diff --git src/wp-admin/js/customize-controls.js src/wp-admin/js/customize-controls.js
index 4bfc252..a7a6655 100644
--- src/wp-admin/js/customize-controls.js
+++ src/wp-admin/js/customize-controls.js
@@ -1128,10 +1128,19 @@
 			});
 		});
 
+		// Prompt user with AYS dialog if leaving the Customizer with unsaved changes
+		$( window ).on( 'beforeunload', function () {
+			if ( ! api.state( 'saved' )() ) {
+				return api.l10n.saveAlert;
+			}
+		} );
+
 		// Pass events through to the parent.
-		api.bind( 'saved', function() {
-			parent.send( 'saved' );
-		});
+		$.each( [ 'saved', 'change' ], function ( i, event ) {
+			api.bind( event, function() {
+				parent.send( event );
+			});
+		} );
 
 		// When activated, let the loader handle redirecting the page.
 		// If no loader exists, redirect the page ourselves (if a url exists).
diff --git src/wp-includes/js/customize-loader.js src/wp-includes/js/customize-loader.js
index cccf71a..b99351d 100644
--- src/wp-includes/js/customize-loader.js
+++ src/wp-includes/js/customize-loader.js
@@ -63,12 +63,20 @@ window.wp = window.wp || {};
 				Loader.close();
 		},
 
+		beforeunload: function () {
+			if ( ! Loader.saved() ) {
+				return Loader.settings.l10n.saveAlert;
+			}
+		},
+
 		open: function( src ) {
 			var hash;
 
 			if ( this.active )
 				return;
 
+			this.saved = new api.Value( true );
+
 			// Load the full page on mobile devices.
 			if ( Loader.settings.browser.mobile )
 				return window.location = src;
@@ -100,11 +108,21 @@ window.wp = window.wp || {};
 					Loader.close();
 			});
 
+			// Prompt AYS dialog when navigating away
+			$( window ).on( 'beforeunload', this.beforeunload );
+
 			this.messenger.bind( 'activated', function( location ) {
 				if ( location )
 					window.location = location;
 			});
 
+			this.messenger.bind( 'saved', function () {
+				Loader.saved( true );
+			} );
+			this.messenger.bind( 'change', function () {
+				Loader.saved( false );
+			} );
+
 			hash = src.split('?')[1];
 
 			// Ensure we don't call pushState if the user hit the forward button.
@@ -137,7 +155,9 @@ window.wp = window.wp || {};
 			Loader.messenger.destroy();
 			Loader.iframe    = null;
 			Loader.messenger = null;
+			Loader.saved     = null;
 			Loader.body.removeClass( 'customize-active full-overlay-active' ).removeClass( 'customize-loading' );
+			$( window ).off( 'beforeunload', Loader.beforeunload );
 		},
 
 		loaded: function() {
diff --git src/wp-includes/script-loader.php src/wp-includes/script-loader.php
index df42718..c0d42b6 100644
--- src/wp-includes/script-loader.php
+++ src/wp-includes/script-loader.php
@@ -381,6 +381,7 @@ function wp_default_scripts( &$scripts ) {
 	did_action( 'init' ) && $scripts->localize( 'customize-controls', '_wpCustomizeControlsL10n', array(
 		'activate'  => __( 'Save & Activate' ),
 		'save'      => __( 'Save & Publish' ),
+		'saveAlert' => __( 'The changes you made will be lost if you navigate away from this page.' ),
 		'saved'     => __( 'Saved' ),
 		'cancel'    => __( 'Cancel' ),
 		'close'     => __( 'Close' ),
diff --git src/wp-includes/theme.php src/wp-includes/theme.php
index 40acf6b..d882463 100644
--- src/wp-includes/theme.php
+++ src/wp-includes/theme.php
@@ -1874,6 +1874,9 @@ function _wp_customize_loader_settings() {
 		'url'           => esc_url( admin_url( 'customize.php' ) ),
 		'isCrossDomain' => $cross_domain,
 		'browser'       => $browser,
+		'l10n'          => array(
+			'saveAlert' => __( 'The changes you made will be lost if you navigate away from this page.' ),
+		),
 	);
 
 	$script = 'var _wpCustomizeLoaderSettings = ' . json_encode( $settings ) . ';';