diff --git a/cmd/promtool/main.go b/cmd/promtool/main.go
index a380a6c01..f5fcff601 100644
--- a/cmd/promtool/main.go
+++ b/cmd/promtool/main.go
@@ -18,6 +18,7 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"io/ioutil"
 	"math"
 	"net/http"
 	"net/url"
@@ -40,11 +41,13 @@ import (
 	"github.com/prometheus/common/version"
 	"github.com/prometheus/exporter-toolkit/web"
 	"gopkg.in/alecthomas/kingpin.v2"
+	yaml "gopkg.in/yaml.v2"
 
 	"github.com/prometheus/prometheus/config"
 	"github.com/prometheus/prometheus/discovery/file"
 	_ "github.com/prometheus/prometheus/discovery/install" // Register service discovery implementations.
 	"github.com/prometheus/prometheus/discovery/kubernetes"
+	"github.com/prometheus/prometheus/discovery/targetgroup"
 	"github.com/prometheus/prometheus/pkg/rulefmt"
 )
 
@@ -337,8 +340,12 @@ func checkConfig(filename string) ([]string, error) {
 						return nil, err
 					}
 					if len(files) != 0 {
-						// There was at least one match for the glob and we can assume checkFileExists
-						// for all matches would pass, we can continue the loop.
+						for _, f := range files {
+							err = checkSDFile(f)
+							if err != nil {
+								return nil, errors.Errorf("checking SD file %q: %v", file, err)
+							}
+						}
 						continue
 					}
 					fmt.Printf("  WARNING: file %q for file_sd in scrape job %q does not exist\n", file, scfg.JobName)
@@ -368,6 +375,42 @@ func checkTLSConfig(tlsConfig config_util.TLSConfig) error {
 	return nil
 }
 
+func checkSDFile(filename string) error {
+	fd, err := os.Open(filename)
+	if err != nil {
+		return err
+	}
+	defer fd.Close()
+
+	content, err := ioutil.ReadAll(fd)
+	if err != nil {
+		return err
+	}
+
+	var targetGroups []*targetgroup.Group
+
+	switch ext := filepath.Ext(filename); strings.ToLower(ext) {
+	case ".json":
+		if err := json.Unmarshal(content, &targetGroups); err != nil {
+			return err
+		}
+	case ".yml", ".yaml":
+		if err := yaml.UnmarshalStrict(content, &targetGroups); err != nil {
+			return err
+		}
+	default:
+		return errors.Errorf("invalid file extension: %q", ext)
+	}
+
+	for i, tg := range targetGroups {
+		if tg == nil {
+			return errors.Errorf("nil target group item found (index %d)", i)
+		}
+	}
+
+	return nil
+}
+
 // CheckRules validates rule files.
 func CheckRules(files ...string) int {
 	failed := false
diff --git a/cmd/promtool/main_test.go b/cmd/promtool/main_test.go
index 112c387c9..4949c467c 100644
--- a/cmd/promtool/main_test.go
+++ b/cmd/promtool/main_test.go
@@ -77,3 +77,44 @@ func mockServer(code int, body string) (*httptest.Server, func() *http.Request)
 	}
 	return server, f
 }
+
+func TestCheckSDFile(t *testing.T) {
+	cases := []struct {
+		name string
+		file string
+		err  string
+	}{
+		{
+			name: "good .yml",
+			file: "./testdata/good-sd-file.yml",
+		},
+		{
+			name: "good .yaml",
+			file: "./testdata/good-sd-file.yaml",
+		},
+		{
+			name: "good .json",
+			file: "./testdata/good-sd-file.json",
+		},
+		{
+			name: "bad file extension",
+			file: "./testdata/bad-sd-file-extension.nonexistant",
+			err:  "invalid file extension: \".nonexistant\"",
+		},
+		{
+			name: "bad format",
+			file: "./testdata/bad-sd-file-format.yml",
+			err:  "yaml: unmarshal errors:\n  line 1: field targats not found in type struct { Targets []string \"yaml:\\\"targets\\\"\"; Labels model.LabelSet \"yaml:\\\"labels\\\"\" }",
+		},
+	}
+	for _, test := range cases {
+		t.Run(test.name, func(t *testing.T) {
+			err := checkSDFile(test.file)
+			if test.err != "" {
+				require.Equalf(t, test.err, err.Error(), "Expected error %q, got %q", test.err, err.Error())
+				return
+			}
+			require.NoError(t, err)
+		})
+	}
+}
diff --git a/cmd/promtool/testdata/bad-sd-file-extension.nonexistant b/cmd/promtool/testdata/bad-sd-file-extension.nonexistant
new file mode 100644
index 000000000..e69de29bb
diff --git a/cmd/promtool/testdata/bad-sd-file-format.yml b/cmd/promtool/testdata/bad-sd-file-format.yml
new file mode 100644
index 000000000..e79c5f3dc
--- /dev/null
+++ b/cmd/promtool/testdata/bad-sd-file-format.yml
@@ -0,0 +1,2 @@
+- targats:
+    - localhost:9100
diff --git a/cmd/promtool/testdata/good-sd-file.json b/cmd/promtool/testdata/good-sd-file.json
new file mode 100644
index 000000000..fbdd81432
--- /dev/null
+++ b/cmd/promtool/testdata/good-sd-file.json
@@ -0,0 +1,8 @@
+[
+  {
+    "labels": {
+      "job": "node"
+    },
+    "targets": ["localhost:9100"]
+  }
+]
diff --git a/cmd/promtool/testdata/good-sd-file.yaml b/cmd/promtool/testdata/good-sd-file.yaml
new file mode 100644
index 000000000..f6f455f63
--- /dev/null
+++ b/cmd/promtool/testdata/good-sd-file.yaml
@@ -0,0 +1,4 @@
+- labels:
+    job: node
+- targets:
+    - localhost:9100
diff --git a/cmd/promtool/testdata/good-sd-file.yml b/cmd/promtool/testdata/good-sd-file.yml
new file mode 100644
index 000000000..f6f455f63
--- /dev/null
+++ b/cmd/promtool/testdata/good-sd-file.yml
@@ -0,0 +1,4 @@
+- labels:
+    job: node
+- targets:
+    - localhost:9100