diff --git a/CHANGELOG.md b/CHANGELOG.md
index 3feaebf428..db6edd97d8 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -65,6 +65,10 @@ END_UNRELEASED_TEMPLATE
   default to `true`.
 * (pypi) The data files of a wheel (bin, includes, etc) are now always included
   as a library's data dependencies.
+* (coverage) When `configure_coverage_tool = True` is set but the bundled
+  `coverage.py` wheel set has no entry for the requested python version and
+  platform, a warning is now printed instead of silently producing an empty
+  coverage report.
 
 {#v0-0-0-fixed}
 ### Fixed
diff --git a/python/private/coverage_deps.bzl b/python/private/coverage_deps.bzl
index cd813196b5..46fd51e861 100644
--- a/python/private/coverage_deps.bzl
+++ b/python/private/coverage_deps.bzl
@@ -188,7 +188,15 @@ def coverage_dep(name, python_version, platform, visibility):
     url, sha256 = _coverage_deps.get(abi, {}).get(platform, (None, ""))
 
     if url == None:
-        # Some wheels are not present for some builds, so let's silently ignore those.
+        # buildifier: disable=print
+        print((
+            "WARNING: rules_python's bundled coverage tool has no wheel for " +
+            "python_version={}, platform={}. `bazel coverage` will produce " +
+            "empty lcov for py_test targets in this configuration. Either " +
+            "pin python_version to a version in the bundled set (see " +
+            "python/private/coverage_deps.bzl), or configure coverage " +
+            "manually via py_runtime.coverage_tool. See docs/coverage.md."
+        ).format(python_version, platform))
         return None
 
     maybe(