diff --git a/src/ophyd_async/core/device.py b/src/ophyd_async/core/device.py
index b68c213089..4733a1bc2c 100644
--- a/src/ophyd_async/core/device.py
+++ b/src/ophyd_async/core/device.py
@@ -18,7 +18,7 @@
 from bluesky.protocols import HasName
 from bluesky.run_engine import call_in_bluesky_event_loop
 
-from .utils import DEFAULT_TIMEOUT, wait_for_connection
+from .utils import DEFAULT_TIMEOUT, NotConnected, wait_for_connection
 
 
 class Device(HasName):
@@ -173,4 +173,12 @@ async def __aexit__(self, type, value, traceback):
 
     def __exit__(self, type_, value, traceback):
         self._objects_on_exit = self._caller_locals()
-        return call_in_bluesky_event_loop(self._on_exit())
+        try:
+            fut = call_in_bluesky_event_loop(self._on_exit())
+        except RuntimeError:
+            raise NotConnected(
+                "Could not connect devices. Is the bluesky event loop running? See "
+                "https://blueskyproject.io/ophyd-async/main/"
+                "user/explanations/event-loop-choice.html for more info."
+            )
+        return fut
diff --git a/tests/core/test_device_collector.py b/tests/core/test_device_collector.py
index 271fc3aed1..5f1f3bc177 100644
--- a/tests/core/test_device_collector.py
+++ b/tests/core/test_device_collector.py
@@ -3,16 +3,26 @@
 from ophyd_async.core import DEFAULT_TIMEOUT, Device, DeviceCollector, NotConnected
 
 
-class Dummy(Device):
+class FailingDevice(Device):
     async def connect(self, sim: bool = False, timeout=DEFAULT_TIMEOUT):
         raise AttributeError()
 
 
-def test_device_collector_handles_top_level_errors(RE, caplog):
+class WorkingDevice(Device):
+    connected = False
+
+    async def connect(self, sim: bool = True, timeout=DEFAULT_TIMEOUT):
+        self.connected = True
+        return await super().connect(sim=True)
+
+    async def set(self, new_position: float): ...
+
+
+async def test_device_collector_handles_top_level_errors(caplog):
     caplog.set_level(10)
     with pytest.raises(NotConnected) as exc:
-        with DeviceCollector():
-            _ = Dummy("somename")
+        async with DeviceCollector():
+            _ = FailingDevice("somename")
 
     assert not exc.value.__cause__
 
@@ -25,3 +35,40 @@ def test_device_collector_handles_top_level_errors(RE, caplog):
 
     assert len(device_log) == 1
     device_log[0].levelname == "ERROR"
+
+
+def test_device_connector_sync_no_run_engine_raises_error():
+    with pytest.raises(NotConnected) as e:
+        with DeviceCollector():
+            working_device = WorkingDevice("somename")
+    assert e.value._errors == (
+        "Could not connect devices. Is the bluesky event loop running? See "
+        "https://blueskyproject.io/ophyd-async/main/"
+        "user/explanations/event-loop-choice.html for more info."
+    )
+    assert not working_device.connected
+
+
+def test_device_connector_sync_run_engine_created_connects(RE):
+    with DeviceCollector():
+        working_device = WorkingDevice("somename")
+
+    assert working_device.connected
+
+
+"""
+# TODO: Once passing a loop into the run-engine selector works, this should pass
+async def test_device_connector_async_run_engine_same_event_loop():
+    async with DeviceCollector(sim=True):
+        sim_motor = motor.Motor("BLxxI-MO-TABLE-01:X")
+
+    RE = RunEngine(loop=asyncio.get_running_loop())
+
+    def my_plan():
+        sim_motor.move(3.14)
+        return
+
+    RE(my_plan())
+
+    assert await sim_motor.readback.get_value() == 3.14
+"""