diff --git a/hy/errors.py b/hy/errors.py
index a0cd589..0b7619e 100644
--- a/hy/errors.py
+++ b/hy/errors.py
@@ -207,6 +207,15 @@ class HySyntaxError(HyLanguageError, SyntaxError):
     """Error during the Lexing of a Hython expression."""
 
 
+class HyWrapperError(HyError, TypeError):
+    """Errors caused by language model object wrapping.
+
+    These can be caused by improper user-level use of a macro, so they're
+    not really "internal".  If they arise due to anything else, they're an
+    internal/compiler problem, though.
+    """
+
+
 def _module_filter_name(module_name):
     try:
         compiler_loader = pkgutil.get_loader(module_name)
diff --git a/hy/macros.py b/hy/macros.py
index d668077..e2cec31 100644
--- a/hy/macros.py
+++ b/hy/macros.py
@@ -342,10 +342,10 @@ def macroexpand(tree, module, compiler=None, once=False):
         with macro_exceptions(module, tree, compiler):
             obj = m(module.__name__, *tree[1:], **opts)
 
-        if isinstance(obj, HyExpression):
-            obj.module = inspect.getmodule(m)
+            if isinstance(obj, HyExpression):
+                obj.module = inspect.getmodule(m)
 
-        tree = replace_hy_obj(obj, tree)
+            tree = replace_hy_obj(obj, tree)
 
         if once:
             break
diff --git a/hy/models.py b/hy/models.py
index 134e322..478c691 100644
--- a/hy/models.py
+++ b/hy/models.py
@@ -7,6 +7,7 @@ from contextlib import contextmanager
 from math import isnan, isinf
 from hy import _initialize_env_var
 from hy._compat import PY3, str_type, bytes_type, long_type, string_types
+from hy.errors import HyWrapperError
 from fractions import Fraction
 from clint.textui import colored
 
@@ -64,7 +65,7 @@ def wrap_value(x):
 
     new = _wrappers.get(type(x), lambda y: y)(x)
     if not isinstance(new, HyObject):
-        raise TypeError("Don't know how to wrap {!r}: {!r}".format(type(x), x))
+        raise HyWrapperError("Don't know how to wrap {!r}: {!r}".format(type(x), x))
     if isinstance(x, HyObject):
         new = new.replace(x, recursive=False)
     if not hasattr(new, "start_column"):
diff --git a/tests/native_tests/native_macros.hy b/tests/native_tests/native_macros.hy
index 6759f42..d5c48c7 100644
--- a/tests/native_tests/native_macros.hy
+++ b/tests/native_tests/native_macros.hy
@@ -162,8 +162,8 @@
     ")
   ;; expand the macro twice, should use a different
   ;; gensym each time
-  (setv _ast1 (hy-compile (hy-parse macro1) "foo"))
-  (setv _ast2 (hy-compile (hy-parse macro1) "foo"))
+  (setv _ast1 (hy-compile (hy-parse macro1) __name__))
+  (setv _ast2 (hy-compile (hy-parse macro1) __name__))
   (setv s1 (to_source _ast1))
   (setv s2 (to_source _ast2))
   ;; and make sure there is something new that starts with _;G|
@@ -189,8 +189,8 @@
     ")
   ;; expand the macro twice, should use a different
   ;; gensym each time
-  (setv _ast1 (hy-compile (hy-parse macro1) "foo"))
-  (setv _ast2 (hy-compile (hy-parse macro1) "foo"))
+  (setv _ast1 (hy-compile (hy-parse macro1) __name__))
+  (setv _ast2 (hy-compile (hy-parse macro1) __name__))
   (setv s1 (to_source _ast1))
   (setv s2 (to_source _ast2))
   (assert (in (mangle "_;a|") s1))
@@ -213,8 +213,8 @@
     ")
   ;; expand the macro twice, should use a different
   ;; gensym each time
-  (setv _ast1 (hy-compile (hy-parse macro1) "foo"))
-  (setv _ast2 (hy-compile (hy-parse macro1) "foo"))
+  (setv _ast1 (hy-compile (hy-parse macro1) __name__))
+  (setv _ast2 (hy-compile (hy-parse macro1) __name__))
   (setv s1 (to_source _ast1))
   (setv s2 (to_source _ast2))
   (assert (in (mangle "_;res|") s1))
@@ -224,7 +224,7 @@
   ;; defmacro/g! didn't like numbers initially because they
   ;; don't have a startswith method and blew up during expansion
   (setv macro2 "(defmacro/g! two-point-zero [] `(+ (float 1) 1.0))")
-  (assert (hy-compile (hy-parse macro2) "foo")))
+  (assert (hy-compile (hy-parse macro2) __name__)))
 
 (defn test-defmacro! []
   ;; defmacro! must do everything defmacro/g! can
@@ -243,8 +243,8 @@
     ")
   ;; expand the macro twice, should use a different
   ;; gensym each time
-  (setv _ast1 (hy-compile (hy-parse macro1) "foo"))
-  (setv _ast2 (hy-compile (hy-parse macro1) "foo"))
+  (setv _ast1 (hy-compile (hy-parse macro1) __name__))
+  (setv _ast2 (hy-compile (hy-parse macro1) __name__))
   (setv s1 (to_source _ast1))
   (setv s2 (to_source _ast2))
   (assert (in (mangle "_;res|") s1))
@@ -254,7 +254,7 @@
   ;; defmacro/g! didn't like numbers initially because they
   ;; don't have a startswith method and blew up during expansion
   (setv macro2 "(defmacro! two-point-zero [] `(+ (float 1) 1.0))")
-  (assert (hy-compile (hy-parse macro2) "foo"))
+  (assert (hy-compile (hy-parse macro2) __name__))
 
   (defmacro! foo! [o!foo] `(do ~g!foo ~g!foo))
   ;; test that o! becomes g!
@@ -507,4 +507,13 @@ in expansions."
   (assert (= (cut expected 0 -1) (cut output 0 -1)))
   (assert (or (= (get expected -1) (get output -1))
               ;; Handle PyPy's peculiarities
-              (= (.replace (get expected -1) "global " "") (get output -1)))))
+              (= (.replace (get expected -1) "global " "") (get output -1))))
+
+
+  ;; This should throw a `HyWrapperError` that gets turned into a
+  ;; `HyMacroExpansionError`.
+  (with [excinfo (pytest.raises HyMacroExpansionError)]
+    (eval '(do (defmacro wrap-error-test []
+                 (fn []))
+               (wrap-error-test))))
+  (assert (in "HyWrapperError" (str excinfo.value))))