diff --git a/pkg/query/api/v1.go b/pkg/query/api/v1.go
index 61c1603b577..e422bb7045e 100644
--- a/pkg/query/api/v1.go
+++ b/pkg/query/api/v1.go
@@ -173,6 +173,8 @@ func (api *API) Register(r *route.Router, tracer opentracing.Tracer, logger log.
 	r.Get("/label/:name/values", instr("label_values", api.labelValues))
 
 	r.Get("/series", instr("series", api.series))
+
+	r.Get("/labels", instr("label_names", api.labelNames))
 }
 
 type queryData struct {
@@ -611,3 +613,35 @@ func parseDuration(s string) (time.Duration, error) {
 	}
 	return 0, fmt.Errorf("cannot parse %q to a valid duration", s)
 }
+
+func (api *API) labelNames(r *http.Request) (interface{}, []error, *ApiError) {
+	ctx := r.Context()
+
+	enablePartialResponse, apiErr := api.parsePartialResponseParam(r)
+	if apiErr != nil {
+		return nil, nil, apiErr
+	}
+
+	var (
+		warnmtx  sync.Mutex
+		warnings []error
+	)
+	warningReporter := func(err error) {
+		warnmtx.Lock()
+		warnings = append(warnings, err)
+		warnmtx.Unlock()
+	}
+
+	q, err := api.queryableCreate(true, 0, enablePartialResponse, warningReporter).Querier(ctx, math.MinInt64, math.MaxInt64)
+	if err != nil {
+		return nil, nil, &ApiError{errorExec, err}
+	}
+	defer runutil.CloseWithLogOnErr(api.logger, q, "queryable labelNames")
+
+	names, err := q.LabelNames()
+	if err != nil {
+		return nil, nil, &ApiError{errorExec, err}
+	}
+
+	return names, warnings, nil
+}
diff --git a/pkg/query/querier.go b/pkg/query/querier.go
index 819ff3ac2a1..07dc3ec71b1 100644
--- a/pkg/query/querier.go
+++ b/pkg/query/querier.go
@@ -265,9 +265,20 @@ func (q *querier) LabelValues(name string) ([]string, error) {
 }
 
 // LabelNames returns all the unique label names present in the block in sorted order.
-// TODO(bwplotka): Consider adding labelNames to thanos Query API https://github.com/improbable-eng/thanos/issues/702.
 func (q *querier) LabelNames() ([]string, error) {
-	return nil, errors.New("not implemented")
+	span, ctx := tracing.StartSpan(q.ctx, "querier_label_names")
+	defer span.Finish()
+
+	resp, err := q.proxy.LabelNames(ctx, &storepb.LabelNamesRequest{PartialResponseDisabled: !q.partialResponse})
+	if err != nil {
+		return nil, errors.Wrap(err, "proxy LabelNames()")
+	}
+
+	for _, w := range resp.Warnings {
+		q.warningReporter(errors.New(w))
+	}
+
+	return resp.Names, nil
 }
 
 func (q *querier) Close() error {
diff --git a/pkg/store/bucket.go b/pkg/store/bucket.go
index 775210e3a17..7ca264e0804 100644
--- a/pkg/store/bucket.go
+++ b/pkg/store/bucket.go
@@ -804,8 +804,37 @@ func chunksSize(chks []storepb.AggrChunk) (size int) {
 }
 
 // LabelNames implements the storepb.StoreServer interface.
-func (s *BucketStore) LabelNames(context.Context, *storepb.LabelNamesRequest) (*storepb.LabelNamesResponse, error) {
-	return nil, status.Error(codes.Unimplemented, "not implemented")
+func (s *BucketStore) LabelNames(ctx context.Context, _ *storepb.LabelNamesRequest) (*storepb.LabelNamesResponse, error) {
+	g, gctx := errgroup.WithContext(ctx)
+
+	s.mtx.RLock()
+
+	var mtx sync.Mutex
+	var sets [][]string
+
+	for _, b := range s.blocks {
+		indexr := b.indexReader(gctx)
+		g.Go(func() error {
+			defer runutil.CloseWithLogOnErr(s.logger, indexr, "label names")
+
+			res := indexr.LabelNames()
+
+			mtx.Lock()
+			sets = append(sets, res)
+			mtx.Unlock()
+
+			return nil
+		})
+	}
+
+	s.mtx.RUnlock()
+
+	if err := g.Wait(); err != nil {
+		return nil, status.Error(codes.Aborted, err.Error())
+	}
+	return &storepb.LabelNamesResponse{
+		Names: strutil.MergeSlices(sets...),
+	}, nil
 }
 
