diff --git a/lib/ruby_lsp/base_server.rb b/lib/ruby_lsp/base_server.rb
index 98b26d0da..ace0addce 100644
--- a/lib/ruby_lsp/base_server.rb
+++ b/lib/ruby_lsp/base_server.rb
@@ -83,7 +83,7 @@ def start
         # The following requests need to be executed in the main thread directly to avoid concurrency issues. Everything
         # else is pushed into the incoming queue
         case method
-        when "initialize", "initialized", "rubyLsp/diagnoseState"
+        when "initialize", "initialized", "rubyLsp/diagnoseState", "$/cancelRequest"
           process_message(message)
         when "shutdown"
           @global_state.synchronize do
@@ -154,20 +154,29 @@ def fail_request_and_notify(id, message, type: Constant::MessageType::INFO)
     def new_worker
       Thread.new do
         while (message = @incoming_queue.pop)
-          id = message[:id]
-
-          # Check if the request was cancelled before trying to process it
-          @global_state.synchronize do
-            if id && @cancelled_requests.include?(id)
-              send_message(Result.new(id: id, response: nil))
-              @cancelled_requests.delete(id)
-              next
-            end
-          end
+          handle_incoming_message(message)
+        end
+      end
+    end
 
-          process_message(message)
+    #: (Hash[Symbol, untyped]) -> void
+    def handle_incoming_message(message)
+      id = message[:id]
+
+      # Check if the request was cancelled before trying to process it
+      @global_state.synchronize do
+        if id && @cancelled_requests.include?(id)
+          send_message(Error.new(
+            id: id,
+            code: Constant::ErrorCodes::REQUEST_CANCELLED,
+            message: "Request #{id} was cancelled",
+          ))
+          @cancelled_requests.delete(id)
+          return
         end
       end
+
+      process_message(message)
     end
 
     #: ((Result | Error | Notification | Request) message) -> void
diff --git a/test/server_test.rb b/test/server_test.rb
index 928371e09..8ae300cd7 100644
--- a/test/server_test.rb
+++ b/test/server_test.rb
@@ -828,7 +828,7 @@ def handle_window_show_message_response(title)
     end
   end
 
-  def test_cancelling_requests_returns_nil
+  def test_cancelling_requests_returns_expected_error_code
     uri = URI("file:///foo.rb")
 
     @server.process_message({
@@ -868,8 +868,9 @@ def test_cancelling_requests_returns_nil
     mutex.unlock
     thread.join
 
-    result = find_message(RubyLsp::Result)
-    assert_nil(result.response)
+    error = find_message(RubyLsp::Error)
+    assert_equal(RubyLsp::Constant::ErrorCodes::REQUEST_CANCELLED, error.code)
+    assert_equal("Request 1 was cancelled", error.message)
   end
 
   def test_unsaved_changes_are_indexed_when_computing_automatic_features