How do I import FileNotFoundError from Python 3?

You can of course define any exceptions you want.

But they're not going to do you any good. The whole point of FileNotFoundError is that any Python operation that runs into a file-not-found error will raise that exception. Just defining your own exception won't make that true. All you're going to get is an OSError (or IOError, depending on 2.x version) with an appropriate errno value. If you try to handle a custom FileNotFoundError, your handler will never get called.

So, what you really want is (for example):

try:
    f = open(path)
except OSError as e:
    if e.errno == errno.ENOENT:
        # do your FileNotFoundError code here
    else:
        raise

You could use IOError instead:

Raised when an I/O operation (such as a print statement, the built-in open() function or a method of a file object) fails for an I/O-related reason, e.g., “file not found” or “disk full”.

This class is derived from EnvironmentError. See the discussion above for more information on exception instance attributes.

Changed in version 2.6: Changed socket.error to use this as a base class.