diff --git a/gql/cli.py b/gql/cli.py
index 06781c2b..91c67873 100644
--- a/gql/cli.py
+++ b/gql/cli.py
@@ -297,7 +297,23 @@ def autodetect_transport(url: URL) -> str:
 
     else:
         assert url.scheme in ["http", "https"]
-        transport_name = "aiohttp"
+
+        try:
+            from gql.transport.aiohttp import AIOHTTPTransport  # noqa: F401
+
+            transport_name = "aiohttp"
+        except ModuleNotFoundError:  # pragma: no cover
+            try:
+                from gql.transport.httpx import HTTPXAsyncTransport  # noqa: F401
+
+                transport_name = "httpx"
+            except ModuleNotFoundError:
+                raise ModuleNotFoundError(
+                    "\n\nNo suitable dependencies has been found for an http(s) backend"
+                    " (aiohttp or httpx).\n\n"
+                    "Please check the install documentation at:\n"
+                    "https://gql.readthedocs.io/en/stable/intro.html#installation\n"
+                )
 
     return transport_name
 
@@ -462,6 +478,9 @@ async def main(args: Namespace) -> int:
     except ValueError as e:
         print(f"Error: {e}", file=sys.stderr)
         return 1
+    except ModuleNotFoundError as e:  # pragma: no cover
+        print(f"Error: {e}", file=sys.stderr)
+        return 2
 
     # By default, the exit_code is 0 (everything is ok)
     exit_code = 0