diff --git a/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceApi.cs b/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceApi.cs
index d7462bbf25..804cc362dd 100644
--- a/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceApi.cs
+++ b/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceApi.cs
@@ -62,6 +62,9 @@ public static ColumnInferenceResults InferColumns(MLContext context, string path
             var textLoader = context.Data.CreateTextLoader(typedLoaderOptions);
             var dataView = textLoader.Load(path);
 
+            // Validate all columns specified in column info exist in inferred data view
+            ColumnInferenceValidationUtil.ValidateSpecifiedColumnsExist(columnInfo, dataView);
+
             var purposeInferenceResult = PurposeInference.InferPurposes(context, dataView, columnInfo);
 
             // start building result objects
diff --git a/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceValidationUtil.cs b/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceValidationUtil.cs
new file mode 100644
index 0000000000..b941779137
--- /dev/null
+++ b/src/Microsoft.ML.Auto/ColumnInference/ColumnInferenceValidationUtil.cs
@@ -0,0 +1,28 @@
+// Licensed to the .NET Foundation under one or more agreements.
+// The .NET Foundation licenses this file to you under the MIT license.
+// See the LICENSE file in the project root for more information.
+
+using System;
+
+namespace Microsoft.ML.Auto
+{
+    internal static class ColumnInferenceValidationUtil
+    {
+        /// <summary>
+        /// Validate all columns specified in column info exist in inferred data view.
+        /// </summary>
+        public static void ValidateSpecifiedColumnsExist(ColumnInformation columnInfo,
+            IDataView dataView)
+        {
+            var columnNames = ColumnInformationUtil.GetColumnNames(columnInfo);
+            foreach (var columnName in columnNames)
+            {
+                if (dataView.Schema.GetColumnOrNull(columnName) == null)
+                {
+                    throw new ArgumentException($"Specified column {columnName} " +
+                        $"is not found in the dataset.");
+                }
+            }
+        }
+    }
+}
diff --git a/src/Microsoft.ML.Auto/ColumnInference/ColumnInformationUtil.cs b/src/Microsoft.ML.Auto/ColumnInference/ColumnInformationUtil.cs
index c567730f6f..7a9f6c14b6 100644
--- a/src/Microsoft.ML.Auto/ColumnInference/ColumnInformationUtil.cs
+++ b/src/Microsoft.ML.Auto/ColumnInference/ColumnInformationUtil.cs
@@ -89,5 +89,38 @@ public static ColumnInformation BuildColumnInfo(IEnumerable<DatasetColumnInfo> c
         {
             return BuildColumnInfo(columns.Select(c => (c.Name, c.Purpose)));
         }
+
+        /// <summary>
+        /// Get all column names that are in <paramref name="columnInformation"/>.
+        /// </summary>
+        /// <param name="columnInformation">Column information.</param>
+        public static IEnumerable<string> GetColumnNames(ColumnInformation columnInformation)
+        {
+            var columnNames = new List<string>();
+            AddStringToListIfNotNull(columnNames, columnInformation.LabelColumnName);
+            AddStringToListIfNotNull(columnNames, columnInformation.ExampleWeightColumnName);
+            AddStringToListIfNotNull(columnNames, columnInformation.SamplingKeyColumnName);
+            AddStringsToListIfNotNull(columnNames, columnInformation.CategoricalColumnNames);
+            AddStringsToListIfNotNull(columnNames, columnInformation.IgnoredColumnNames);
+            AddStringsToListIfNotNull(columnNames, columnInformation.NumericColumnNames);
+            AddStringsToListIfNotNull(columnNames, columnInformation.TextColumnNames);
+            return columnNames;
+        }
+
+        private static void AddStringsToListIfNotNull(List<string> list, IEnumerable<string> strings)
+        {
+            foreach (var str in strings)
+            {
+                AddStringToListIfNotNull(list, str);
+            }
+        }
+
+        private static void AddStringToListIfNotNull(List<string> list, string str)
+        {
+            if (str != null)
+            {
+                list.Add(str);
+            }
+        }
     }
 }
diff --git a/test/Microsoft.ML.AutoML.Tests/ColumnInferenceValidationUtilTests.cs b/test/Microsoft.ML.AutoML.Tests/ColumnInferenceValidationUtilTests.cs
new file mode 100644
index 0000000000..bae3feb1df
--- /dev/null
+++ b/test/Microsoft.ML.AutoML.Tests/ColumnInferenceValidationUtilTests.cs
@@ -0,0 +1,29 @@
+// Licensed to the .NET Foundation under one or more agreements.
+// The .NET Foundation licenses this file to you under the MIT license.
+// See the LICENSE file in the project root for more information.
+
+using System;
+using System.IO;
+using Microsoft.ML.Data;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+
+namespace Microsoft.ML.Auto.Test
+{
+    [TestClass]
+    public class ColumnInferenceValidationUtilTests
+    {
+        [TestMethod]
+        [ExpectedException(typeof(ArgumentException))]
+        public void ValidateColumnNotContainedInData()
+        {
+            var schemaBuilder = new DataViewSchema.Builder();
+            schemaBuilder.AddColumn(DefaultColumnNames.Features, NumberDataViewType.Single);
+            schemaBuilder.AddColumn(DefaultColumnNames.Label, NumberDataViewType.Single);
+            var schema = schemaBuilder.ToSchema();
+            var dataView = new EmptyDataView(new MLContext(), schema);
+            var columnInfo = new ColumnInformation();
+            columnInfo.CategoricalColumnNames.Add("Categorical");
+            ColumnInferenceValidationUtil.ValidateSpecifiedColumnsExist(columnInfo, dataView);
+        }
+    }
+}
diff --git a/test/Microsoft.ML.AutoML.Tests/ColumnInformationUtilTests.cs b/test/Microsoft.ML.AutoML.Tests/ColumnInformationUtilTests.cs
index a3631768da..d8b183dbfa 100644
--- a/test/Microsoft.ML.AutoML.Tests/ColumnInformationUtilTests.cs
+++ b/test/Microsoft.ML.AutoML.Tests/ColumnInformationUtilTests.cs
@@ -2,6 +2,7 @@
 // The .NET Foundation licenses this file to you under the MIT license.
 // See the LICENSE file in the project root for more information.
 
