diff --git a/sdk/core/azure-core/src/http/winhttp/win_http_transport.cpp b/sdk/core/azure-core/src/http/winhttp/win_http_transport.cpp
index 5c205d4a4..50fa62881 100644
--- a/sdk/core/azure-core/src/http/winhttp/win_http_transport.cpp
+++ b/sdk/core/azure-core/src/http/winhttp/win_http_transport.cpp
@@ -201,8 +201,29 @@ std::string GetHeadersAsString(Azure::Core::Http::Request const& request)
 void GetErrorAndThrow(const std::string& exceptionMessage)
 {
   DWORD error = GetLastError();
-  throw Azure::Core::Http::TransportException(
-      exceptionMessage + " Error Code: " + std::to_string(error) + ".");
+  std::string errorMessage = exceptionMessage + " Error Code: " + std::to_string(error);
+
+  char* errorMsg = nullptr;
+  if (FormatMessage(
+          FORMAT_MESSAGE_FROM_SYSTEM | FORMAT_MESSAGE_FROM_HMODULE | FORMAT_MESSAGE_ALLOCATE_BUFFER,
+          GetModuleHandle("winhttp.dll"),
+          error,
+          MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
+          reinterpret_cast<LPSTR>(&errorMsg),
+          0,
+          nullptr)
+      != 0)
+  {
+    // Use a unique_ptr to manage the lifetime of errorMsg.
+    std::unique_ptr<char, decltype(&LocalFree)> errorString(errorMsg, &LocalFree);
+    errorMsg = nullptr;
+
+    errorMessage += ": ";
+    errorMessage += errorString.get();
+  }
+  errorMessage += '.';
+
+  throw Azure::Core::Http::TransportException(errorMessage);
 }
 
 void WinHttpTransport::CreateSessionHandle(std::unique_ptr<_detail::HandleManager>& handleManager)