diff --git a/sklearn/metrics/regression.py b/sklearn/metrics/regression.py
index e4af5b292183f..de8c9fcaac10d 100644
--- a/sklearn/metrics/regression.py
+++ b/sklearn/metrics/regression.py
@@ -88,9 +88,15 @@ def _check_reg_targets(y_true, y_pred, multioutput):
                          "({0}!={1})".format(y_true.shape[1], y_pred.shape[1]))
 
     n_outputs = y_true.shape[1]
-    multioutput_options = (None, 'raw_values', 'uniform_average',
-                           'variance_weighted')
-    if multioutput not in multioutput_options:
+    allowed_multioutput_str = ('raw_values', 'uniform_average',
+                               'variance_weighted')
+    if isinstance(multioutput, string_types):
+        if multioutput not in allowed_multioutput_str:
+            raise ValueError("Allowed 'multioutput' string values are {}. "
+                             "You provided multioutput={!r}".format(
+                                 allowed_multioutput_str,
+                                 multioutput))
+    elif multioutput is not None:
         multioutput = check_array(multioutput, ensure_2d=False)
         if n_outputs == 1:
             raise ValueError("Custom weights are useful only in "
@@ -505,7 +511,8 @@ def r2_score(y_true, y_pred,
     0.948...
     >>> y_true = [[0.5, 1], [-1, 1], [7, -6]]
     >>> y_pred = [[0, 2], [-1, 2], [8, -5]]
-    >>> r2_score(y_true, y_pred, multioutput='variance_weighted')  # doctest: +ELLIPSIS
+    >>> r2_score(y_true, y_pred, multioutput='variance_weighted')
+    ... # doctest: +ELLIPSIS
     0.938...
     >>> y_true = [1,2,3]
     >>> y_pred = [1,2,3]
diff --git a/sklearn/metrics/tests/test_regression.py b/sklearn/metrics/tests/test_regression.py
index bb842caca47df..d2a01a6d5ae1e 100644
--- a/sklearn/metrics/tests/test_regression.py
+++ b/sklearn/metrics/tests/test_regression.py
@@ -93,6 +93,18 @@ def test__check_reg_targets():
             assert_raises(ValueError, _check_reg_targets, y1, y2, None)
 
 
+def test__check_reg_targets_exception():
+    invalid_multioutput = 'this_value_is_not_valid'
+    expected_message = ("Allowed 'multioutput' string values are.+"
+                        "You provided multioutput={!r}".format(
+                            invalid_multioutput))
+    assert_raises_regex(ValueError, expected_message,
+                        _check_reg_targets,
+                        [1, 2, 3],
+                        [[1], [2], [3]],
+                        invalid_multioutput)
+
+
 def test_regression_multioutput_array():
     y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]]
     y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]]