diff --git a/pygments/lexers/lean.py b/pygments/lexers/lean.py
index 968043c9ca..0805584baf 100644
--- a/pygments/lexers/lean.py
+++ b/pygments/lexers/lean.py
@@ -223,7 +223,7 @@ class Lean4Lexer(RegexLexer):
         ],
         'string': [
             (r'[^\\"]+', String.Double),
-            (r'\\[n"\\]', String.Escape),
+            (r'\\[n"\\\n]', String.Escape),
             ('"', String.Double, '#pop'),
         ],
     }
diff --git a/tests/examplefiles/lean4/Test.lean b/tests/examplefiles/lean4/Test.lean
index cb0b8330d9..697b2934c6 100644
--- a/tests/examplefiles/lean4/Test.lean
+++ b/tests/examplefiles/lean4/Test.lean
@@ -238,3 +238,7 @@ variable {ι A B : Type*} (𝒜 : ι → A) (ℬ : ι → B)
 
 #check `𝒜.a
 #check ``𝒜
+
+#check "\
+  This is\na \
+  wrapped string.
diff --git a/tests/examplefiles/lean4/Test.lean.output b/tests/examplefiles/lean4/Test.lean.output
index c2abb1bfb7..2b134d7c3e 100644
--- a/tests/examplefiles/lean4/Test.lean.output
+++ b/tests/examplefiles/lean4/Test.lean.output
@@ -3608,4 +3608,17 @@
 'check'       Name
 ' '           Text.Whitespace
 '``𝒜'         Literal.String.Symbol
-'\n'          Text.Whitespace
+'\n\n'        Text.Whitespace
+
+'#'           Name.Builtin.Pseudo
+'check'       Name
+' '           Text.Whitespace
+'"'           Literal.String.Double
+'\\\n'        Literal.String.Escape
+
+'  This is'   Literal.String.Double
+'\\n'         Literal.String.Escape
+'a '          Literal.String.Double
+'\\\n'        Literal.String.Escape
+
+'  wrapped string.\n' Literal.String.Double