diff --git a/clang-tools-extra/clangd/Diagnostics.cpp b/clang-tools-extra/clangd/Diagnostics.cpp
--- a/clang-tools-extra/clangd/Diagnostics.cpp
+++ b/clang-tools-extra/clangd/Diagnostics.cpp
@@ -117,8 +117,8 @@
   if (D.Severity < DiagnosticsEngine::Level::Error)
     return false;
 
-  const SourceLocation &DiagLoc = Info.getLocation();
   const SourceManager &SM = Info.getSourceManager();
+  const SourceLocation &DiagLoc = SM.getExpansionLoc(Info.getLocation());
   SourceLocation IncludeInMainFile;
   auto GetIncludeLoc = [&SM](SourceLocation SLoc) {
     return SM.getIncludeLoc(SM.getFileID(SLoc));
diff --git a/clang-tools-extra/clangd/unittests/DiagnosticsTests.cpp b/clang-tools-extra/clangd/unittests/DiagnosticsTests.cpp
--- a/clang-tools-extra/clangd/unittests/DiagnosticsTests.cpp
+++ b/clang-tools-extra/clangd/unittests/DiagnosticsTests.cpp
@@ -941,7 +941,7 @@
                   WithNote(Diag(Header.range(), "error occurred here")))));
 }
 
-TEST(IgnoreDiags, FromNonWrittenSources) {
+TEST(DiagsInHeaders, FromNonWrittenSources) {
   Annotations Main(R"cpp(
     #include [["a.h"]]
     void foo() {})cpp");
@@ -951,7 +951,11 @@
   TestTU TU = TestTU::withCode(Main.code());
   TU.AdditionalFiles = {{"a.h", Header.code()}};
   TU.ExtraArgs = {"-DFOO=NOOO"};
-  EXPECT_THAT(TU.build().getDiagnostics(), UnorderedElementsAre());
+  EXPECT_THAT(TU.build().getDiagnostics(),
+              UnorderedElementsAre(AllOf(
+                  Diag(Main.range(),
+                       "in included file: use of undeclared identifier 'NOOO'"),
+                  WithNote(Diag(Header.range(), "error occurred here")))));
 }
 
 TEST(IgnoreDiags, FromNonWrittenInclude) {
@@ -963,6 +967,40 @@
   EXPECT_THAT(TU.build().getDiagnostics(), UnorderedElementsAre());
 }
 
+TEST(DiagsInHeaders, ErrorFromMacroExpansion) {
+  Annotations Main(R"cpp(
+  void bar() {
+    int fo;
+    #include [["a.h"]]
+  })cpp");
+  Annotations Header(R"cpp(
+  #define X foo
+  X;)cpp");
+  TestTU TU = TestTU::withCode(Main.code());
+  TU.AdditionalFiles = {{"a.h", Header.code()}};
+  EXPECT_THAT(TU.build().getDiagnostics(),
+              UnorderedElementsAre(
+                  Diag(Main.range(), "in included file: use of undeclared "
+                                     "identifier 'foo'; did you mean 'fo'?")));
+}
+
+TEST(DiagsInHeaders, ErrorFromMacroArgument) {
+  Annotations Main(R"cpp(
+  void bar() {
+    int fo;
+    #include [["a.h"]]
+  })cpp");
+  Annotations Header(R"cpp(
+  #define X(arg) arg
+  X(foo);)cpp");
+  TestTU TU = TestTU::withCode(Main.code());
+  TU.AdditionalFiles = {{"a.h", Header.code()}};
+  EXPECT_THAT(TU.build().getDiagnostics(),
+              UnorderedElementsAre(
+                  Diag(Main.range(), "in included file: use of undeclared "
+                                     "identifier 'foo'; did you mean 'fo'?")));
+}
+
 } // namespace
 
 } // namespace clangd