diff --git a/changelog/1113.misc.md b/changelog/1113.misc.md
new file mode 100644
index 00000000..2df4ed79
--- /dev/null
+++ b/changelog/1113.misc.md
@@ -0,0 +1,3 @@
+- Changed log message level from `error` to `debug`.
+- Rephrased the log message to precisely describe that the request is being retried if the domain context is missing.
+- Referenced this behavior in the documentation.
\ No newline at end of file
diff --git a/rasa_sdk/endpoint.py b/rasa_sdk/endpoint.py
index 0a032604..46b97862 100644
--- a/rasa_sdk/endpoint.py
+++ b/rasa_sdk/endpoint.py
@@ -158,7 +158,7 @@ async def webhook(request: Request) -> HTTPResponse:
                 body = {"error": e.message, "action_name": e.action_name}
                 return response.json(body, status=404)
             except ActionMissingDomainException as e:
-                logger.error(e)
+                logger.debug(e)
                 body = {"error": e.message, "action_name": e.action_name}
                 return response.json(body, status=449)
 
diff --git a/rasa_sdk/interfaces.py b/rasa_sdk/interfaces.py
index 21791f41..21d20116 100644
--- a/rasa_sdk/interfaces.py
+++ b/rasa_sdk/interfaces.py
@@ -386,7 +386,12 @@ class ActionMissingDomainException(Exception):
 
     def __init__(self, action_name: Text, message: Optional[Text] = None) -> None:
         self.action_name = action_name
-        self.message = message or "Domain context is missing."
+        self.message = (
+            message
+            or "Missing domain context, assistant will retry the request and include "
+            "the domain in the request payload. For more information please see "
+            "https://rasa.com/docs/rasa-pro/action-server/"
+        )
 
     def __str__(self) -> Text:
         return self.message