diff --git a/storm/exceptions.py b/storm/exceptions.py
index 93ffa91..9290cf7 100644
--- a/storm/exceptions.py
+++ b/storm/exceptions.py
@@ -16,3 +16,10 @@
 
     def __str__(self):
         return repr(self.message)
+
+
+class AuthenticationFailure(Exception):
+    msg = ("Authentication with user %(user)s and password "
+           "%(password)s failed.")
+    def __init__(self, **kwargs):
+        self.message = self.msg % kwargs