diff --git a/telethon/network/connection/connection.py b/telethon/network/connection/connection.py
index f38f4be3..27869eda 100644
--- a/telethon/network/connection/connection.py
+++ b/telethon/network/connection/connection.py
@@ -1,9 +1,13 @@
 import abc
 import asyncio
 import socket
-import ssl as ssl_mod
 import sys
 
+try:
+    import ssl as ssl_mod
+except ImportError:
+    ssl_mod = None
+
 from ...errors import InvalidChecksumError
 from ... import helpers
 
@@ -68,6 +72,12 @@ class Connection(abc.ABC):
                 loop=self._loop
             )
             if ssl:
+                if ssl_mod is None:
+                    raise RuntimeError(
+                        'Cannot use proxy that requires SSL'
+                        'without the SSL module being available'
+                    )
+
                 s.settimeout(timeout)
                 s = ssl_mod.wrap_socket(
                     s,