diff --git a/errortypes/code.go b/errortypes/code.go
index 2e20f8ff9..07b472772 100644
--- a/errortypes/code.go
+++ b/errortypes/code.go
@@ -40,6 +40,7 @@ const (
 	InvalidUserUIDsWarningCode
 	TooLongTargetingPrefixWarningCode
 	TooShortTargetingPrefixWarningCode
+	BidderBlockedByPrivacySettings
 )
 
 // Coder provides an error or warning code with severity.
diff --git a/exchange/utils.go b/exchange/utils.go
index 3b88f3d86..7efd72515 100644
--- a/exchange/utils.go
+++ b/exchange/utils.go
@@ -190,6 +190,10 @@ func (rs *requestSplitter) cleanOpenRTBRequests(ctx context.Context,
 
 		// privacy blocking
 		if rs.isBidderBlockedByPrivacy(reqWrapperCopy, auctionReq.Activities, auctionPermissions, coreBidder, openrtb_ext.BidderName(bidder)) {
+			errs = append(errs, &errortypes.Warning{
+				Message:     fmt.Sprintf("bidder %q blocked by privacy settings", coreBidder),
+				WarningCode: errortypes.BidderBlockedByPrivacySettings,
+			})
 			continue
 		}
 
diff --git a/exchange/utils_test.go b/exchange/utils_test.go
index 992099265..86c8ca158 100644
--- a/exchange/utils_test.go
+++ b/exchange/utils_test.go
@@ -2456,6 +2456,7 @@ func TestCleanOpenRTBRequestsGDPRBlockBidRequest(t *testing.T) {
 		gdprAllowedBidders     []openrtb_ext.BidderName
 		expectedBidders        []openrtb_ext.BidderName
 		expectedBlockedBidders []openrtb_ext.BidderName
+		expectedErrors         []error
 	}{
 		{
 			description:            "gdpr enforced, one request allowed and one request blocked",
@@ -2463,6 +2464,10 @@ func TestCleanOpenRTBRequestsGDPRBlockBidRequest(t *testing.T) {
 			gdprAllowedBidders:     []openrtb_ext.BidderName{openrtb_ext.BidderAppnexus},
 			expectedBidders:        []openrtb_ext.BidderName{openrtb_ext.BidderAppnexus},
 			expectedBlockedBidders: []openrtb_ext.BidderName{openrtb_ext.BidderRubicon},
+			expectedErrors: []error{&errortypes.Warning{
+				Message:     `bidder "rubicon" blocked by privacy settings`,
+				WarningCode: errortypes.BidderBlockedByPrivacySettings,
+			}},
 		},
 		{
 			description:            "gdpr enforced, two requests allowed and no requests blocked",
@@ -2531,7 +2536,7 @@ func TestCleanOpenRTBRequestsGDPRBlockBidRequest(t *testing.T) {
 			bidders = append(bidders, req.BidderName)
 		}
 
-		assert.Empty(t, errs, test.description)
+		assert.Equal(t, test.expectedErrors, errs, test.description)
 		assert.ElementsMatch(t, bidders, test.expectedBidders, test.description)
 
 		for _, blockedBidder := range test.expectedBlockedBidders {
@@ -5124,6 +5129,7 @@ func TestCleanOpenRTBRequestsActivities(t *testing.T) {
 		expectedDevice    openrtb2.Device
 		expectedSource    openrtb2.Source
 		expectedImpExt    json.RawMessage
+		expectedErrors    []error
 	}{
 		{
 			name:              "fetch_bids_request_with_one_bidder_allowed",
@@ -5143,6 +5149,10 @@ func TestCleanOpenRTBRequestsActivities(t *testing.T) {
 			expectedUser:      expectedUserDefault,
 			expectedDevice:    expectedDeviceDefault,
 			expectedSource:    expectedSourceDefault,
+			expectedErrors: []error{&errortypes.Warning{
+				Message:     `bidder "appnexus" blocked by privacy settings`,
+				WarningCode: errortypes.BidderBlockedByPrivacySettings,
+			}},
 		},
 		{
 			name:              "transmit_ufpd_allowed",
@@ -5287,7 +5297,7 @@ func TestCleanOpenRTBRequestsActivities(t *testing.T) {
 			}
 
 			bidderRequests, _, errs := reqSplitter.cleanOpenRTBRequests(context.Background(), auctionReq, nil, map[string]float64{})
-			assert.Empty(t, errs)
+			assert.Equal(t, test.expectedErrors, errs)
 			assert.Len(t, bidderRequests, test.expectedReqNumber)
 
 			if test.expectedReqNumber == 1 {