diff --git a/examples/BUILD b/examples/BUILD
index 3814730c..9b695b3c 100644
--- a/examples/BUILD
+++ b/examples/BUILD
@@ -19,3 +19,14 @@ pex_pytest(
     deps = [":libfoo"],
     size = "small",
 )
+
+# Tests that building a pex without entry points is supported
+pex_binary(
+    name = "interpreter_only",
+)
+sh_test(
+    name = "interpreter_only_test",
+    srcs = ["interpreter_only_test.py"],
+    data = [":interpreter_only"],
+    args = ["$(location :interpreter_only)"],
+)
diff --git a/examples/interpreter_only_test.py b/examples/interpreter_only_test.py
new file mode 100755
index 00000000..8956f148
--- /dev/null
+++ b/examples/interpreter_only_test.py
@@ -0,0 +1,17 @@
+#!/usr/bin/env python2.7
+
+import sys
+import subprocess
+
+def main():
+    if len(sys.argv) != 2:
+        sys.stderr.write('Error: Pass path to an interpreter pex\n')
+        sys.exit(1)
+    interpreter_pex_path = sys.argv[1]
+
+    output = subprocess.check_output([interpreter_pex_path], stderr=subprocess.STDOUT)
+    assert 'InteractiveConsole' in output
+    print 'PASS'
+
+if __name__ == '__main__':
+    main()
\ No newline at end of file
diff --git a/pex/pex_rules.bzl b/pex/pex_rules.bzl
index a02cd880..08c7d6da 100644
--- a/pex/pex_rules.bzl
+++ b/pex/pex_rules.bzl
@@ -168,13 +168,16 @@ def _pex_binary_impl(ctx):
 
   if ctx.attr.entrypoint and ctx.file.main:
     fail("Please specify either entrypoint or main, not both.")
+  main_file = None
+  main_pkg = ''
   if ctx.attr.entrypoint:
-    main_file = None
     main_pkg = ctx.attr.entrypoint
   elif ctx.file.main:
     main_file = ctx.file.main
   else:
-    main_file = pex_file_types.filter(ctx.files.srcs)[0]
+    filtered_srcs = pex_file_types.filter(ctx.files.srcs)
+    if filtered_srcs:
+      main_file = filtered_srcs[0]
   if main_file:
     # Translate main_file's short path into a python module name
     main_pkg = main_file.short_path.replace('/', '.')[:-3]