diff --git a/dlls/winhttp/session.c b/dlls/winhttp/session.c
index b54e77bc4e9..c878d68eb33 100644
--- a/dlls/winhttp/session.c
+++ b/dlls/winhttp/session.c
@@ -225,7 +225,7 @@ static BOOL session_set_option( object_header_t *hdr, DWORD option, LPVOID buffe
         return TRUE;
     default:
         FIXME("unimplemented option %u\n", option);
-        set_last_error( ERROR_INVALID_PARAMETER );
+        set_last_error( ERROR_WINHTTP_INVALID_OPTION );
         return FALSE;
     }
 }
@@ -1024,8 +1024,8 @@ static BOOL request_set_option( object_header_t *hdr, DWORD option, LPVOID buffe
         return TRUE;
     default:
         FIXME("unimplemented option %u\n", option);
-        set_last_error( ERROR_INVALID_PARAMETER );
-        return TRUE;
+        set_last_error( ERROR_WINHTTP_INVALID_OPTION );
+        return FALSE;
     }
 }
 
diff --git a/dlls/winhttp/tests/winhttp.c b/dlls/winhttp/tests/winhttp.c
index 4399cf6df4a..302974c6999 100644
--- a/dlls/winhttp/tests/winhttp.c
+++ b/dlls/winhttp/tests/winhttp.c
@@ -2267,12 +2267,36 @@ static void test_basic_request(int port, const WCHAR *verb, const WCHAR *path)
     ses = WinHttpOpen(test_useragent, WINHTTP_ACCESS_TYPE_NO_PROXY, NULL, NULL, 0);
     ok(ses != NULL, "failed to open session %u\n", GetLastError());
 
+    SetLastError(0xdeadbeef);
+    ret = WinHttpSetOption(ses, 0, buffer, sizeof(buffer));
+    ok(!ret && GetLastError() == ERROR_WINHTTP_INVALID_OPTION, "got %u\n", GetLastError());
+
+    SetLastError(0xdeadbeef);
+    ret = WinHttpQueryOption(ses, 0, buffer, &size);
+    ok(!ret && GetLastError() == ERROR_INVALID_PARAMETER, "got %u\n", GetLastError());
+
     con = WinHttpConnect(ses, localhostW, port, 0);
     ok(con != NULL, "failed to open a connection %u\n", GetLastError());
 
+    SetLastError(0xdeadbeef);
+    ret = WinHttpSetOption(con, 0, buffer, sizeof(buffer));
+    todo_wine ok(!ret && GetLastError() == ERROR_WINHTTP_INVALID_OPTION, "got %u\n", GetLastError());
+
+    SetLastError(0xdeadbeef);
+    ret = WinHttpQueryOption(con, 0, buffer, &size);
+    ok(!ret && GetLastError() == ERROR_INVALID_PARAMETER, "got %u\n", GetLastError());
+
     req = WinHttpOpenRequest(con, verb, path, NULL, NULL, NULL, 0);
     ok(req != NULL, "failed to open a request %u\n", GetLastError());
 
+    SetLastError(0xdeadbeef);
+    ret = WinHttpSetOption(req, 0, buffer, sizeof(buffer));
+    ok(!ret && GetLastError() == ERROR_WINHTTP_INVALID_OPTION, "got %u\n", GetLastError());
+
+    SetLastError(0xdeadbeef);
+    ret = WinHttpQueryOption(req, 0, buffer, &size);
+    ok(!ret && GetLastError() == ERROR_INVALID_PARAMETER, "got %u\n", GetLastError());
+
     ret = WinHttpSendRequest(req, NULL, 0, NULL, 0, 0, 0);
     ok(ret, "failed to send request %u\n", GetLastError());