diff -r ab13c1d0d5e6 Lib/pdb.py
--- a/Lib/pdb.py	Sat Oct 15 19:03:06 2016 -0700
+++ b/Lib/pdb.py	Sun Oct 16 16:34:17 2016 +0800
@@ -374,6 +374,9 @@
                 sys.stdout = self.stdout
                 sys.displayhook = self.displayhook
                 exec(code, globals, locals)
+            except NameError as e:
+                self._handle_closure_error(e, locals)
+                raise
             finally:
                 sys.stdout = save_stdout
                 sys.stdin = save_stdin
@@ -382,6 +385,19 @@
             exc_info = sys.exc_info()[:2]
             self.error(traceback.format_exception_only(*exc_info)[-1].strip())
 
+    def _handle_closure_error(self, error, local_vars):
+        var_name = re.findall("'(\w+)' is not defined", str(error))[0]
+        if var_name and var_name in local_vars:
+            _msg = """
+                Pdb can not use the local variable '{0}' to create a closure in
+                your evaluation. Instead, it tries to use '{0}' in globals().
+                This behavior is due to the limitation of dynamic
+                interpretation within a debugger session.
+
+                Hint: type 'help interact' to check 'interact' command.
+            """.format(var_name)
+            self.message(_msg)
+
     def precmd(self, line):
         """Handle alias expansion and ';;' separator."""
         if not line.strip():
@@ -1153,7 +1169,9 @@
     def _getval(self, arg):
         try:
             return eval(arg, self.curframe.f_globals, self.curframe_locals)
-        except:
+        except Exception as e:
+            if isinstance(e, NameError):
+                self._handle_closure_error(e, self.curframe_locals)
             exc_info = sys.exc_info()[:2]
             self.error(traceback.format_exception_only(*exc_info)[-1].strip())
             raise
diff -r ab13c1d0d5e6 Lib/test/test_pdb.py
--- a/Lib/test/test_pdb.py	Sat Oct 15 19:03:06 2016 -0700
+++ b/Lib/test/test_pdb.py	Sun Oct 16 16:34:17 2016 +0800
@@ -583,7 +583,7 @@
 
     >>> with PdbTestInput(['step','x', 'continue']):  # doctest: +ELLIPSIS
     ...     pdb_invoke('run', compile('x=1', '<string>', 'exec'))
-    > <string>(1)<module>()...
+    > <string>(1)<module>()
     (Pdb) step
     --Return--
     > <string>(1)<module>()->None
@@ -1110,6 +1110,34 @@
             if save_home is not None:
                 os.environ['HOME'] = save_home
 
+    def test_show_closure_warning(self):
+        script = """
+            y = 1
+            def f1():
+                x = 1
+            f1()
+        """
+        commands = """
+            break f1
+            continue
+            next
+            (lambda: x)()
+            p (lambda: x)()
+            pp (lambda: x)()
+            source (lambda: x)()
+            whatis (lambda: x)()
+            (lambda: y)()
+            (lambda: z)()
+            quit
+        """
+        stdout, stderr = self.run_pdb(script, commands)
+        self.assertEqual(5, stdout.count("'x' is not defined"))
+        self.assertEqual(5, stdout.count("can not use local variable 'x'"))
+        self.assertEqual(0, stdout.count("'y' is not defined"))
+        self.assertEqual(0, stdout.count("can not use local variable 'y'"))
+        self.assertEqual(1, stdout.count("'z' is not defined"))
+        self.assertEqual(0, stdout.count("can not use local variable 'z'"))
+
     def tearDown(self):
         support.unlink(support.TESTFN)