diff --git a/activerecord/lib/active_record/associations/association_proxy.rb b/activerecord/lib/active_record/associations/association_proxy.rb
index 75ec4fbb2ec0a..59f1d3b867997 100644
--- a/activerecord/lib/active_record/associations/association_proxy.rb
+++ b/activerecord/lib/active_record/associations/association_proxy.rb
@@ -207,7 +207,10 @@ def with_scope(*args, &block)
         # Forwards any missing method call to the \target.
         def method_missing(method, *args)
           if load_target
-            raise NoMethodError unless @target.respond_to?(method)
+            unless @target.respond_to?(method)
+              message = "undefined method `#{method.to_s}' for \"#{@target}\":#{@target.class.to_s}"
+              raise NoMethodError, message
+            end
 
             if block_given?
               @target.send(method, *args)  { |*block_args| yield(*block_args) }