diff --git a/homeassistant/components/nest/climate_sdm.py b/homeassistant/components/nest/climate_sdm.py
index 8c863471a4c..cebbe67284a 100644
--- a/homeassistant/components/nest/climate_sdm.py
+++ b/homeassistant/components/nest/climate_sdm.py
@@ -304,7 +304,9 @@ class ThermostatEntity(ClimateEntity):
         high_temp = kwargs.get(ATTR_TARGET_TEMP_HIGH)
         temp = kwargs.get(ATTR_TEMPERATURE)
         if ThermostatTemperatureSetpointTrait.NAME not in self._device.traits:
-            return
+            raise HomeAssistantError(
+                f"Error setting {self.entity_id} temperature to {kwargs}: Unable to find setpoint trait."
+            )
         trait = self._device.traits[ThermostatTemperatureSetpointTrait.NAME]
         try:
             if self.preset_mode == PRESET_ECO or hvac_mode == HVACMode.HEAT_COOL:
diff --git a/tests/components/nest/test_climate_sdm.py b/tests/components/nest/test_climate_sdm.py
index 94643c792c1..0c25669963b 100644
--- a/tests/components/nest/test_climate_sdm.py
+++ b/tests/components/nest/test_climate_sdm.py
@@ -1259,8 +1259,12 @@ async def test_thermostat_missing_temperature_trait(
     assert ATTR_FAN_MODE not in thermostat.attributes
     assert ATTR_FAN_MODES not in thermostat.attributes
 
-    await common.async_set_temperature(hass, temperature=24.0)
+    with pytest.raises(HomeAssistantError) as e_info:
+        await common.async_set_temperature(hass, temperature=24.0)
     await hass.async_block_till_done()
+    assert "temperature" in str(e_info)
+    assert "climate.my_thermostat" in str(e_info)
+    assert "24.0" in str(e_info)
     assert thermostat.attributes[ATTR_TEMPERATURE] is None