Why can't errno's value be printed?

I am looking at the following code in an SO "Low Quality" post to make sure the sample works, and my question is why can't I print errno's value?

#include <stdio.h>
#include <stdlib.h>
#include <errno.h>

int main(){
    FILE *fp;
    errno = 0;
    fp=fopen("Not_exist.txt","r");
    if(fp == NULL && errno == ENOENT)
        perror("file not exist");
    return 0;
}

Here is what happens when I try to print the value:

(gdb) p errno
Cannot find thread-local variables on this target
(gdb)

I can print fp's value just fine. As you would expect it's value is 0x00.

I looked at /usr/include/errno.h and a lot of the other include files included as part of errno.h, and I cannot figure out how errno is defined. Any pointers or help would be appreciated. I'm just curious about it; nothing is broken.

Thank you.