diff --git a/autoapi/documenters.py b/autoapi/documenters.py
index 8464e91a..e2687832 100644
--- a/autoapi/documenters.py
+++ b/autoapi/documenters.py
@@ -1,5 +1,7 @@
 import re
 
+import sphinx.util.logging
+
 from sphinx.ext import autodoc
 
 from ._objects import (
@@ -13,6 +15,9 @@
 )
 
 
+LOGGER = sphinx.util.logging.getLogger(__name__)
+
+
 class AutoapiDocumenter(autodoc.Documenter):
     def get_attr(self, obj, name, *defargs):
         attrgetters = self.env.app.registry.autodoc_attrgettrs
@@ -33,7 +38,14 @@ def get_attr(self, obj, name, *defargs):
 
         raise AttributeError(name)
 
-    def import_object(self):
+    def import_object(self) -> bool:
+        """Imports and sets the object to be documented.
+
+        The object is searched in the autoapi_objects dict based on the fullname attribute of the documenter.
+
+        Returns:
+            bool: True if the object was successfully imported and set, False otherwise.
+        """
         max_splits = self.fullname.count(".")
         for num_splits in range(max_splits, -1, -1):
             path_stack = list(reversed(self.fullname.rsplit(".", num_splits)))
@@ -50,6 +62,14 @@ def import_object(self):
                 self._method_parent = parent
                 return True
 
+        # If we get here, the object was not found. Emit a warning as autodoc does.
+        LOGGER.warning(
+            "Failed to import %s '%s'",
+            self.directivetype,
+            self.fullname,
+            type="autoapi",
+            subtype="import"
+        )
         return False
 
