diff --git a/salt/cloud/__init__.py b/salt/cloud/__init__.py
index a2ae81445dbf..3006bf6f5b8e 100644
--- a/salt/cloud/__init__.py
+++ b/salt/cloud/__init__.py
@@ -79,6 +79,11 @@ def _call(queue, args, kwargs):
             queue.put("ERROR")
             queue.put("Exception")
             queue.put("{0}\n{1}\n".format(ex, trace))
+        except SystemExit as ex:
+            trace = traceback.format_exc()
+            queue.put("ERROR")
+            queue.put("System exit")
+            queue.put("{0}\n{1}\n".format(ex, trace))
         return ret
 
     return _call
diff --git a/salt/utils/azurearm.py b/salt/utils/azurearm.py
index 2dbcfe4ec6cf..96055aa9c433 100644
--- a/salt/utils/azurearm.py
+++ b/salt/utils/azurearm.py
@@ -47,7 +47,6 @@
         UserPassCredentials,
         ServicePrincipalCredentials,
     )
-    from msrestazure.azure_active_directory import MSIAuthentication
     from msrestazure.azure_cloud import (
         MetadataEndpointError,
         get_cloud_from_metadata_endpoint,
@@ -123,7 +122,14 @@ def _determine_auth(**kwargs):
                 kwargs["username"], kwargs["password"], cloud_environment=cloud_env
             )
     elif "subscription_id" in kwargs:
-        credentials = MSIAuthentication(cloud_environment=cloud_env)
+        try:
+            from msrestazure.azure_active_directory import MSIAuthentication
+
+            credentials = MSIAuthentication(cloud_environment=cloud_env)
+        except ImportError:
+            raise SaltSystemExit(
+                msg="MSI authentication support not availabe (requires msrestazure >= 0.4.14)"
+            )
 
     else:
         raise SaltInvocationError(
@@ -161,7 +167,7 @@ def get_client(client_type, **kwargs):
 
     if client_type not in client_map:
         raise SaltSystemExit(
-            "The Azure ARM client_type {0} specified can not be found.".format(
+            msg="The Azure ARM client_type {0} specified can not be found.".format(
                 client_type
             )
         )