregress (zeros (0, 3), zeros (0, 1))
 %!error <algorithm must be> mvregress (ones (3, 2), ones (3, 2), "algorithm", "xxx")
 %!error <unknown option 'bogus'> mvregress (ones (3, 2), ones (3, 2), "bogus", 1)