diff --git a/tests/test_docs.py b/tests/test_docs.py
new file mode 100644
index 00000000..6f7d0b4c
--- /dev/null
+++ b/tests/test_docs.py
@@ -0,0 +1,16 @@
+"""
+Tests to ensure certain things are documented.
+"""
+from datasette import app
+from pathlib import Path
+import pytest
+import re
+
+markdown = (Path(__file__).parent.parent / 'docs' / 'config.rst').open().read()
+setting_heading_re = re.compile(r'(\w+)\n\-+\n')
+setting_headings = set(setting_heading_re.findall(markdown))
+
+
+@pytest.mark.parametrize('config', app.CONFIG_OPTIONS)
+def test_config_options_are_documented(config):
+    assert config.name in setting_headings