diff --git a/pandas/io/sas/sas_xport.py b/pandas/io/sas/sas_xport.py
index bdb7d86a9b37e..3f9bf6662e99f 100644
--- a/pandas/io/sas/sas_xport.py
+++ b/pandas/io/sas/sas_xport.py
@@ -279,6 +279,12 @@ def _read_header(self):
         # read file header
         line1 = self._get_row()
         if line1 != _correct_line1:
+            if "**COMPRESSED**" in line1:
+                # this was created with the PROC CPORT method and can't be read
+                # https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/movefile/p1bm6aqp3fw4uin1hucwh718f6kp.htm
+                raise ValueError(
+                    "Header record indicates a CPORT file, which is not readable."
+                )
             raise ValueError("Header record is not an XPORT file.")
 
         line2 = self._get_row()
diff --git a/pandas/tests/io/sas/data/DEMO_PUF.cpt b/pandas/tests/io/sas/data/DEMO_PUF.cpt
new file mode 100644
index 0000000000000..d74b6a70d2812
Binary files /dev/null and b/pandas/tests/io/sas/data/DEMO_PUF.cpt differ
diff --git a/pandas/tests/io/sas/test_xport.py b/pandas/tests/io/sas/test_xport.py
index 5d3e3b8e23cdb..9232ea8a25e4d 100644
--- a/pandas/tests/io/sas/test_xport.py
+++ b/pandas/tests/io/sas/test_xport.py
@@ -30,6 +30,7 @@ def setup_method(self, datapath):
         self.file02 = os.path.join(self.dirpath, "SSHSV1_A.xpt")
         self.file03 = os.path.join(self.dirpath, "DRXFCD_G.xpt")
         self.file04 = os.path.join(self.dirpath, "paxraw_d_short.xpt")
+        self.file05 = os.path.join(self.dirpath, "DEMO_PUF.cpt")
 
         with td.file_leak_context():
             yield
@@ -157,3 +158,11 @@ def test_truncated_float_support(self):
 
         data = read_sas(self.file04, format="xport")
         tm.assert_frame_equal(data.astype("int64"), data_csv)
+
+    def test_cport_header_found_raises(self):
+        # Test with DEMO_PUF.cpt, the beginning of puf2019_1_fall.xpt
+        # from https://www.cms.gov/files/zip/puf2019.zip
+        # (despite the extension, it's a cpt file)
+        msg = "Header record indicates a CPORT file, which is not readable."
+        with pytest.raises(ValueError, match=msg):
+            read_sas(self.file05, format="xport")