diff --git a/dlls/wininet/urlcache.c b/dlls/wininet/urlcache.c
index 852ac87faa4..597665d23a3 100644
--- a/dlls/wininet/urlcache.c
+++ b/dlls/wininet/urlcache.c
@@ -2796,6 +2796,7 @@ INTERNETAPI HANDLE WINAPI FindFirstUrlCacheEntryW(LPCWSTR lpszUrlSearchPattern,
  LPINTERNET_CACHE_ENTRY_INFOW lpFirstCacheEntryInfo, LPDWORD lpdwFirstCacheEntryInfoBufferSize)
 {
   FIXME("(%s, %p, %p): stub\n", debugstr_w(lpszUrlSearchPattern), lpFirstCacheEntryInfo, lpdwFirstCacheEntryInfoBufferSize);
+  SetLastError(ERROR_FILE_NOT_FOUND);
   return 0;
 }