diff --git a/pandas/io/formats/console.py b/pandas/io/formats/console.py
index 64168dd7db1b8..d5ef9f61bc132 100644
--- a/pandas/io/formats/console.py
+++ b/pandas/io/formats/console.py
@@ -95,7 +95,10 @@ def in_interactive_session():
     from pandas import get_option
 
     def check_main():
-        import __main__ as main
+        try:
+            import __main__ as main
+        except ModuleNotFoundError:
+            return get_option('mode.sim_interactive')
         return (not hasattr(main, '__file__') or
                 get_option('mode.sim_interactive'))