diff --git a/src/Markup/Perspex.Markup/Data/ExpressionSubject.cs b/src/Markup/Perspex.Markup/Data/ExpressionSubject.cs
index 2a94e8ef53..46df3ce490 100644
--- a/src/Markup/Perspex.Markup/Data/ExpressionSubject.cs
+++ b/src/Markup/Perspex.Markup/Data/ExpressionSubject.cs
@@ -153,7 +153,9 @@ namespace Perspex.Markup.Data
 
         private object ConvertValue(object value)
         {
-            var converted = Converter.Convert(
+            var converted = 
+                value as BindingError ??
+                Converter.Convert(
                     value,
                     _targetType,
                     ConverterParameter,
diff --git a/src/Markup/Perspex.Markup/Data/Plugins/IPropertyAccessorPlugin.cs b/src/Markup/Perspex.Markup/Data/Plugins/IPropertyAccessorPlugin.cs
index 7bbdb0ff68..8a431041d0 100644
--- a/src/Markup/Perspex.Markup/Data/Plugins/IPropertyAccessorPlugin.cs
+++ b/src/Markup/Perspex.Markup/Data/Plugins/IPropertyAccessorPlugin.cs
@@ -26,7 +26,7 @@ namespace Perspex.Markup.Data.Plugins
         /// <param name="changed">A function to call when the property changes.</param>
         /// <returns>
         /// An <see cref="IPropertyAccessor"/> interface through which future interactions with the 
-        /// property will be made, or null if the property was not found.
+        /// property will be made.
         /// </returns>
         IPropertyAccessor Start(
             WeakReference reference, 
diff --git a/src/Markup/Perspex.Markup/Data/Plugins/InpcPropertyAccessorPlugin.cs b/src/Markup/Perspex.Markup/Data/Plugins/InpcPropertyAccessorPlugin.cs
index ac38ee74f9..64421ddc57 100644
--- a/src/Markup/Perspex.Markup/Data/Plugins/InpcPropertyAccessorPlugin.cs
+++ b/src/Markup/Perspex.Markup/Data/Plugins/InpcPropertyAccessorPlugin.cs
@@ -38,7 +38,7 @@ namespace Perspex.Markup.Data.Plugins
         /// <param name="changed">A function to call when the property changes.</param>
         /// <returns>
         /// An <see cref="IPropertyAccessor"/> interface through which future interactions with the 
-        /// property will be made, or null if the property was not found.
+        /// property will be made.
         /// </returns>
         public IPropertyAccessor Start(
             WeakReference reference, 
@@ -58,14 +58,9 @@ namespace Perspex.Markup.Data.Plugins
             }
             else
             {
-                Logger.Error(
-                    LogArea.Binding,
-                    this,
-                    "Could not find CLR property {Property} on {Source}",
-                    propertyName,
-                    instance);
-
-                return null;
+                var message = $"Could not find CLR property '{propertyName}' on '{instance}'";
+                var exception = new MissingMemberException(message);
+                return new PropertyError(new BindingError(exception));
             }
         }
 
diff --git a/src/Markup/Perspex.Markup/Data/Plugins/PerspexPropertyAccessorPlugin.cs b/src/Markup/Perspex.Markup/Data/Plugins/PerspexPropertyAccessorPlugin.cs
index 4d2f6c5cb0..bc16989a7a 100644
--- a/src/Markup/Perspex.Markup/Data/Plugins/PerspexPropertyAccessorPlugin.cs
+++ b/src/Markup/Perspex.Markup/Data/Plugins/PerspexPropertyAccessorPlugin.cs
@@ -33,7 +33,7 @@ namespace Perspex.Markup.Data.Plugins
         /// <param name="changed">A function to call when the property changes.</param>
         /// <returns>
         /// An <see cref="IPropertyAccessor"/> interface through which future interactions with the 
-        /// property will be made, or null if the property was not found.
+        /// property will be made.
         /// </returns>
         public IPropertyAccessor Start(
             WeakReference reference, 
@@ -52,14 +52,14 @@ namespace Perspex.Markup.Data.Plugins
             {
                 return new Accessor(new WeakReference<PerspexObject>(o), p, changed);
             }
+            else if (instance != PerspexProperty.UnsetValue)
+            {
+                var message = $"Could not find PerspexProperty '{propertyName}' on '{instance}'";
+                var exception = new MissingMemberException(message);
+                return new PropertyError(new BindingError(exception));
+            }
             else
             {
-                Logger.Error(
-                    LogArea.Binding,
-                    this,
-                    "Could not find PerspexProperty {Property} on {Source}",
-                    propertyName,
-                    instance);
                 return null;
             }
         }
diff --git a/src/Markup/Perspex.Markup/Data/Plugins/PropertyError.cs b/src/Markup/Perspex.Markup/Data/Plugins/PropertyError.cs
new file mode 100644
index 0000000000..c147a315d5
--- /dev/null
+++ b/src/Markup/Perspex.Markup/Data/Plugins/PropertyError.cs
@@ -0,0 +1,39 @@
+using System;
+using Perspex.Data;
+
+namespace Perspex.Markup.Data.Plugins
+{
+    /// <summary>
+    /// An <see cref="IPropertyAccessor"/> that represents an error.
+    /// </summary>
+    public class PropertyError : IPropertyAccessor
+    {
+        private BindingError _error;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PropertyError"/> class.
+        /// </summary>
+        /// <param name="error">The error to report.</param>
+        public PropertyError(BindingError error)
+        {
+            _error = error;
+        }
+
+        /// <inheritdoc/>
+        public Type PropertyType => null;
+
+        /// <inheritdoc/>
+        public object Value => _error;
+
+        /// <inheritdoc/>
+        public void Dispose()
+        {
+        }
+
+        /// <inheritdoc/>
+        public bool SetValue(object value, BindingPriority priority)
+        {
+            return false;
+        }
+    }
+}
diff --git a/src/Markup/Perspex.Markup/Data/PropertyAccessorNode.cs b/src/Markup/Perspex.Markup/Data/PropertyAccessorNode.cs
index 1aa703ff8f..14883e449a 100644
--- a/src/Markup/Perspex.Markup/Data/PropertyAccessorNode.cs
+++ b/src/Markup/Perspex.Markup/Data/PropertyAccessorNode.cs
@@ -48,7 +48,7 @@ namespace Perspex.Markup.Data
         {
             var instance = reference.Target;
 
