diff --git a/.travis.yml b/.travis.yml
index eca32f5c..9f49da0a 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -11,6 +11,7 @@ env:
     - JULIA_VERSION=nightly
   global:
     - TOXENV=py
+    - PYJULIA_TEST_INCOMPATIBLE_PYTHONS=/usr/bin/python2
 matrix:
   # Python environment is not functional on OS X
   include:
@@ -29,12 +30,14 @@ matrix:
       - language: generic
         env:
           - PYTHON=python3
+          - PYJULIA_TEST_INCOMPATIBLE_PYTHONS=python2
           - JULIA_VERSION=1.0
           # - JULIA_VERSION=nightly
         os: osx
       - language: generic
         env:
           - PYTHON=python3
+          - PYJULIA_TEST_INCOMPATIBLE_PYTHONS=python2
           - JULIA_VERSION=0.6.4
           - CROSS_VERSION=1
         os: osx
@@ -59,6 +62,15 @@ before_script:
   - julia --color=yes -e 'VERSION >= v"0.7.0-DEV.5183" && using Pkg; Pkg.add("PyCall")'
 script:
 
+  # Point PYJULIA_TEST_INCOMPATIBLE_PYTHONS to incompatible Python
+  # executable (see: test/test_compatible_exe.py).
+  - if [ "$PYJULIA_TEST_INCOMPATIBLE_PYTHONS" = "$PYTHON" ]; then
+      PYJULIA_TEST_INCOMPATIBLE_PYTHONS="";
+    elif ! which "$PYJULIA_TEST_INCOMPATIBLE_PYTHONS"; then
+      PYJULIA_TEST_INCOMPATIBLE_PYTHONS="";
+    fi
+  - echo "$PYJULIA_TEST_INCOMPATIBLE_PYTHONS"
+
   # "py,py27" below would be redundant when the main interpreter is
   # Python 2.7 but it simplifies the CI setup.
   - if [ "$CROSS_VERSION" = "1" ]; then
diff --git a/appveyor.yml b/appveyor.yml
index 11d057f5..37db3a1b 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -4,6 +4,11 @@ environment:
   TOX_TESTENV_PASSENV: DISTUTILS_USE_SDK MSSdk INCLUDE LIB
   # https://packaging.python.org/guides/supporting-windows-using-appveyor/#testing-with-tox
 