 // LabelValues implements the storepb.StoreServer interface.
@@ -1537,6 +1566,15 @@ func (r *bucketIndexReader) LabelValues(name string) []string {
 	return res
 }
 
+// LabelNames returns a list of label names.
+func (r *bucketIndexReader) LabelNames() []string {
+	res := make([]string, 0, len(r.block.lvals))
+	for ln, _ := range r.block.lvals {
+		res = append(res, ln)
+	}
+	return res
+}
+
 // Close released the underlying resources of the reader.
 func (r *bucketIndexReader) Close() error {
 	r.block.pendingReaders.Done()
diff --git a/pkg/store/prometheus.go b/pkg/store/prometheus.go
index e8fd677f531..edb791e4149 100644
--- a/pkg/store/prometheus.go
+++ b/pkg/store/prometheus.go
@@ -339,7 +339,32 @@ func extendLset(lset []storepb.Label, extend labels.Labels) []storepb.Label {
 func (p *PrometheusStore) LabelNames(ctx context.Context, r *storepb.LabelNamesRequest) (
 	*storepb.LabelNamesResponse, error,
 ) {
-	return nil, status.Error(codes.Unimplemented, "not implemented")
+	u := *p.base
+	u.Path = path.Join(u.Path, "/api/v1/labels")
+
+	req, err := http.NewRequest("GET", u.String(), nil)
+	if err != nil {
+		return nil, status.Error(codes.Unknown, err.Error())
+	}
+
+	span, ctx := tracing.StartSpan(ctx, "/prom_label_names HTTP[client]")
+	defer span.Finish()
+
+	resp, err := p.client.Do(req.WithContext(ctx))
+	if err != nil {
+		return nil, status.Error(codes.Unknown, err.Error())
+	}
+	defer runutil.CloseWithLogOnErr(p.logger, resp.Body, "label names request body")
+
+	var m struct {
+		Data []string `json:"data"`
+	}
+	if err := json.NewDecoder(resp.Body).Decode(&m); err != nil {
+		return nil, status.Error(codes.Unknown, err.Error())
+	}
+	sort.Strings(m.Data)
+
+	return &storepb.LabelNamesResponse{Names: m.Data}, nil
 }
 
 // LabelValues returns all known label values for a given label name.
diff --git a/pkg/store/proxy.go b/pkg/store/proxy.go
index e9f3cfdc743..0a64813ecfb 100644
--- a/pkg/store/proxy.go
+++ b/pkg/store/proxy.go
@@ -323,7 +323,52 @@ func storeMatches(s Client, mint, maxt int64, matchers ...storepb.LabelMatcher)
 func (s *ProxyStore) LabelNames(ctx context.Context, r *storepb.LabelNamesRequest) (
 	*storepb.LabelNamesResponse, error,
 ) {
-	return nil, status.Error(codes.Unimplemented, "not implemented")
+	var (
+		warnings []string
+		names    [][]string
+		mtx      sync.Mutex
+		g, gctx  = errgroup.WithContext(ctx)
+	)
+
+	stores, err := s.stores(ctx)
+	if err != nil {
+		return nil, status.Errorf(codes.Unknown, err.Error())
+	}
+	for _, st := range stores {
+		st := st
+		g.Go(func() error {
+			resp, err := st.LabelNames(gctx, &storepb.LabelNamesRequest{
+				PartialResponseDisabled: r.PartialResponseDisabled,
+			})
+			if err != nil {
+				err = errors.Wrapf(err, "fetch label names from store %s", st)
+				if r.PartialResponseDisabled {
+					return err
+				}
+
+				mtx.Lock()
+				warnings = append(warnings, errors.Wrap(err, "fetch label names").Error())
+				mtx.Unlock()
+				return nil
+			}
+
+			mtx.Lock()
+			warnings = append(warnings, resp.Warnings...)
+			names = append(names, resp.Names)
+			mtx.Unlock()
+
+			return nil
+		})
+	}
+
+	if err := g.Wait(); err != nil {
+		return nil, err
+	}
+
+	return &storepb.LabelNamesResponse{
+		Names:    strutil.MergeUnsortedSlices(names...),
+		Warnings: warnings,
+	}, nil
 }
 
