diff --git a/lib/MySQL_Session.cpp b/lib/MySQL_Session.cpp
index c7b0b269a..859811541 100644
--- a/lib/MySQL_Session.cpp
+++ b/lib/MySQL_Session.cpp
@@ -1326,6 +1326,19 @@ bool MySQL_Session::handler_special_queries(PtrSize_t *pkt) {
 		l_free(pkt->size,pkt->ptr);
 		return true;
 	}
+	// 'LOAD DATA LOCAL INFILE' is unsupported. We report an specific error to inform clients about this fact. For more context see #833.
+	if ( (pkt->size >= 22 + 5) && (strncasecmp((char *)"LOAD DATA LOCAL INFILE",(char *)pkt->ptr+5, 22)==0) ) {
+		client_myds->DSS=STATE_QUERY_SENT_NET;
+		client_myds->myprot.generate_pkt_ERR(true,NULL,NULL,1,1047,(char *)"HY000",(char *)"Unsupported 'LOAD DATA LOCAL INFILE' command",true);
+		client_myds->DSS=STATE_SLEEP;
+		status=WAITING_CLIENT_DATA;
+		if (mirror==false) {
+			RequestEnd(NULL);
+		}
+		l_free(pkt->size,pkt->ptr);
+		return true;
+	}
+
 	return false;
 }
 
diff --git a/test/tap/tests/test_unsupported_queries-t.cpp b/test/tap/tests/test_unsupported_queries-t.cpp
new file mode 100644
index 000000000..3bf9dd3d7
--- /dev/null
+++ b/test/tap/tests/test_unsupported_queries-t.cpp
@@ -0,0 +1,72 @@
+/**
+ * @file test_unsupported_queries-t.cpp
+ * @brief Simple test to check that unsupported queries by ProxySQL return the expected error codes.
+ */
+
+#include <cstring>
+#include <vector>
+#include <tuple>
+#include <string>
+#include <stdio.h>
+
+#include <mysql.h>
+#include <mysql/mysqld_error.h>
+
+#include "tap.h"
+#include "command_line.h"
+#include "utils.h"
+
+/**
+ * @brief List of the pairs holding the unsupported queries to be executed by ProxySQL
+ *   together with the error code that they should return.
+ */
+std::vector<std::tuple<std::string, int, std::string>> unsupported_queries {
+	std::make_tuple<std::string, int, std::string>("LOAD DATA LOCAL INFILE", 1047, "Unsupported 'LOAD DATA LOCAL INFILE' command"),
+	std::make_tuple<std::string, int, std::string>("LOAD DATA LOCAL INFILE 'data.txt' INTO TABLE db.test_table", 1047, "Unsupported 'LOAD DATA LOCAL INFILE' command"),
+	std::make_tuple<std::string, int, std::string>("LOAD DATA LOCAL INFILE '/tmp/test.txt' INTO TABLE test IGNORE 1 LINES", 1047, "Unsupported 'LOAD DATA LOCAL INFILE' command"),
+};
+
+int main(int argc, char** argv) {
+	CommandLine cl;
+
+	// plan as many tests as queries
+	plan(unsupported_queries.size());
+
+	if (cl.getEnv()) {
+		diag("Failed to get the required environmental variables.");
+		return -1;
+	}
+
+	// perform a different connection per query
+	for (const auto& unsupported_query : unsupported_queries) {
+		MYSQL* proxysql_mysql = mysql_init(NULL);
+
+		// extract the tuple elements
+		const std::string query = std::get<0>(unsupported_query);
+		const int exp_err_code = std::get<1>(unsupported_query);
+		const std::string exp_err_msg = std::get<2>(unsupported_query);
+
+		if (!mysql_real_connect(proxysql_mysql, cl.host, cl.username, cl.password, NULL, cl.port, NULL, 0)) {
+			fprintf(stderr, "File %s, line %d, Error: %s\n", __FILE__, __LINE__, mysql_error(proxysql_mysql));
+			return -1;
+		}
+
+		int query_err = mysql_query(proxysql_mysql, query.c_str());
+		int m_errno = mysql_errno(proxysql_mysql);
+		const char* m_error = mysql_error(proxysql_mysql);
+
+		ok(
+			query_err && ( m_errno == exp_err_code ) && ( exp_err_msg == std::string { m_error } ),
+			"Unsupported query '%s' should fail. Error code: (Expected: '%d' == Actual:'%d'), Error msg: (Expected: '%s' == Actual:'%s')",
+			query.c_str(),
+			exp_err_code,
+			m_errno,
+			exp_err_msg.c_str(),
+			m_error
+		);
+
+		mysql_close(proxysql_mysql);
+	}
+
+	return exit_status();
+}