+  # Point PYJULIA_TEST_INCOMPATIBLE_PYTHONS to incompatible Python
+  # executable (see: test/test_compatible_exe.py).  MUST specify
+  # Python versions NOT listed in the matrix below:
+  PYJULIA_TEST_INCOMPATIBLE_PYTHONS: python3.7
+
   # for more python versions have a look at
   # https://github.com/ogrisel/python-appveyor-demo/blob/master/appveyor.yml
   matrix:
diff --git a/ci/appveyor/win32/python3.7.bat b/ci/appveyor/win32/python3.7.bat
new file mode 100644
index 00000000..79b64a14
--- /dev/null
+++ b/ci/appveyor/win32/python3.7.bat
@@ -0,0 +1 @@
+@C:\Python37\python.exe %*
diff --git a/ci/appveyor/win64/python3.7.bat b/ci/appveyor/win64/python3.7.bat
new file mode 100644
index 00000000..8b6d1155
--- /dev/null
+++ b/ci/appveyor/win64/python3.7.bat
@@ -0,0 +1 @@
+@C:\Python37-x64\python.exe %*
diff --git a/test/test_compatible_exe.py b/test/test_compatible_exe.py
new file mode 100644
index 00000000..9a34d7d6
--- /dev/null
+++ b/test/test_compatible_exe.py
@@ -0,0 +1,120 @@
+from __future__ import print_function
+
+import os
+import subprocess
+import sys
+import textwrap
+
+import pytest
+
+from .test_core import julia
+from julia.core import _enviorn, which
+
+is_linux = sys.platform.startswith("linux")
+is_windows = os.name == "nt"
+is_apple = sys.platform == "darwin"
+
+
+def _get_paths(path):
+    return filter(None, path.split(":"))
+
+
+# Environment variable PYJULIA_TEST_INCOMPATIBLE_PYTHONS is the
+# :-separated list of Python executables incompatible with the current
+# Python:
+incompatible_pythons = _get_paths(os.getenv("PYJULIA_TEST_INCOMPATIBLE_PYTHONS", ""))
+
+
+try:
+    from types import SimpleNamespace
+except ImportError:
+    from argparse import Namespace as SimpleNamespace
+
+
+def _run_fallback(args, input=None, **kwargs):
+    process = subprocess.Popen(args, stdin=subprocess.PIPE, **kwargs)
+    stdout, stderr = process.communicate(input)
+    retcode = process.wait()
+    return SimpleNamespace(args=args, stdout=stdout, stderr=stderr, returncode=retcode)
+
+
+try:
+    from subprocess import run
+except ImportError:
+    run = _run_fallback
+
+
+def runcode(python, code):
+    """Run `code` in `python`."""
+    return run(
+        [python],
+        input=textwrap.dedent(code),
+        stdout=subprocess.PIPE,
+        stderr=subprocess.PIPE,
+        universal_newlines=True,
+        env=dict(
+            _enviorn,
+            # Make PyJulia importable:
+            PYTHONPATH=os.path.dirname(os.path.dirname(os.path.realpath(__file__))),
+        ),
+    )
+
+
+def print_completed_proc(proc):
+    # Print output (pytest will hide it by default):
+    print("Ran:", *proc.args)
+    if proc.stdout:
+        print("# --- STDOUT from", *proc.args)
+        print(proc.stdout)
+    if proc.stderr:
+        print("# --- STDERR from", *proc.args)
+        print(proc.stderr)
+    print("# ---")
+
+
+def is_dynamically_linked(executable):
+    path = which(executable)
+    assert os.path.exists(path)
+    if is_linux and which("ldd"):
+        proc = run(
+            ["ldd", path], stdout=subprocess.PIPE, env=_enviorn, universal_newlines=True
+        )
+        print_completed_proc(proc)
+        return "libpython" in proc.stdout
+    elif is_apple and which("otool"):
+        proc = run(
+            ["otool", "-L", path],
+            stdout=subprocess.PIPE,
+            env=_enviorn,
+            universal_newlines=True,
+        )
+        print_completed_proc(proc)
+        return "libpython" in proc.stdout or "/Python" in proc.stdout
+    # TODO: support Windows
+    return None
+
+
+@pytest.mark.parametrize("python", incompatible_pythons)
+def test_incompatible_python(python):
+    if julia.eval("(VERSION.major, VERSION.minor)") == (0, 6):
+        # Julia 0.6 implements mixed version
+        return
+
+    python = which(python)
+    proc = runcode(
+        python,
+        """
+        import os
+        from julia import Julia
+        Julia(runtime=os.getenv("JULIA_EXE"), debug=True)
+        """,
+    )
+    print_completed_proc(proc)
+
+    assert proc.returncode == 1
+    assert "It seems your Julia and PyJulia setup are not supported." in proc.stderr
+    dynamic = is_dynamically_linked(python)
+    if dynamic is True:
+        assert "`libpython` have to match" in proc.stderr
+    elif dynamic is False:
+        assert "is statically linked to libpython" in proc.stderr
diff --git a/tox.ini b/tox.ini
index 2713953e..c3421a47 100644
--- a/tox.ini
+++ b/tox.ini
@@ -31,6 +31,9 @@ passenv =
     PYJULIA_TEST_REBUILD
     JULIA_EXE
 
+    # See: test/test_compatible_exe.py
+    PYJULIA_TEST_INCOMPATIBLE_PYTHONS
+
     # See: https://coveralls-python.readthedocs.io/en/latest/usage/tox.html#travisci
     TRAVIS
     TRAVIS_*