That's pretty clearly laid out in Scripture.
Of course, the counterpart provided by Catholicism is that there is no salvation outside the Catholic church, stated right here in the CCC.
http://www.vatican.va/archive/ENG0015/__P29.HTM
"Outside the Church there is no salvation"
846 How are we to understand this affirmation, often repeated by the Church Fathers?335 Re-formulated positively, it means that all salvation comes from Christ the Head through the Church which is his Body:
Basing itself on Scripture and Tradition, the Council teaches that the Church, a pilgrim now on earth, is necessary for salvation: the one Christ is the mediator and the way of salvation; he is present to us in his body which is the Church. He himself explicitly asserted the necessity of faith and Baptism, and thereby affirmed at the same time the necessity of the Church which men enter through Baptism as through a door. Hence they could not be saved who, knowing that the Catholic Church was founded as necessary by God through Christ, would refuse either to enter it or to remain in it.336
So Catholics being aghast at the thought that non-Catholics believe that those who never heard of Christ are damned are basically in the same position themselves, since their church teaches that salvation is through it only and nobody outside of it can be saved.