diff --git a/mypy/config_parser.py b/mypy/config_parser.py
index 0ee274abd1bcc..9b35114f9ad7f 100644
--- a/mypy/config_parser.py
+++ b/mypy/config_parser.py
@@ -112,6 +112,10 @@ def parse_config_file(options: Options, set_strict_flags: Callable[[], None],
         if not os.path.exists(config_file):
             continue
         try:
+            if 'MYPY_CONFIG_FILE_DIR' not in os.environ:
+                os.environ['MYPY_CONFIG_FILE_DIR'] = os.path.dirname(config_file)
+            else:
+                os.environ['MYPY_CONFIG_FILE_DIR'] += os.pathsep + os.path.dirname(config_file)
             parser.read(config_file)
         except configparser.Error as err:
             print("%s: %s" % (config_file, err), file=stderr)