diff --git a/IPython/config/application.py b/IPython/config/application.py
index ccc1445..af44f8c 100644
--- a/IPython/config/application.py
+++ b/IPython/config/application.py
@@ -61,6 +61,11 @@ This line is evaluated in Python, so simple expressions are allowed, e.g.::
 `--C.a='range(3)'` For setting C.a=[0,1,2].
 """.strip() # trim newlines of front and back
 
+# sys.argv can be missing, for example when python is embedded. See the docs
+# for details: http://docs.python.org/2/c-api/intro.html#embedding-python
+if not hasattr(sys, "argv"):
+    sys.argv = [""]
+
 subcommand_description = """
 Subcommands are launched as `{app} cmd [args]`. For information on using
 subcommand 'cmd', do: `{app} cmd -h`.