diff --git a/CHANGELOG.md b/CHANGELOG.md
index 2e9afc75a238..a1c5819012b6 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -72,6 +72,7 @@ Ref: https://keepachangelog.com/en/1.0.0/
 
 ### Improvements
 
+* [#14692](https://github.com/cosmos/cosmos-sdk/pull/14692) Improve RPC queries error message when app is at height 0.
 * [#14609](https://github.com/cosmos/cosmos-sdk/pull/14609) Add RetryForBlocks method to use in tests that require waiting for a transaction to be included in a block.
 * [#14017](https://github.com/cosmos/cosmos-sdk/pull/14017) Simplify ADR-028 and `address.Module`.
     * This updates the [ADR-028](https://docs.cosmos.network/main/architecture/adr-028-public-key-addresses) and enhance the `address.Module` API to support module addresses and sub-module addresses in a backward compatible way.
diff --git a/baseapp/abci.go b/baseapp/abci.go
index 71e1582ee419..d6e5e7233d99 100644
--- a/baseapp/abci.go
+++ b/baseapp/abci.go
@@ -722,6 +722,10 @@ func (app *BaseApp) CreateQueryContext(height int64, prove bool) (sdk.Context, e
 	}
 
 	lastBlockHeight := qms.LatestVersion()
+	if lastBlockHeight == 0 {
+		return sdk.Context{}, sdkerrors.Wrapf(sdkerrors.ErrInvalidHeight, "%s is not ready; please wait for first block", app.Name())
+	}
+
 	if height > lastBlockHeight {
 		return sdk.Context{},
 			sdkerrors.Wrap(
@@ -753,9 +757,9 @@ func (app *BaseApp) CreateQueryContext(height int64, prove bool) (sdk.Context, e
 	}
 
 	// branch the commit-multistore for safety
-	ctx := sdk.NewContext(
-		cacheMS, app.checkState.ctx.BlockHeader(), true, app.logger,
-	).WithMinGasPrices(app.minGasPrices).WithBlockHeight(height)
+	ctx := sdk.NewContext(cacheMS, app.checkState.ctx.BlockHeader(), true, app.logger).
+		WithMinGasPrices(app.minGasPrices).
+		WithBlockHeight(height)
 
 	return ctx, nil
 }
diff --git a/baseapp/abci_test.go b/baseapp/abci_test.go
index bd81ea41e1af..b775dc1daf37 100644
--- a/baseapp/abci_test.go
+++ b/baseapp/abci_test.go
@@ -181,20 +181,27 @@ func TestABCI_GRPCQuery(t *testing.T) {
 		ConsensusParams: &tmproto.ConsensusParams{},
 	})
 
-	header := tmproto.Header{Height: suite.baseApp.LastBlockHeight() + 1}
-	suite.baseApp.BeginBlock(abci.RequestBeginBlock{Header: header})
-	suite.baseApp.Commit()
-
 	req := testdata.SayHelloRequest{Name: "foo"}
 	reqBz, err := req.Marshal()
 	require.NoError(t, err)
 
+	resQuery := suite.baseApp.Query(abci.RequestQuery{
+		Data: reqBz,
+		Path: "/testdata.Query/SayHello",
+	})
+	require.Equal(t, sdkerrors.ErrInvalidHeight.ABCICode(), resQuery.Code, resQuery)
+	require.Contains(t, resQuery.Log, "TestABCI_GRPCQuery is not ready; please wait for first block")
+
+	header := tmproto.Header{Height: suite.baseApp.LastBlockHeight() + 1}
+	suite.baseApp.BeginBlock(abci.RequestBeginBlock{Header: header})
+	suite.baseApp.Commit()
+
 	reqQuery := abci.RequestQuery{
 		Data: reqBz,
 		Path: "/testdata.Query/SayHello",
 	}
 
-	resQuery := suite.baseApp.Query(reqQuery)
+	resQuery = suite.baseApp.Query(reqQuery)
 	require.Equal(t, abci.CodeTypeOK, resQuery.Code, resQuery)
 
 	var res testdata.SayHelloResponse