diff --git a/CHANGELOG.md b/CHANGELOG.md
index fbcb8c34437..adb67b33a35 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -23,6 +23,7 @@ We use *breaking :warning:* to mark changes that are not backward compatible (re
 - [#6044](https://github.com/thanos-io/thanos/pull/6044) Receive: mark ouf of window errors as conflict, if out-of-window samples ingestion is activated
 - [#6050](https://github.com/thanos-io/thanos/pull/6050) Store: Re-try bucket store initial sync upon failure.
 - [#6067](https://github.com/thanos-io/thanos/pull/6067) Receive: fixed panic when querying uninitialized TSDBs.
+- [#6082](https://github.com/thanos-io/thanos/pull/6082) Store: Don't error when no stores are matched.
 
 ### Changed
 
diff --git a/pkg/store/proxy.go b/pkg/store/proxy.go
index d969ddb64f6..d7520382022 100644
--- a/pkg/store/proxy.go
+++ b/pkg/store/proxy.go
@@ -35,6 +35,10 @@ type ctxKey int
 // StoreMatcherKey is the context key for the store's allow list.
 const StoreMatcherKey = ctxKey(0)
 
+// ErrorNoStoresMatched is returned if the query does not match any data.
+// This can happen with Query servers trees and external labels.
+var ErrorNoStoresMatched = errors.New("No StoreAPIs matched for this query")
+
 // Client holds meta information about a store.
 type Client interface {
 	// StoreClient to access the store.
@@ -278,12 +282,7 @@ func (s *ProxyStore) Series(originalRequest *storepb.SeriesRequest, srv storepb.
 	}
 
 	if len(stores) == 0 {
-		err := errors.New("No StoreAPIs matched for this query")
-		level.Debug(reqLogger).Log("err", err, "stores", strings.Join(storeDebugMsgs, ";"))
-		if sendErr := srv.Send(storepb.NewWarnSeriesResponse(err)); sendErr != nil {
-			level.Error(reqLogger).Log("err", sendErr)
-			return status.Error(codes.Unknown, errors.Wrap(sendErr, "send series response").Error())
-		}
+		level.Debug(reqLogger).Log("err", ErrorNoStoresMatched, "stores", strings.Join(storeDebugMsgs, ";"))
 		return nil
 	}
 
diff --git a/pkg/store/proxy_test.go b/pkg/store/proxy_test.go
index 7c1064233f8..eb852d67c6a 100644
--- a/pkg/store/proxy_test.go
+++ b/pkg/store/proxy_test.go
@@ -133,7 +133,7 @@ func TestProxyStore_Series(t *testing.T) {
 				MaxTime:  300,
 				Matchers: []storepb.LabelMatcher{{Name: "a", Value: "a", Type: storepb.LabelMatcher_EQ}},
 			},
-			expectedWarningsLen: 1, // No store matched for this query.
+			expectedWarningsLen: 0, // No store matched for this query.
 		},
 		{
 			title: "no storeAPI available for 301-302 time range",
@@ -153,7 +153,7 @@ func TestProxyStore_Series(t *testing.T) {
 				MaxTime:  400,
 				Matchers: []storepb.LabelMatcher{{Name: "a", Value: "a", Type: storepb.LabelMatcher_EQ}},
 			},
-			expectedWarningsLen: 1, // No store matched for this query.
+			expectedWarningsLen: 0, // No store matched for this query.
 		},
 		{
 			title: "storeAPI available for time range; no series for ext=2 external label matcher",
@@ -174,7 +174,7 @@ func TestProxyStore_Series(t *testing.T) {
 				MaxTime:  300,
 				Matchers: []storepb.LabelMatcher{{Name: "ext", Value: "2", Type: storepb.LabelMatcher_EQ}},
 			},
-			expectedWarningsLen: 1, // No store matched for this query.
+			expectedWarningsLen: 0, // No store matched for this query.
 		},
 		{
 			title: "storeAPI available for time range; available series for ext=1 external label matcher",
@@ -499,7 +499,7 @@ func TestProxyStore_Series(t *testing.T) {
 				Matchers: []storepb.LabelMatcher{{Name: "ext", Value: "1", Type: storepb.LabelMatcher_EQ}},
 			},
 			storeDebugMatchers:  [][]*labels.Matcher{{labels.MustNewMatcher(labels.MatchEqual, "__address__", "foo")}},
-			expectedWarningsLen: 1, // No stores match.
+			expectedWarningsLen: 0, // No stores match.
 		},
 		{
 			title: "sharded series response",