diff --git a/sdk/eventhub/azure-eventhubs/azure/eventhub/aio/consumer_async.py b/sdk/eventhub/azure-eventhubs/azure/eventhub/aio/consumer_async.py
index d3651a1c9d8f..3aa1a7d6bbe5 100644
--- a/sdk/eventhub/azure-eventhubs/azure/eventhub/aio/consumer_async.py
+++ b/sdk/eventhub/azure-eventhubs/azure/eventhub/aio/consumer_async.py
@@ -93,6 +93,7 @@ def __aiter__(self):
 
     async def __anext__(self):
         retried_times = 0
+        last_exception = None
         while retried_times < self._client._config.max_retries:  # pylint:disable=protected-access
             try:
                 await self._open()
@@ -108,6 +109,8 @@ async def __anext__(self):
                 await self._client._try_delay(retried_times=retried_times, last_exception=last_exception,  # pylint:disable=protected-access
                                               entity_name=self._name)
                 retried_times += 1
+        log.info("%r operation has exhausted retry. Last exception: %r.", self._name, last_exception)
+        raise last_exception
 
     def _create_handler(self):
         alt_creds = {
diff --git a/sdk/eventhub/azure-eventhubs/azure/eventhub/consumer.py b/sdk/eventhub/azure-eventhubs/azure/eventhub/consumer.py
index 0e89ba9bc55f..499c3ba5429e 100644
--- a/sdk/eventhub/azure-eventhubs/azure/eventhub/consumer.py
+++ b/sdk/eventhub/azure-eventhubs/azure/eventhub/consumer.py
@@ -89,6 +89,7 @@ def __iter__(self):
 
     def __next__(self):
         retried_times = 0
+        last_exception = None
         while retried_times < self._client._config.max_retries:  # pylint:disable=protected-access
             try:
                 self._open()
@@ -104,6 +105,8 @@ def __next__(self):
                 self._client._try_delay(retried_times=retried_times, last_exception=last_exception,  # pylint:disable=protected-access
                                         entity_name=self._name)
                 retried_times += 1
+        log.info("%r operation has exhausted retry. Last exception: %r.", self._name, last_exception)
+        raise last_exception
 
     def _create_handler(self):
         alt_creds = {