diff --git a/mysql-test/suite/multi_source/change_master.result b/mysql-test/suite/multi_source/change_master.result
new file mode 100644
index 0000000000000..9fd84e513647e
--- /dev/null
+++ b/mysql-test/suite/multi_source/change_master.result
@@ -0,0 +1,8 @@
+RESET MASTER;
+connect  slave,127.0.0.1,root,,,$SERVER_MYPORT_3;
+change master 'abc1' to relay_log_file='';
+ERROR HY000: Failed initializing relay log position: Could not find target log during relay log initialization
+change master 'abc1' to relay_log_file='';
+ERROR HY000: Failed initializing relay log position: Could not find target log during relay log initialization
+disconnect slave;
+connection default;
diff --git a/mysql-test/suite/multi_source/change_master.test b/mysql-test/suite/multi_source/change_master.test
new file mode 100644
index 0000000000000..08e6909694fa0
--- /dev/null
+++ b/mysql-test/suite/multi_source/change_master.test
@@ -0,0 +1,13 @@
+--source include/not_embedded.inc
+
+RESET MASTER;
+
+--connect (slave,127.0.0.1,root,,,$SERVER_MYPORT_3)
+
+--error ER_RELAY_LOG_INIT
+change master 'abc1' to relay_log_file='';
+--error ER_RELAY_LOG_INIT
+change master 'abc1' to relay_log_file='';
+--disconnect slave
+--connection default
+
diff --git a/sql/rpl_mi.cc b/sql/rpl_mi.cc
index 84c3109c13692..da192df7aa74f 100644
--- a/sql/rpl_mi.cc
+++ b/sql/rpl_mi.cc
@@ -1453,11 +1453,32 @@ bool Master_info_index::add_master_info(Master_info *mi, bool write_to_file)
    atomic
 */
 
-bool Master_info_index::remove_master_info(Master_info *mi)
+bool Master_info_index::remove_master_info(Master_info *mi, bool clear_log_files)
 {
+  char tmp_name[FN_REFLEN];
   DBUG_ENTER("remove_master_info");
   mysql_mutex_assert_owner(&LOCK_active_mi);
 
+  if (clear_log_files)
+  {
+    /* This code is only executed when change_master() failes to create a new master info */
+
+    // Delete any temporary relay log files that could have been created by change_master()
+    mi->rli.relay_log.reset_logs(current_thd, 0, (rpl_gtid*) 0, 0, 0);
+    /* Delete master-'connection'.info */
+    create_logfile_name_with_suffix(tmp_name,
+                                    sizeof(tmp_name),
+                                    master_info_file, 0,
+                                    &mi->cmp_connection_name);
+    my_delete(tmp_name, MYF(0));
+    /* Delete relay-log-'connection'.info */
+    create_logfile_name_with_suffix(tmp_name,
+                                    sizeof(tmp_name),
+                                    relay_log_info_file, 0,
+                                    &mi->cmp_connection_name);
+    my_delete(tmp_name, MYF(0));
+  }
+
   // Delete Master_info and rewrite others to file
   if (!my_hash_delete(&master_info_hash, (uchar*) mi))
   {
diff --git a/sql/rpl_mi.h b/sql/rpl_mi.h
index 0d6e959838f6a..d2232ac26643f 100644
--- a/sql/rpl_mi.h
+++ b/sql/rpl_mi.h
@@ -385,7 +385,7 @@ class Master_info_index
   bool check_duplicate_master_info(LEX_CSTRING *connection_name,
                                    const char *host, uint port);
   bool add_master_info(Master_info *mi, bool write_to_file);
-  bool remove_master_info(Master_info *mi);
+  bool remove_master_info(Master_info *mi, bool clear_log_files);
   Master_info *get_master_info(const LEX_CSTRING *connection_name,
                                Sql_condition::enum_warning_level warning);
   bool start_all_slaves(THD *thd);
diff --git a/sql/sql_parse.cc b/sql/sql_parse.cc
index d5d061b12429d..b42868e725515 100644
--- a/sql/sql_parse.cc
+++ b/sql/sql_parse.cc
@@ -4137,7 +4137,7 @@ mysql_execute_command(THD *thd, bool is_called_from_prepared_stmt)
         If new master was not added, we still need to free mi.
       */
       if (master_info_added)
-        master_info_index->remove_master_info(mi);
+        master_info_index->remove_master_info(mi, 1);
       else
         delete mi;
     }
diff --git a/sql/sql_reload.cc b/sql/sql_reload.cc
index ddada6ad89200..1dfa238de5030 100644
--- a/sql/sql_reload.cc
+++ b/sql/sql_reload.cc
@@ -403,7 +403,7 @@ bool reload_acl_and_cache(THD *thd, unsigned long long options,
        /* If not default connection and 'all' is used */
        mi->release();
        mysql_mutex_lock(&LOCK_active_mi);
-       if (master_info_index->remove_master_info(mi))
+       if (master_info_index->remove_master_info(mi, 0))
          result= 1;
        mysql_mutex_unlock(&LOCK_active_mi);
      }