diff --git a/src/mdformat/_cli.py b/src/mdformat/_cli.py
index a4f3aca..db4a949 100644
--- a/src/mdformat/_cli.py
+++ b/src/mdformat/_cli.py
@@ -3,6 +3,7 @@
 import argparse
 from collections.abc import Callable, Generator, Iterable, Mapping, Sequence
 import contextlib
+from datetime import datetime
 import itertools
 import logging
 import os.path
@@ -14,6 +15,7 @@
 import mdformat
 from mdformat._compat import importlib_metadata
 from mdformat._conf import DEFAULT_OPTS, InvalidConfError, read_toml_opts
+from mdformat._output import diff
 from mdformat._util import detect_newline_type, is_md_equal
 import mdformat.plugins
 import mdformat.renderer
@@ -99,6 +101,17 @@ def run(cli_args: Sequence[str]) -> int:  # noqa: C901
             if formatted_str != original_str:
                 format_errors_found = True
                 print_error(f'File "{path_str}" is not formatted.')
+
+                if opts["diff"]:
+                    then = datetime.utcfromtimestamp(path.stat().st_mtime)
+                    now = datetime.utcnow()
+                    src_name = f"{path}\t{then} +0000"
+                    dst_name = f"{path}\t{now} +0000"
+
+                    diff_contents = diff(
+                        original_str, formatted_str, src_name, dst_name
+                    )
+                    print(diff_contents)
         else:
             if not changes_ast and not is_md_equal(
                 original_str,
@@ -151,6 +164,11 @@ def make_arg_parser(
     parser.add_argument(
         "--check", action="store_true", help="do not apply changes to files"
     )
+    parser.add_argument(
+        "--diff",
+        action="store_true",
+        help="show diff of what would be changed when running with --check",
+    )
     version_str = f"mdformat {mdformat.__version__}"
     if plugin_versions_str:
         version_str += f" ({plugin_versions_str})"
diff --git a/src/mdformat/_output.py b/src/mdformat/_output.py
new file mode 100644
index 0000000..fa9d122
--- /dev/null
+++ b/src/mdformat/_output.py
@@ -0,0 +1,22 @@
+import difflib
+
+
+def diff(a: str, b: str, a_name: str, b_name: str) -> str:
+    """Return a unified diff string between strings `a` and `b`.
+
+    Highly inspired by Black's diff function.
+    """
+    a_lines = a.splitlines(keepends=True)
+    b_lines = b.splitlines(keepends=True)
+
+    diff_lines = []
+    for line in difflib.unified_diff(
+        a_lines, b_lines, fromfile=a_name, tofile=b_name, n=5
+    ):
+        if line[-1] == "\n":
+            diff_lines.append(line)
+        else:
+            diff_lines.append(line + "\n")
+            diff_lines.append("\\ No newline at end of file\n")
+
+    return "".join(diff_lines)
diff --git a/tests/test_cli.py b/tests/test_cli.py
index 2bdf668..111d37a 100644
--- a/tests/test_cli.py
+++ b/tests/test_cli.py
@@ -112,6 +112,21 @@ def test_check__fail(tmp_path):
     assert run((str(file_path), "--check")) == 1
 
 
+def test_check_fail_diff(capsys, tmp_path):
+    """Test for --check flag and --diff flag combined on unformatted files.
+
+    Test that when an unformatted file fails, a diff is writtin to
+    stdout.
+    """
+
+    file_path = tmp_path / "test_markdown.md"
+    file_path.write_text(UNFORMATTED_MARKDOWN)
+    assert run((str(file_path), "--check", "--diff")) == 1
+    captured = capsys.readouterr()
+    assert str(file_path) in captured.out
+    assert "-\n-\n # A header\n-\n" in captured.out
+
+
 def test_check__multi_fail(capsys, tmp_path):
     """Test for --check flag when multiple files are unformatted.