Example:

$ fedpkg retire "No longer used, replaced by satyr"
rm '.gitignore'
rm 'btparser.spec'
rm 'sources'
[f19 74ae7ee] No longer used, replaced by satyr
 4 files changed, 1 insertion(+), 164 deletions(-)
 delete mode 100644 .gitignore
 delete mode 100644 btparser.spec
 create mode 100644 dead.package
 delete mode 100644 sources
Counting objects: 4, done.
Delta compression using up to 4 threads.
Compressing objects: 100% (1/1), done.
Writing objects: 100% (3/3), 297 bytes | 0 bytes/s, done.
Total 3 (delta 0), reused 0 (delta 0)
remote: Emitting a message to the fedmsg bus.
To ssh://mmilata.org/btparser
   67fc969..74ae7ee  f19 -> f19
Could not retire package: [Errno 2] No such file or directory

After installing packagedb-cli, the command works as expected.