diff --git a/.changeset/gentle-kangaroos-agree.md b/.changeset/gentle-kangaroos-agree.md
new file mode 100644
index 0000000000..791b313103
--- /dev/null
+++ b/.changeset/gentle-kangaroos-agree.md
@@ -0,0 +1,5 @@
+---
+"pnpm": patch
+---
+
+Fail with a meaningful error when the audit endpoint doesn't exist [#5200](https://github.com/pnpm/pnpm/issues/5200).
diff --git a/.changeset/tough-eyes-study.md b/.changeset/tough-eyes-study.md
new file mode 100644
index 0000000000..3899669c90
--- /dev/null
+++ b/.changeset/tough-eyes-study.md
@@ -0,0 +1,8 @@
+---
+"@pnpm/audit": patch
+"@pnpm/plugin-commands-audit": patch
+---
+
+- Add new Error type: AuditEndpointNotExistsError
+- On AuditUrl returns 404, AuditEndpointNotExistsError will throw
+- When audit handler catches AuditEndpointNotExistsError, the command will return to avoid execute further codes
diff --git a/packages/audit/src/index.ts b/packages/audit/src/index.ts
index bc32ed7086..603e2cb857 100644
--- a/packages/audit/src/index.ts
+++ b/packages/audit/src/index.ts
@@ -35,6 +35,11 @@ export default async function audit (
     retry: opts.retry,
     timeout: opts.timeout,
   })
+
+  if (res.status === 404) {
+    throw new AuditEndpointNotExistsError(auditUrl)
+  }
+
   if (res.status !== 200) {
     throw new PnpmError('AUDIT_BAD_RESPONSE', `The audit endpoint (at ${auditUrl}) responded with ${res.status}: ${await res.text()}`)
   }
@@ -53,3 +58,16 @@ function getAuthHeaders (
   }
   return headers
 }
+
+export class AuditEndpointNotExistsError extends PnpmError {
+  constructor (endpoint: string) {
+    const message = `The audit endpoint (at ${endpoint}) is doesn't exist.`
+    super(
+      'AUDIT_ENDPOINT_NOT_EXISTS',
+      message,
+      {
+        hint: 'This issue is probably because you are using a private npm registry and that endpoint doesn\'t have an implementation of audit.',
+      }
+    )
+  }
+}
diff --git a/packages/plugin-commands-audit/src/audit.ts b/packages/plugin-commands-audit/src/audit.ts
index 2edceaf982..48729957bc 100644
--- a/packages/plugin-commands-audit/src/audit.ts
+++ b/packages/plugin-commands-audit/src/audit.ts
@@ -171,6 +171,8 @@ export async function handler (
         output: err.message,
       }
     }
+
+    throw err
   }
   if (opts.fix) {
     const newOverrides = await fix(opts.dir, auditReport)
diff --git a/packages/plugin-commands-audit/test/index.ts b/packages/plugin-commands-audit/test/index.ts
index 1b42641008..6e27ed1c4e 100644
--- a/packages/plugin-commands-audit/test/index.ts
+++ b/packages/plugin-commands-audit/test/index.ts
@@ -1,5 +1,6 @@
 import path from 'path'
 import { audit } from '@pnpm/plugin-commands-audit'
+import { AuditEndpointNotExistsError } from '@pnpm/audit'
 import nock from 'nock'
 import stripAnsi from 'strip-ansi'
 import * as responses from './utils/responses'
@@ -154,3 +155,20 @@ test('audit sends authToken if alwaysAuth is true', async () => {
   expect(stripAnsi(output)).toBe('No known vulnerabilities found\n')
   expect(exitCode).toBe(0)
 })
+
+test('audit endpoint does not exist', async () => {
+  nock(registries.default)
+    .post('/-/npm/v1/security/audits')
+    .reply(404, {})
+
+  await expect(audit.handler({
+    dir: path.join(__dirname, 'fixtures/has-vulnerabilities'),
+    dev: true,
+    fetchRetries: 0,
+    ignoreRegistryErrors: false,
+    production: false,
+    userConfig: {},
+    rawConfig,
+    registries,
+  })).rejects.toThrow(AuditEndpointNotExistsError)
+})