diff --git a/src/pip/_internal/operations/install/wheel.py b/src/pip/_internal/operations/install/wheel.py
index 0bd7b28be..681fc0aa8 100644
--- a/src/pip/_internal/operations/install/wheel.py
+++ b/src/pip/_internal/operations/install/wheel.py
@@ -592,7 +592,19 @@ def _install_wheel(
                 ).format(wheel_path, record_path)
                 raise InstallationError(message)
 
-            scheme_path = scheme_paths[scheme_key]
+            try:
+                scheme_path = scheme_paths[scheme_key]
+            except KeyError:
+                valid_scheme_keys = ", ".join(sorted(scheme_paths))
+                message = (
+                    "Unknown scheme key used in {}: {} (for file {!r}). .data"
+                    " directory contents should be in subdirectories named"
+                    " with a valid scheme key ({})"
+                ).format(
+                    wheel_path, scheme_key, record_path, valid_scheme_keys
+                )
+                raise InstallationError(message)
+
             dest_path = os.path.join(scheme_path, dest_subpath)
             assert_no_path_traversal(scheme_path, dest_path)
             return ZipBackedFile(record_path, dest_path, zip_file)
diff --git a/tests/functional/test_install_wheel.py b/tests/functional/test_install_wheel.py
index 89d24a62f..ad4e74967 100644
--- a/tests/functional/test_install_wheel.py
+++ b/tests/functional/test_install_wheel.py
@@ -699,3 +699,18 @@ def test_wheel_with_file_in_data_dir_has_reasonable_error(
         "install", "--no-index", str(wheel_path), expect_error=True
     )
     assert "simple-0.1.0.data/{}".format(name) in result.stderr
+
+
+def test_wheel_with_unknown_subdir_in_data_dir_has_reasonable_error(
+    script, tmpdir
+):
+    wheel_path = make_wheel(
+        "simple",
+        "0.1.0",
+        extra_data_files={"unknown/hello.txt": "hello world"}
+    ).save_to_dir(tmpdir)
+
+    result = script.pip(
+        "install", "--no-index", str(wheel_path), expect_error=True
+    )
+    assert "simple-0.1.0.data/unknown/hello.txt" in result.stderr