Why is __dirname not defined in node REPL?

From the node manual I see that I can get the directory of a file with __dirname, but from the REPL this seems to be undefined. Is this a misunderstanding on my side or where is the error?

$ node
> console.log(__dirname)
ReferenceError: __dirname is not defined
    at repl:1:14
    at REPLServer.eval (repl.js:80:21)
    at Interface.<anonymous> (repl.js:182:12)
    at Interface.emit (events.js:67:17)
    at Interface._onLine (readline.js:162:10)
    at Interface._line (readline.js:426:8)
    at Interface._ttyWrite (readline.js:603:14)
    at ReadStream.<anonymous> (readline.js:82:12)
    at ReadStream.emit (events.js:88:20)
    at ReadStream._emitKey (tty.js:320:10)