 // LabelValues returns all known label values for a given label name.
diff --git a/pkg/store/proxy_test.go b/pkg/store/proxy_test.go
index db1819cebbd..b71a06a0d19 100644
--- a/pkg/store/proxy_test.go
+++ b/pkg/store/proxy_test.go
@@ -573,6 +573,45 @@ func TestProxyStore_LabelValues(t *testing.T) {
 	testutil.Equals(t, 1, len(resp.Warnings))
 }
 
+func TestProxyStore_LabelNames(t *testing.T) {
+	defer leaktest.CheckTimeout(t, 10*time.Second)()
+
+	m1 := &mockedStoreAPI{
+		RespLabelNames: &storepb.LabelNamesResponse{
+			Names:    []string{"a", "b"},
+			Warnings: []string{"warning"},
+		},
+	}
+
+	m2 := &mockedStoreAPI{
+		RespLabelNames: &storepb.LabelNamesResponse{
+			Names: []string{"a", "c", "d"},
+		},
+	}
+
+	cls := []Client{
+		&testClient{StoreClient: m1},
+		&testClient{StoreClient: m2},
+	}
+
+	q := NewProxyStore(nil,
+		func(context.Context) ([]Client, error) { return cls, nil },
+		component.Query,
+		nil,
+	)
+
+	ctx := context.Background()
+	req := &storepb.LabelNamesRequest{
+		PartialResponseDisabled: true,
+	}
+	resp, err := q.LabelNames(ctx, req)
+	testutil.Ok(t, err)
+	testutil.Assert(t, proto.Equal(req, m1.LastLabelNamesReq), "request was not proxied properly to underlying storeAPI: %s vs %s", req, m1.LastLabelNamesReq)
+
+	testutil.Equals(t, []string{"a", "b", "c", "d"}, resp.Names)
+	testutil.Equals(t, 1, len(resp.Warnings))
+}
+
 type rawSeries struct {
 	lset    []storepb.Label
 	samples []sample
@@ -716,10 +755,12 @@ func (s *storeSeriesServer) Context() context.Context {
 type mockedStoreAPI struct {
 	RespSeries      []*storepb.SeriesResponse
 	RespLabelValues *storepb.LabelValuesResponse
+	RespLabelNames  *storepb.LabelNamesResponse
 	RespError       error
 
 	LastSeriesReq      *storepb.SeriesRequest
 	LastLabelValuesReq *storepb.LabelValuesRequest
+	LastLabelNamesReq  *storepb.LabelNamesRequest
 }
 
 func (s *mockedStoreAPI) Info(ctx context.Context, req *storepb.InfoRequest, _ ...grpc.CallOption) (*storepb.InfoResponse, error) {
@@ -733,7 +774,9 @@ func (s *mockedStoreAPI) Series(ctx context.Context, req *storepb.SeriesRequest,
 }
 
 func (s *mockedStoreAPI) LabelNames(ctx context.Context, req *storepb.LabelNamesRequest, _ ...grpc.CallOption) (*storepb.LabelNamesResponse, error) {
-	return nil, status.Error(codes.Unimplemented, "not implemented")
+	s.LastLabelNamesReq = req
+
+	return s.RespLabelNames, s.RespError
 }
 
 func (s *mockedStoreAPI) LabelValues(ctx context.Context, req *storepb.LabelValuesRequest, _ ...grpc.CallOption) (*storepb.LabelValuesResponse, error) {
diff --git a/pkg/store/tsdb.go b/pkg/store/tsdb.go
index 1a5b5f820bb..bf43d1e9756 100644
--- a/pkg/store/tsdb.go
+++ b/pkg/store/tsdb.go
@@ -165,10 +165,20 @@ func (s *TSDBStore) translateAndExtendLabels(m, extend labels.Labels) []storepb.
 }
 
 // LabelNames returns all known label names.
-func (s *TSDBStore) LabelNames(ctx context.Context, r *storepb.LabelNamesRequest) (
+func (s *TSDBStore) LabelNames(ctx context.Context, _ *storepb.LabelNamesRequest) (
 	*storepb.LabelNamesResponse, error,
 ) {
-	return nil, status.Error(codes.Unimplemented, "not implemented")
+	q, err := s.db.Querier(math.MinInt64, math.MaxInt64)
+	if err != nil {
+		return nil, status.Error(codes.Internal, err.Error())
+	}
+	defer runutil.CloseWithLogOnErr(s.logger, q, "close tsdb querier label names")
+
+	res, err := q.LabelNames()
+	if err != nil {
+		return nil, status.Error(codes.Internal, err.Error())
+	}
+	return &storepb.LabelNamesResponse{Names: res}, nil
 }
 
 // LabelValues returns all known label values for a given label name.