diff --git a/AUTHORS b/AUTHORS
index 2d59a1b0fbe..9b4b8b8ccdf 100644
--- a/AUTHORS
+++ b/AUTHORS
@@ -13,6 +13,7 @@ Alexei Kozlenok
 Anatoly Bubenkoff
 Anders Hovmöller
 Andras Tim
+Andrea Cimatoribus
 Andreas Zeidler
 Andrzej Ostrowski
 Andy Freeland
diff --git a/changelog/3849.feature.rst b/changelog/3849.feature.rst
new file mode 100644
index 00000000000..26cbfe7b4de
--- /dev/null
+++ b/changelog/3849.feature.rst
@@ -0,0 +1 @@
+Add ``empty_parameter_set_mark=fail_at_collect`` ini option for raising an exception when parametrize collects an empty set.
diff --git a/doc/en/reference.rst b/doc/en/reference.rst
index 52d83cf6ee3..f6a204fff70 100644
--- a/doc/en/reference.rst
+++ b/doc/en/reference.rst
@@ -976,6 +976,7 @@ passed multiple times. The expected format is ``name=value``. For example::
 
     * ``skip`` skips tests with an empty parameterset (default)
     * ``xfail`` marks tests with an empty parameterset as xfail(run=False)
+    * ``fail_at_collect`` raises an exception if parametrize collects an empty parameter set
 
     .. code-block:: ini
 
diff --git a/src/_pytest/mark/__init__.py b/src/_pytest/mark/__init__.py
index e3918ca6a4f..eb25cd4aa59 100644
--- a/src/_pytest/mark/__init__.py
+++ b/src/_pytest/mark/__init__.py
@@ -163,9 +163,9 @@ def pytest_configure(config):
 
     empty_parameterset = config.getini(EMPTY_PARAMETERSET_OPTION)
 
-    if empty_parameterset not in ("skip", "xfail", None, ""):
+    if empty_parameterset not in ("skip", "xfail", "fail_at_collect", None, ""):
         raise UsageError(
-            "{!s} must be one of skip and xfail,"
+            "{!s} must be one of skip, xfail or fail_at_collect"
             " but it is {!r}".format(EMPTY_PARAMETERSET_OPTION, empty_parameterset)
         )
 
diff --git a/src/_pytest/mark/structures.py b/src/_pytest/mark/structures.py
index 8e8937d592d..2c4635bf40e 100644
--- a/src/_pytest/mark/structures.py
+++ b/src/_pytest/mark/structures.py
@@ -32,11 +32,19 @@ def istestfunc(func):
 
 
 def get_empty_parameterset_mark(config, argnames, func):
+    from ..nodes import Collector
+
     requested_mark = config.getini(EMPTY_PARAMETERSET_OPTION)
     if requested_mark in ("", None, "skip"):
         mark = MARK_GEN.skip
     elif requested_mark == "xfail":
         mark = MARK_GEN.xfail(run=False)
+    elif requested_mark == "fail_at_collect":
+        f_name = func.__name__
+        _, lineno = getfslineno(func)
+        raise Collector.CollectError(
+            "Empty parameter set in '%s' at line %d" % (f_name, lineno)
+        )
     else:
         raise LookupError(requested_mark)
     fs, lineno = getfslineno(func)
diff --git a/testing/test_mark.py b/testing/test_mark.py
index 9dad7a16509..baf1d6f406f 100644
--- a/testing/test_mark.py
+++ b/testing/test_mark.py
@@ -13,7 +13,7 @@
     transfer_markers,
     EMPTY_PARAMETERSET_OPTION,
 )
-from _pytest.nodes import Node
+from _pytest.nodes import Node, Collector
 
 ignore_markinfo = pytest.mark.filterwarnings(
     "ignore:MarkInfo objects:pytest.RemovedInPytest4Warning"
@@ -1091,7 +1091,14 @@ def test__eq__(self, lhs, rhs, expected):
 @pytest.mark.parametrize("mark", [None, "", "skip", "xfail"])
 def test_parameterset_for_parametrize_marks(testdir, mark):
     if mark is not None:
-        testdir.makeini("[pytest]\n{}={}".format(EMPTY_PARAMETERSET_OPTION, mark))
+        testdir.makeini(
+            """
+        [pytest]
+        {}={}
+        """.format(
+                EMPTY_PARAMETERSET_OPTION, mark
+            )
+        )
 
     config = testdir.parseconfig()
     from _pytest.mark import pytest_configure, get_empty_parameterset_mark
@@ -1107,6 +1114,34 @@ def test_parameterset_for_parametrize_marks(testdir, mark):
         assert result_mark.kwargs.get("run") is False
 
 
+def test_parameterset_for_fail_at_collect(testdir):
+    testdir.makeini(
+        """
+    [pytest]
+    {}=fail_at_collect
+    """.format(
+            EMPTY_PARAMETERSET_OPTION
+        )
+    )
+
+    config = testdir.parseconfig()
+    from _pytest.mark import pytest_configure, get_empty_parameterset_mark
+    from _pytest.compat import getfslineno
+
+    pytest_configure(config)
+
+    test_func = all
+    func_name = test_func.__name__
+    _, func_lineno = getfslineno(test_func)
+    expected_errmsg = r"Empty parameter set in '%s' at line %d" % (
+        func_name,
+        func_lineno,
+    )
+
+    with pytest.raises(Collector.CollectError, match=expected_errmsg):
+        get_empty_parameterset_mark(config, ["a"], test_func)
+
+
 def test_parameterset_for_parametrize_bad_markname(testdir):
     with pytest.raises(pytest.UsageError):
         test_parameterset_for_parametrize_marks(testdir, "bad")