diff --git a/pkg/store/multitsdb.go b/pkg/store/multitsdb.go
index 3a80907a886..847cf1721b9 100644
--- a/pkg/store/multitsdb.go
+++ b/pkg/store/multitsdb.go
@@ -5,6 +5,7 @@ package store
 
 import (
 	"context"
+	"fmt"
 	"sync"
 
 	"github.com/go-kit/kit/log"
@@ -51,10 +52,10 @@ func (s *MultiTSDBStore) Info(ctx context.Context, req *storepb.InfoRequest) (*s
 	}
 
 	infos := make([]*storepb.InfoResponse, 0, len(stores))
-	for _, store := range stores {
+	for tenant, store := range stores {
 		info, err := store.Info(ctx, req)
 		if err != nil {
-			return nil, err
+			return nil, errors.Wrapf(err, "get info for tenant %s", tenant)
 		}
 		infos = append(infos, info)
 	}
@@ -81,7 +82,7 @@ func (s *MultiTSDBStore) Info(ctx context.Context, req *storepb.InfoRequest) (*s
 	return resp, nil
 }
 
-type seriesSetServer struct {
+type tenantSeriesSetServer struct {
 	grpc.ServerStream
 
 	ctx context.Context
@@ -90,27 +91,31 @@ type seriesSetServer struct {
 	recv   chan *storepb.Series
 	cur    *storepb.Series
 
-	err error
+	err    error
+	tenant string
 }
 
-func newSeriesSetServer(
+func newTenantSeriesSetServer(
 	ctx context.Context,
+	tenant string,
 	warnCh warnSender,
-) *seriesSetServer {
-	return &seriesSetServer{
+) *tenantSeriesSetServer {
+	return &tenantSeriesSetServer{
 		ctx:    ctx,
+		tenant: tenant,
 		warnCh: warnCh,
 		recv:   make(chan *storepb.Series),
 	}
 }
 
-func (s *seriesSetServer) Context() context.Context {
+func (s *tenantSeriesSetServer) Context() context.Context {
 	return s.ctx
 }
 
-func (s *seriesSetServer) Series(store *TSDBStore, r *storepb.SeriesRequest) {
+func (s *tenantSeriesSetServer) Series(store *TSDBStore, r *storepb.SeriesRequest) {
 	err := store.Series(r, s)
 	if err != nil {
+		err = errors.Wrapf(s.err, "get series for tenant %s", s.tenant)
 		if r.PartialResponseDisabled {
 			s.err = err
 		} else {
@@ -121,7 +126,7 @@ func (s *seriesSetServer) Series(store *TSDBStore, r *storepb.SeriesRequest) {
 	close(s.recv)
 }
 
-func (s *seriesSetServer) Send(r *storepb.SeriesResponse) error {
+func (s *tenantSeriesSetServer) Send(r *storepb.SeriesResponse) error {
 	series := r.GetSeries()
 	chunks := make([]storepb.AggrChunk, len(series.Chunks))
 	copy(chunks, series.Chunks)
@@ -132,19 +137,19 @@ func (s *seriesSetServer) Send(r *storepb.SeriesResponse) error {
 	return nil
 }
 
-func (s *seriesSetServer) Next() (ok bool) {
+func (s *tenantSeriesSetServer) Next() (ok bool) {
 	s.cur, ok = <-s.recv
 	return ok
 }
 
-func (s *seriesSetServer) At() ([]storepb.Label, []storepb.AggrChunk) {
+func (s *tenantSeriesSetServer) At() ([]storepb.Label, []storepb.AggrChunk) {
 	if s.cur == nil {
 		return nil, nil
 	}
 	return s.cur.Labels, s.cur.Chunks
 }
 
-func (s *seriesSetServer) Err() error {
+func (s *tenantSeriesSetServer) Err() error {
 	return s.err
 }
 
@@ -178,12 +183,12 @@ func (s *MultiTSDBStore) Series(r *storepb.SeriesRequest, srv storepb.Store_Seri
 
 		for tenant, store := range stores {
 			store := store
-			seriesCtx, closeSeries := context.WithCancel(gctx)
+			seriesCtx, cancelSeries := context.WithCancel(gctx)
 			seriesCtx = grpc_opentracing.ClientAddContextTags(seriesCtx, opentracing.Tags{
 				"tenant": tenant,
 			})
-			defer closeSeries()
-			ss := newSeriesSetServer(seriesCtx, respSender)
+			defer cancelSeries()
+			ss := newTenantSeriesSetServer(seriesCtx, tenant, respSender)
 			wg.Add(1)
 			go func() {
 				defer wg.Done()
@@ -217,10 +222,10 @@ func (s *MultiTSDBStore) LabelNames(ctx context.Context, req *storepb.LabelNames
 	warnings := map[string]struct{}{}
 
 	stores := s.tsdbStores()
-	for _, store := range stores {
+	for tenant, store := range stores {
 		r, err := store.LabelNames(ctx, req)
 		if err != nil {
-			return nil, err
+			return nil, errors.Wrapf(err, "get label names for tenant %s", tenant)
 		}
 
 		for _, l := range r.Names {
@@ -228,7 +233,7 @@ func (s *MultiTSDBStore) LabelNames(ctx context.Context, req *storepb.LabelNames
 		}
 
 		for _, l := range r.Warnings {
-			warnings[l] = struct{}{}
+			warnings[prefixTenantWarning(tenant, l)] = struct{}{}
 		}
 	}
 
@@ -238,6 +243,10 @@ func (s *MultiTSDBStore) LabelNames(ctx context.Context, req *storepb.LabelNames
 	}, nil
 }
 
+func prefixTenantWarning(tenant, s string) string {
+	return fmt.Sprintf("[%s] %s", tenant, s)
+}
+
 func keys(m map[string]struct{}) []string {
 	res := make([]string, 0, len(m))
 	for k := range m {
@@ -253,10 +262,10 @@ func (s *MultiTSDBStore) LabelValues(ctx context.Context, req *storepb.LabelValu
 	warnings := map[string]struct{}{}
 
 	stores := s.tsdbStores()
-	for _, store := range stores {
+	for tenant, store := range stores {
 		r, err := store.LabelValues(ctx, req)
 		if err != nil {
-			return nil, err
+			return nil, errors.Wrapf(err, "get label values for tenant %s", tenant)
 		}
 
 		for _, l := range r.Values {
@@ -264,7 +273,7 @@ func (s *MultiTSDBStore) LabelValues(ctx context.Context, req *storepb.LabelValu
 		}
 
 		for _, l := range r.Warnings {
-			warnings[l] = struct{}{}
+			warnings[prefixTenantWarning(tenant, l)] = struct{}{}
 		}
 	}