diff --git a/injectproxy/routes.go b/injectproxy/routes.go
index 6d1ef38e..4a6789d0 100644
--- a/injectproxy/routes.go
+++ b/injectproxy/routes.go
@@ -19,6 +19,7 @@ import (
 	"errors"
 	"fmt"
 	"io"
+	"log"
 	"net/http"
 	"net/http/httputil"
 	"net/url"
@@ -48,6 +49,8 @@ type routes struct {
 	modifiers      map[string]func(*http.Response) error
 	errorOnReplace bool
 	regexMatch     bool
+
+	logger *log.Logger
 }
 
 type options struct {
@@ -297,6 +300,7 @@ func NewRoutes(upstream *url.URL, label string, extractLabeler ExtractLabeler, o
 		el:             extractLabeler,
 		errorOnReplace: opt.errorOnReplace,
 		regexMatch:     opt.regexMatch,
+		logger:         log.Default(),
 	}
 	mux := newStrictMux(newInstrumentedMux(http.NewServeMux(), opt.registerer))
 
@@ -378,10 +382,10 @@ func NewRoutes(upstream *url.URL, label string, extractLabeler ExtractLabeler, o
 		"/api/v1/rules":  modifyAPIResponse(r.filterRules),
 		"/api/v1/alerts": modifyAPIResponse(r.filterAlerts),
 	}
-	//FIXME: when ModifyResponse returns an error, the default ErrorHandler is
-	//called which returns 502 Bad Gateway. It'd be more appropriate to treat
-	//the error and return 400 in case of bad input for instance.
 	proxy.ModifyResponse = r.ModifyResponse
+	proxy.ErrorHandler = r.errorHandler
+	proxy.ErrorLog = log.Default()
+
 	return r, nil
 }
 
@@ -395,9 +399,19 @@ func (r *routes) ModifyResponse(resp *http.Response) error {
 		// Return the server's response unmodified.
 		return nil
 	}
+
 	return m(resp)
 }
 
+func (r *routes) errorHandler(rw http.ResponseWriter, _ *http.Request, err error) {
+	r.logger.Printf("http: proxy error: %v", err)
+	if errors.Is(err, errModifyResponseFailed) {
+		rw.WriteHeader(http.StatusBadRequest)
+	}
+
+	rw.WriteHeader(http.StatusBadGateway)
+}
+
 func enforceMethods(h http.HandlerFunc, methods ...string) http.HandlerFunc {
 	return func(w http.ResponseWriter, req *http.Request) {
 		for _, m := range methods {
diff --git a/injectproxy/rules.go b/injectproxy/rules.go
index ef93cb96..7b39ecf5 100644
--- a/injectproxy/rules.go
+++ b/injectproxy/rules.go
@@ -17,6 +17,7 @@ import (
 	"bytes"
 	"compress/gzip"
 	"encoding/json"
+	"errors"
 	"fmt"
 	"io"
 	"net/http"
@@ -166,6 +167,10 @@ type alert struct {
 	Value           string        `json:"value"`
 }
 
+// errModifyResponseFailed is returned when the proxy failed to modify the
+// response from the backend.
+var errModifyResponseFailed = errors.New("failed to process the API response")
+
 // modifyAPIResponse unwraps the Prometheus API response, passes the enforced
 // label value and the response to the given function and finally replaces the
 // result in the response.
@@ -178,23 +183,24 @@ func modifyAPIResponse(f func([]string, *apiResponse) (interface{}, error)) func
 
 		apir, err := getAPIResponse(resp)
 		if err != nil {
-			return fmt.Errorf("can't decode API response: %w", err)
+			return fmt.Errorf("can't decode the response: %w", err)
 		}
 
 		v, err := f(MustLabelValues(resp.Request.Context()), apir)
 		if err != nil {
-			return err
+			return fmt.Errorf("%w: %w", errModifyResponseFailed, err)
 		}
 
 		b, err := json.Marshal(v)
 		if err != nil {
-			return fmt.Errorf("can't replace data: %w", err)
+			return fmt.Errorf("can't encode the data: %w", err)
 		}
+
 		apir.Data = json.RawMessage(b)
 
 		var buf bytes.Buffer
 		if err = json.NewEncoder(&buf).Encode(apir); err != nil {
-			return fmt.Errorf("can't encode API response: %w", err)
+			return fmt.Errorf("can't encode the response: %w", err)
 		}
 		resp.Body = io.NopCloser(&buf)
 		resp.Header["Content-Length"] = []string{fmt.Sprint(buf.Len())}
diff --git a/injectproxy/rules_test.go b/injectproxy/rules_test.go
index 421d278d..a0b7f9e0 100644
--- a/injectproxy/rules_test.go
+++ b/injectproxy/rules_test.go
@@ -469,7 +469,7 @@ func TestRules(t *testing.T) {
 			upstream: validRules(),
 			opts:     []Option{WithRegexMatch()},
 
-			expCode: http.StatusBadGateway,
+			expCode: http.StatusBadRequest,
 			golden:  "rules_invalid_upstream_response.golden",
 		},
 	} {
@@ -513,7 +513,10 @@ func TestRules(t *testing.T) {
 				t.Fatalf("expected status code %d, got %d", tc.expCode, resp.StatusCode)
 			}
 
-			body, _ := io.ReadAll(resp.Body)
+			body, err := io.ReadAll(resp.Body)
+			if err != nil {
+				t.Fatalf("expected no error, got %s", err)
+			}
 			if resp.StatusCode != http.StatusOK {
 				golden.Assert(t, string(body), tc.golden)
 				return
@@ -613,7 +616,7 @@ func TestAlerts(t *testing.T) {
 			upstream: validAlerts(),
 			opts:     []Option{WithRegexMatch()},
 
-			expCode: http.StatusBadGateway,
+			expCode: http.StatusBadRequest,
 			golden:  "alerts_invalid_upstream_response.golden",
 		},
 	} {
@@ -650,7 +653,10 @@ func TestAlerts(t *testing.T) {
 				t.Fatalf("expected status code %d, got %d", tc.expCode, resp.StatusCode)
 			}
 
-			body, _ := io.ReadAll(resp.Body)
+			body, err := io.ReadAll(resp.Body)
+			if err != nil {
+				t.Fatalf("expected no error, got %s", err)
+			}
 			if resp.StatusCode != http.StatusOK {
 				golden.Assert(t, string(body), tc.golden)
 				return