diff --git a/pkg/exemplars/exemplars.go b/pkg/exemplars/exemplars.go
index fab73d48142..36b0ce9ffbf 100644
--- a/pkg/exemplars/exemplars.go
+++ b/pkg/exemplars/exemplars.go
@@ -6,6 +6,7 @@ package exemplars
 import (
 	"context"
 	"sort"
+	"sync"
 
 	"github.com/pkg/errors"
 	"github.com/prometheus/prometheus/storage"
@@ -37,10 +38,13 @@ type exemplarsServer struct {
 
 	warnings []error
 	data     []*exemplarspb.ExemplarData
+	mu       sync.Mutex
 }
 
 func (srv *exemplarsServer) Send(res *exemplarspb.ExemplarsResponse) error {
 	if res.GetWarning() != "" {
+		srv.mu.Lock()
+		defer srv.mu.Unlock()
 		srv.warnings = append(srv.warnings, errors.New(res.GetWarning()))
 		return nil
 	}
@@ -49,6 +53,8 @@ func (srv *exemplarsServer) Send(res *exemplarspb.ExemplarsResponse) error {
 		return errors.New("empty exemplars data")
 	}
 
+	srv.mu.Lock()
+	defer srv.mu.Unlock()
 	srv.data = append(srv.data, res.GetData())
 	return nil
 }
diff --git a/pkg/exemplars/proxy_test.go b/pkg/exemplars/proxy_test.go
index ba73ec89072..7a252a7d5c1 100644
--- a/pkg/exemplars/proxy_test.go
+++ b/pkg/exemplars/proxy_test.go
@@ -8,6 +8,7 @@ import (
 	"io"
 	"os"
 	"reflect"
+	"sync"
 	"testing"
 
 	"github.com/go-kit/kit/log"
@@ -17,6 +18,7 @@ import (
 	"github.com/thanos-io/thanos/pkg/store/labelpb"
 	"github.com/thanos-io/thanos/pkg/store/storepb"
 	"github.com/thanos-io/thanos/pkg/testutil"
+	"go.uber.org/atomic"
 	"google.golang.org/grpc"
 )
 
@@ -24,7 +26,7 @@ type testExemplarClient struct {
 	grpc.ClientStream
 	exemplarErr, recvErr error
 	response             *exemplarspb.ExemplarsResponse
-	sentResponse         bool
+	sentResponse         atomic.Bool
 }
 
 func (t *testExemplarClient) String() string {
@@ -37,10 +39,10 @@ func (t *testExemplarClient) Recv() (*exemplarspb.ExemplarsResponse, error) {
 		return nil, t.recvErr
 	}
 
-	if t.sentResponse {
+	if t.sentResponse.Load() {
 		return nil, io.EOF
 	}
-	t.sentResponse = true
+	t.sentResponse.Store(true)
 
 	return t.response, nil
 }
@@ -55,6 +57,7 @@ type testExemplarServer struct {
 	grpc.ServerStream
 	sendErr   error
 	responses []*exemplarspb.ExemplarsResponse
+	mu        sync.Mutex
 }
 
 func (t *testExemplarServer) String() string {
@@ -65,6 +68,8 @@ func (t *testExemplarServer) Send(response *exemplarspb.ExemplarsResponse) error
 	if t.sendErr != nil {
 		return t.sendErr
 	}
+	t.mu.Lock()
+	defer t.mu.Unlock()
 	t.responses = append(t.responses, response)
 	return nil
 }
@@ -286,3 +291,30 @@ func TestProxy(t *testing.T) {
 		})
 	}
 }
+
+// TestProxyDataRace find the concurrent data race bug ( go test -race -run TestProxyDataRace -v ).
+func TestProxyDataRace(t *testing.T) {
+	logger := log.NewLogfmtLogger(os.Stderr)
+	p := NewProxy(logger, func() []*exemplarspb.ExemplarStore {
+		es := &exemplarspb.ExemplarStore{
+			ExemplarsClient: &testExemplarClient{
+				recvErr: errors.New("err"),
+			},
+			LabelSets: []labels.Labels{labels.FromMap(map[string]string{"cluster": "A"})},
+		}
+		size := 100
+		endpoints := make([]*exemplarspb.ExemplarStore, 0, size)
+		for i := 0; i < size; i++ {
+			endpoints = append(endpoints, es)
+		}
+		return endpoints
+	}, labels.FromMap(map[string]string{"query": "foo"}))
+	req := &exemplarspb.ExemplarsRequest{
+		Query:                   `http_request_duration_bucket{query="foo"}`,
+		PartialResponseStrategy: storepb.PartialResponseStrategy_WARN,
+	}
+	s := &exemplarsServer{
+		ctx: context.Background(),
+	}
+	_ = p.Exemplars(req, s)
+}