diff --git a/src/backend/utils/adt/pg_locale.c b/src/backend/utils/adt/pg_locale.c
index 12419fc8df..9500c6b39f 100644
--- a/src/backend/utils/adt/pg_locale.c
+++ b/src/backend/utils/adt/pg_locale.c
@@ -1227,13 +1227,18 @@ lc_ctype_is_c(Oid collation)
 static void
 report_newlocale_failure(const char *localename)
 {
-	/* copy errno in case one of the ereport auxiliary functions changes it */
-	int			save_errno = errno;
+	int			save_errno;
+
+	/* On Windows, transform _create_locale() error to errno */
+#ifdef WIN32
+	_dosmaperr(GetLastError());
+#endif
 
 	/*
 	 * ENOENT means "no such locale", not "no such file", so clarify that
 	 * errno with an errdetail message.
 	 */
+	save_errno = errno;			/* auxiliary funcs might change errno */
 	ereport(ERROR,
 			(errcode(ERRCODE_INVALID_PARAMETER_VALUE),
 			 errmsg("could not create locale \"%s\": %m",
diff --git a/src/test/regress/expected/collate.out b/src/test/regress/expected/collate.out
index b0025c0a87..70866df000 100644
--- a/src/test/regress/expected/collate.out
+++ b/src/test/regress/expected/collate.out
@@ -627,6 +627,9 @@ CREATE COLLATION mycoll1 FROM "C";
 CREATE COLLATION mycoll2 ( LC_COLLATE = "POSIX", LC_CTYPE = "POSIX" );
 CREATE COLLATION mycoll3 FROM "default";  -- intentionally unsupported
 ERROR:  collation "default" cannot be copied
+CREATE COLLATION mycoll4 ( LOCALE = "no_such_locale" );  -- fail
+ERROR:  could not create locale "no_such_locale": No such file or directory
+DETAIL:  The operating system could not find any locale data for the locale name "no_such_locale".
 DROP COLLATION mycoll1;
 CREATE TABLE collate_test23 (f1 text collate mycoll2);
 DROP COLLATION mycoll2;  -- fail
diff --git a/src/test/regress/sql/collate.sql b/src/test/regress/sql/collate.sql
index 698f577490..f095ae08be 100644
--- a/src/test/regress/sql/collate.sql
+++ b/src/test/regress/sql/collate.sql
@@ -234,6 +234,7 @@ EXPLAIN (COSTS OFF)
 CREATE COLLATION mycoll1 FROM "C";
 CREATE COLLATION mycoll2 ( LC_COLLATE = "POSIX", LC_CTYPE = "POSIX" );
 CREATE COLLATION mycoll3 FROM "default";  -- intentionally unsupported
+CREATE COLLATION mycoll4 ( LOCALE = "no_such_locale" );  -- fail
 
 DROP COLLATION mycoll1;
 CREATE TABLE collate_test23 (f1 text collate mycoll2);