Knowledge graphs store facts using relations between pairs of entities. In this work, we address the question of link prediction in knowledge bases where each relation is defined on any number of entities. We represent facts in a knowledge hypergraph: a knowledge graph where relations are defined on two or more entities. While there exist techniques (such as reification) that convert the non-binary relations of a knowledge hypergraph into binary ones, current embedding-based methods for knowledge graph completion do not work well out of the box for knowledge graphs obtained through these techniques. Thus we introduce HypE, a convolution-based embedding method for knowledge hypergraph completion. We also develop public benchmarks and baselines for our task and show experimentally that HypE is more effective than proposed baselines and existing methods.