diff --git a/youtube_dl/FileDownloader.py b/youtube_dl/FileDownloader.py
index abc278ce5..10d32a20f 100644
--- a/youtube_dl/FileDownloader.py
+++ b/youtube_dl/FileDownloader.py
@@ -657,7 +657,8 @@ class FileDownloader(object):
         retval = subprocess.call(basic_args)
 
         # The cookie jar is not necessary anymore
-        os.unlink(tmp_jar_name)
+        if tmp_jar_name:
+            os.unlink(tmp_jar_name)
 
 
         if retval == 0: