diff --git a/moto/iam/exceptions.py b/moto/iam/exceptions.py
index b4d89c0f2..84f15f51f 100644
--- a/moto/iam/exceptions.py
+++ b/moto/iam/exceptions.py
@@ -7,7 +7,7 @@ class IAMNotFoundException(RESTError):
 
     def __init__(self, message):
         super(IAMNotFoundException, self).__init__(
-            "Not Found", message)
+            "NoSuchEntity", message)
 
 
 class IAMConflictException(RESTError):