diff --git a/tests/test_cli.py b/tests/test_cli.py
index 8a5bab5..86cc75e 100644
--- a/tests/test_cli.py
+++ b/tests/test_cli.py
@@ -145,8 +145,11 @@ class CommandLineTestCase(unittest.TestCase):
 
         out, err = sys.stdout.getvalue(), sys.stderr.getvalue()
         self.assertEqual(out, '')
-        self.assertRegexpMatches(err, r'^Options --config-file and '
-                                      r'--config-data cannot be used')
+        self.assertRegexpMatches(
+            err.splitlines()[-1],
+            r'^yamllint: error: argument -d\/--config-data: '
+            r'not allowed with argument -c\/--config-file$'
+        )
 
     def test_run_with_bad_config(self):
         sys.stdout, sys.stderr = StringIO(), StringIO()
diff --git a/yamllint/cli.py b/yamllint/cli.py
index 1a22f73..f207b88 100644
--- a/yamllint/cli.py
+++ b/yamllint/cli.py
@@ -78,11 +78,13 @@ def run(argv=None):
                                      description=APP_DESCRIPTION)
     parser.add_argument('files', metavar='FILE_OR_DIR', nargs='+',
                         help='files to check')
-    parser.add_argument('-c', '--config-file', dest='config_file',
-                        action='store', help='path to a custom configuration')
-    parser.add_argument('-d', '--config-data', dest='config_data',
-                        action='store',
-                        help='custom configuration (as YAML source)')
+    config_group = parser.add_mutually_exclusive_group()
+    config_group.add_argument('-c', '--config-file', dest='config_file',
+                              action='store',
+                              help='path to a custom configuration')
+    config_group.add_argument('-d', '--config-data', dest='config_data',
+                              action='store',
+                              help='custom configuration (as YAML source)')
     parser.add_argument('-f', '--format',
                         choices=('parsable', 'standard'), default='standard',
                         help='format for parsing output')
@@ -97,11 +99,6 @@ def run(argv=None):
 
     args = parser.parse_args(argv)
 
-    if args.config_file is not None and args.config_data is not None:
-        print('Options --config-file and --config-data cannot be used '
-              'simultaneously.', file=sys.stderr)
-        sys.exit(-1)
-
     # User-global config is supposed to be in ~/.config/yamllint/config
     if 'XDG_CONFIG_HOME' in os.environ:
         user_global_config = os.path.join(