     def get_real_modname(self):
diff --git a/docs/changes/419.feature.rst b/docs/changes/419.feature.rst
new file mode 100644
index 00000000..1e1fec01
--- /dev/null
+++ b/docs/changes/419.feature.rst
@@ -0,0 +1 @@
+Add warning message for missing objects
diff --git a/tests/python/pymissing_import/conf.py b/tests/python/pymissing_import/conf.py
new file mode 100644
index 00000000..1c8c118a
--- /dev/null
+++ b/tests/python/pymissing_import/conf.py
@@ -0,0 +1,15 @@
+templates_path = ["_templates"]
+source_suffix = ".rst"
+master_doc = "index"
+project = "pymissing_import"
+author = "Arwed Starke"
+version = "0.1"
+release = "0.1"
+language = "en"
+exclude_patterns = ["_build"]
+pygments_style = "sphinx"
+html_theme = "alabaster"
+extensions = ["sphinx.ext.autodoc", "autoapi.extension"]
+autoapi_dirs = ["example"]
+autoapi_python_class_content = "both"
+autoapi_generate_api_docs = False
diff --git a/tests/python/pymissing_import/example/example.py b/tests/python/pymissing_import/example/example.py
new file mode 100644
index 00000000..b915cf6e
--- /dev/null
+++ b/tests/python/pymissing_import/example/example.py
@@ -0,0 +1,201 @@
+"""Example module
+
+This is a description
+"""
+
+from dataclasses import dataclass
+from functools import cached_property
+
+A_TUPLE = ("a", "b")
+"""A tuple to be rendered as a tuple."""
+A_LIST = ["c", "d"]
+"""A list to be rendered as a list."""
+
+
+class Foo:
+    """Can we parse arguments from the class docstring?
+
+    :param attr: Set an attribute.
+    :type attr: str
+    """
+
+    class_var = 42  #: Class var docstring
+
+    another_class_var = 42
+    """Another class var docstring"""
+
+    class Meta:
+        """A nested class just to test things out"""
+
+        @classmethod
+        def foo():
+            """The foo class method"""
+            return True
+
+    def __init__(self, attr):
+        """Constructor docstring"""
+        self.attr = attr
+        self.attr2 = attr
+        """This is the docstring of an instance attribute.
+
+        :type: str
+        """
+
+    @property
+    def attr(self):
+        return 5
+
+    @attr.setter
+    def attr(self, value):
+        pass
+
+    @property
+    def property_simple(self) -> int:
+        """This property should parse okay."""
+        return 42
+
+    @cached_property
+    def my_cached_property(self) -> int:
+        """This cached property should be a property."""
+        return 42
+
+    def method_okay(self, foo=None, bar=None):
+        """This method should parse okay"""
+        return True
+
+    def method_multiline(self, foo=None, bar=None, baz=None):
+        """This is on multiple lines, but should parse okay too
+
+        pydocstyle gives us lines of source. Test if this means that multiline
+        definitions are covered in the way we're anticipating here
+        """
+        return True
+
+    def method_tricky(self, foo=None, bar=dict(foo=1, bar=2)):
+        """This will likely fail our argument testing
+
+        We parse naively on commas, so the nested dictionary will throw this off
+        """
+        return True
+
+    def method_sphinx_docs(self, foo, bar=0):
+        """This method is documented with sphinx style docstrings.
+
+        :param foo: The first argument.
+        :type foo: int
+
+        :param int bar: The second argument.
+
+        :returns: The sum of foo and bar.
+        :rtype: int
+        """
+        return foo + bar
+
+    def method_google_docs(self, foo, bar=0):
+        """This method is documented with google style docstrings.
+
+        Args:
+            foo (int): The first argument.
+            bar (int): The second argument.
+
+        Returns:
+            int: The sum of foo and bar.
+        """
+        return foo + bar
+
+    def method_sphinx_unicode(self):
+        """This docstring uses unicodé.
+
+        :returns: A string.
+        :rtype: str
+        """
+        return "sphinx"
+
+    def method_google_unicode(self):
+        """This docstring uses unicodé.
+
+        Returns:
+            str: A string.
+        """
+        return "google"
+
+
+Foo.bar = "dinglebop"
+
+
+def decorator_okay(func):
+    """This decorator should parse okay."""
+
+    def wrapper(*args, **kwargs):
+        return func(*args, **kwargs)
+
+    return wrapper
+
+
+class Bar(Foo):
+    def method_okay(self, foo=None, bar=None):
+        pass
+
+
+class ClassWithNoInit:
+    pass
+
+
+class One:
+    """One."""
+
+    def __init__(self):
+        """One __init__."""
+        super().__init__()
+
+
+class MultilineOne(One):
+    """This is a naughty summary line
+    that exists on two lines."""
+
+
+class Two(One):
+    """Two."""
+
+
+class Three:
+    __init__ = Two.__init__
+
+
+def fn_with_long_sig(
+    this,
+    *,
+    function=None,
+    has=True,
+    quite=True,
+    a,
+    long,
+    signature,
+    many,
+    keyword,
+    arguments,
+):
+    """A function with a long signature."""
+
+
+TYPED_DATA: int = 1
+"""This is TYPED_DATA."""
+
+
+@dataclass
+class TypedAttrs:
+    one: str
+    """This is TypedAttrs.one."""
+    two: int = 1
+    """This is TypedAttrs.two."""
+
+
+class TypedClassInit:
+    """This is TypedClassInit."""
+
+    def __init__(self, one: int = 1) -> None:
+        self._one = one
+
+    def typed_method(self, two: int) -> int:
+        """This is TypedClassInit.typed_method."""
+        return self._one + two
diff --git a/tests/python/pymissing_import/index.rst b/tests/python/pymissing_import/index.rst
new file mode 100644
index 00000000..cfaf4763
--- /dev/null
+++ b/tests/python/pymissing_import/index.rst
@@ -0,0 +1,20 @@
+.. pyexample documentation master file, created by
+   sphinx-quickstart on Fri May 29 13:34:37 2015.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+Welcome to pyexample's documentation!
+=====================================
+
+.. toctree::
+   :glob:
+
+   manualapi
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`
diff --git a/tests/python/pymissing_import/manualapi.rst b/tests/python/pymissing_import/manualapi.rst
new file mode 100644
index 00000000..b3320865
--- /dev/null
+++ b/tests/python/pymissing_import/manualapi.rst
@@ -0,0 +1,9 @@
+Autodoc Directives
+==================
+
+.. autoapimodule:: example
+    :members:
+
+
+.. autoapimodule:: nonexisting_module
+    :members:
diff --git a/tests/python/test_pyintegration.py b/tests/python/test_pyintegration.py
index b589d6a8..77caf265 100644
--- a/tests/python/test_pyintegration.py
+++ b/tests/python/test_pyintegration.py
@@ -1329,6 +1329,21 @@ def test_nothing_to_render_raises_warning(builder, caplog):
     )
 
 
+def test_missing_object_raises_warning(builder, caplog):
+    caplog.set_level(logging.WARNING, logger="autoapi._mapper")
+    if sphinx_version >= (8, 1):
+        status = builder("pymissing_import", warningiserror=True)
+        assert status
+    else:
+        with pytest.raises(sphinx.errors.SphinxWarning):
+            builder("pymissing_import", warningiserror=True)
+
+    assert any(
+        "Failed to import module 'nonexisting_module'" in record.message
+        for record in caplog.records
+    )
+
+
 class TestStdLib:
     """Check that modules with standard library names are still documented."""