diff --git a/utils/zstd/test.sh b/utils/zstd/test.sh
new file mode 100644
index 0000000000..acc74d2778
--- /dev/null
+++ b/utils/zstd/test.sh
@@ -0,0 +1,9 @@
+#!/bin/sh
+
+case "$1" in
+	zstd)
+		# zstdgrep and zstdless are shell script wrappers; they do not output a version
+		[ -x /usr/bin/zstdgrep ] || exit 1
+		[ -x /usr/bin/zstdless ] || exit 1
+		;;
+esac