-            if (instance != null)
+            if (instance != null && instance != PerspexProperty.UnsetValue)
             {
                 var plugin = ExpressionObserver.PropertyAccessors.FirstOrDefault(x => x.Match(reference));
 
diff --git a/src/Markup/Perspex.Markup/DefaultValueConverter.cs b/src/Markup/Perspex.Markup/DefaultValueConverter.cs
index 8a24b53612..0cc5f0df8e 100644
--- a/src/Markup/Perspex.Markup/DefaultValueConverter.cs
+++ b/src/Markup/Perspex.Markup/DefaultValueConverter.cs
@@ -43,7 +43,7 @@ namespace Perspex.Markup
 
             if (value != null)
             {
-                var message = $"Could not convert {value} to {targetType}";
+                var message = $"Could not convert '{value}' to '{targetType}'";
                 return new BindingError(new InvalidCastException(message));
             }
 
diff --git a/src/Markup/Perspex.Markup/Perspex.Markup.csproj b/src/Markup/Perspex.Markup/Perspex.Markup.csproj
index f5b61e2cea..5427d97346 100644
--- a/src/Markup/Perspex.Markup/Perspex.Markup.csproj
+++ b/src/Markup/Perspex.Markup/Perspex.Markup.csproj
@@ -56,6 +56,7 @@
     <Compile Include="Data\Parsers\IdentifierParser.cs" />
     <Compile Include="Data\Parsers\ExpressionParser.cs" />
     <Compile Include="Data\Parsers\Reader.cs" />
+    <Compile Include="Data\Plugins\PropertyError.cs" />
     <Compile Include="Data\PropertyAccessorNode.cs" />
     <Compile Include="Data\ExpressionNode.cs" />
     <Compile Include="Data\ExpressionObserver.cs" />
diff --git a/tests/Perspex.Markup.UnitTests/Data/ExpressionObserverTests_Property.cs b/tests/Perspex.Markup.UnitTests/Data/ExpressionObserverTests_Property.cs
index 8586f89ab6..1a201dcd9c 100644
--- a/tests/Perspex.Markup.UnitTests/Data/ExpressionObserverTests_Property.cs
+++ b/tests/Perspex.Markup.UnitTests/Data/ExpressionObserverTests_Property.cs
@@ -7,6 +7,7 @@ using System.Reactive;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using Microsoft.Reactive.Testing;
+using Perspex.Data;
 using Perspex.Markup.Data;
 using Perspex.UnitTests;
 using Xunit;
@@ -74,13 +75,17 @@ namespace Perspex.Markup.UnitTests.Data
         }
 
         [Fact]
-        public async void Should_Not_Have_Value_For_Broken_Chain()
+        public async void Should_Return_BindingError_For_Broken_Chain()
         {
             var data = new { Foo = new { Bar = 1 } };
             var target = new ExpressionObserver(data, "Foo.Bar.Baz");
             var result = await target.Take(1);
 
-            Assert.Equal(PerspexProperty.UnsetValue, result);
+            Assert.IsType<BindingError>(result);
+
+            var error = result as BindingError;
+            Assert.IsType<MissingMemberException>(error.Exception);
+            Assert.Equal("Could not find CLR property 'Baz' on '1'", error.Exception.Message);
         }
 
         [Fact]
@@ -209,7 +214,10 @@ namespace Perspex.Markup.UnitTests.Data
             data.Next = breaking;
             data.Next = new Class2 { Bar = "baz" };
 
-            Assert.Equal(new[] { "bar", PerspexProperty.UnsetValue, "baz" }, result);
+            Assert.Equal(3, result.Count);
+            Assert.Equal("bar", result[0]);
+            Assert.IsType<BindingError>(result[1]);
+            Assert.Equal("baz", result[2]);
 
             sub.Dispose();