diff --git a/cmd/thanos/query.go b/cmd/thanos/query.go
index 349e9bf2eac..b2edceceef2 100644
--- a/cmd/thanos/query.go
+++ b/cmd/thanos/query.go
@@ -235,7 +235,7 @@ func runQuery(
 			dialOpts,
 			unhealthyStoreTimeout,
 		)
-		proxy            = store.NewProxyStore(logger, stores.Get, component.Query, selectorLset, storeResponseTimeout)
+		proxy            = store.NewProxyStore(logger, reg, stores.Get, component.Query, selectorLset, storeResponseTimeout)
 		queryableCreator = query.NewQueryableCreator(logger, proxy)
 		engine           = promql.NewEngine(
 			promql.EngineOpts{
diff --git a/pkg/store/proxy.go b/pkg/store/proxy.go
index 574c5e0e4b1..b38f2c952b0 100644
--- a/pkg/store/proxy.go
+++ b/pkg/store/proxy.go
@@ -15,6 +15,7 @@ import (
 	grpc_opentracing "github.com/grpc-ecosystem/go-grpc-middleware/tracing/opentracing"
 	"github.com/opentracing/opentracing-go"
 	"github.com/pkg/errors"
+	"github.com/prometheus/client_golang/prometheus"
 	"github.com/prometheus/prometheus/pkg/labels"
 	"github.com/thanos-io/thanos/pkg/component"
 	"github.com/thanos-io/thanos/pkg/store/storepb"
@@ -49,12 +50,34 @@ type ProxyStore struct {
 	selectorLabels labels.Labels
 
 	responseTimeout time.Duration
+	metrics         *proxyStoreMetrics
+}
+
+type proxyStoreMetrics struct {
+	emptyStreamResponses prometheus.Counter
+}
+
+func newProxyStoreMetrics(reg prometheus.Registerer) *proxyStoreMetrics {
+	var m proxyStoreMetrics
+
+	m.emptyStreamResponses = prometheus.NewCounter(prometheus.CounterOpts{
+		Name: "thanos_proxy_store_empty_stream_responses_total",
+		Help: "Total number of empty responses received.",
+	})
+
+	if reg != nil {
+		reg.MustRegister(
+			m.emptyStreamResponses,
+		)
+	}
+	return &m
 }
 
 // NewProxyStore returns a new ProxyStore that uses the given clients that implements storeAPI to fan-in all series to the client.
 // Note that there is no deduplication support. Deduplication should be done on the highest level (just before PromQL).
 func NewProxyStore(
 	logger log.Logger,
+	reg prometheus.Registerer,
 	stores func() []Client,
 	component component.StoreAPI,
 	selectorLabels labels.Labels,
@@ -64,12 +87,14 @@ func NewProxyStore(
 		logger = log.NewNopLogger()
 	}
 
+	metrics := newProxyStoreMetrics(reg)
 	s := &ProxyStore{
 		logger:          logger,
 		stores:          stores,
 		component:       component,
 		selectorLabels:  selectorLabels,
 		responseTimeout: responseTimeout,
+		metrics:         metrics,
 	}
 	return s
 }
@@ -260,7 +285,7 @@ func (s *ProxyStore) Series(r *storepb.SeriesRequest, srv storepb.Store_SeriesSe
 			// Schedule streamSeriesSet that translates gRPC streamed response
 			// into seriesSet (if series) or respCh if warnings.
 			seriesSet = append(seriesSet, startStreamSeriesSet(seriesCtx, s.logger, closeSeries,
-				wg, sc, respSender, st.String(), !r.PartialResponseDisabled, s.responseTimeout))
+				wg, sc, respSender, st.String(), !r.PartialResponseDisabled, s.responseTimeout, s.metrics.emptyStreamResponses))
 		}
 
 		level.Debug(s.logger).Log("msg", strings.Join(storeDebugMsgs, ";"))
@@ -330,6 +355,7 @@ func startStreamSeriesSet(
 	name string,
 	partialResponse bool,
 	responseTimeout time.Duration,
+	emptyStreamResponses prometheus.Counter,
 ) *streamSeriesSet {
 	s := &streamSeriesSet{
 		ctx:             ctx,
@@ -348,6 +374,12 @@ func startStreamSeriesSet(
 		defer wg.Done()
 		defer close(s.recvCh)
 
+		numResponses := 0
+		defer func() {
+			if numResponses == 0 {
+				emptyStreamResponses.Inc()
+			}
+		}()
 		for {
 			r, err := s.stream.Recv()
 
@@ -368,6 +400,8 @@ func startStreamSeriesSet(
 				return
 			}
 
+			numResponses++
+
 			if w := r.GetWarning(); w != "" {
 				s.warnCh.send(storepb.NewWarnSeriesResponse(errors.New(w)))
 				continue