diff --git a/rest_framework/relations.py b/rest_framework/relations.py
index eac9647b00..1ca1a03ec8 100644
--- a/rest_framework/relations.py
+++ b/rest_framework/relations.py
@@ -492,10 +492,19 @@ def to_internal_value(self, data):
         if not self.allow_empty and len(data) == 0:
             self.fail('empty')
 
-        return [
-            self.child_relation.to_internal_value(item)
-            for item in data
-        ]
+        if isinstance(self.child_relation, PrimaryKeyRelatedField):
+            values = list(self.child_relation.get_queryset().filter(pk__in=data))
+            missing_primary_keys = set(v.pk for v in values) - set(data)
+
+            if missing_primary_keys:
+                self.fail('missing_ids', ids_not_found=list(missing_primary_keys))
+        else:
+            values = [
+                self.child_relation.to_internal_value(item)
+                for item in data
+            ]
+
+        return values
 
     def get_attribute(self, instance):
         # Can't have any relationships if not created