+using System.Linq;
 using Microsoft.VisualStudio.TestTools.UnitTesting;
 
 namespace Microsoft.ML.Auto.Test
@@ -32,5 +33,25 @@ public void GetColumnPurpose()
             Assert.AreEqual(ColumnPurpose.Ignore, ColumnInformationUtil.GetColumnPurpose(columnInfo, "Ignored"));
             Assert.AreEqual(null, ColumnInformationUtil.GetColumnPurpose(columnInfo, "NonExistent"));
         }
+
+        [TestMethod]
+        public void GetColumnNamesTest()
+        {
+            var columnInfo = new ColumnInformation()
+            {
+                LabelColumnName = "Label",
+                SamplingKeyColumnName = "SamplingKey",
+            };
+            columnInfo.CategoricalColumnNames.Add("Cat1");
+            columnInfo.CategoricalColumnNames.Add("Cat2");
+            columnInfo.NumericColumnNames.Add("Num");
+            var columnNames = ColumnInformationUtil.GetColumnNames(columnInfo);
+            Assert.AreEqual(5, columnNames.Count());
+            Assert.IsTrue(columnNames.Contains("Label"));
+            Assert.IsTrue(columnNames.Contains("SamplingKey"));
+            Assert.IsTrue(columnNames.Contains("Cat1"));
+            Assert.IsTrue(columnNames.Contains("Cat2"));
+            Assert.IsTrue(columnNames.Contains("Num"));
+        }
     }
-}
+}
\ No newline at end of file