diff --git a/doc/src/sgml/dblink.sgml b/doc/src/sgml/dblink.sgml
index 87e14ea093..97dc3b8129 100644
--- a/doc/src/sgml/dblink.sgml
+++ b/doc/src/sgml/dblink.sgml
@@ -1165,11 +1165,25 @@ dblink_error_message(text connname) returns text
    <title>Return Value</title>
 
    <para>
-    Returns last error message, or an empty string if there has been
+    Returns last error message, or <literal>OK</literal> if there has been
     no error in this connection.
    </para>
   </refsect1>
 
+  <refsect1>
+   <title>Notes</title>
+
+   <para>
+    When asynchronous queries are initiated by
+    <function>dblink_send_query</function>, the error message associated with
+    the connection might not get updated until the server's response message
+    is consumed. This typically means that <function>dblink_is_busy</function>
+    or <function>dblink_get_result</function> should be called prior to
+    <function>dblink_error_message</function>, so that any error generated by
+    the asynchronous query will be visible.
+   </para>
+  </refsect1>
+
   <refsect1>
    <title>Examples</title>