diff --git a/llvm/lib/Target/AMDGPU/SIFrameLowering.h b/llvm/lib/Target/AMDGPU/SIFrameLowering.h
--- a/llvm/lib/Target/AMDGPU/SIFrameLowering.h
+++ b/llvm/lib/Target/AMDGPU/SIFrameLowering.h
@@ -73,6 +73,10 @@
 
 public:
   bool hasFP(const MachineFunction &MF) const override;
+
+  /// Create a CFI index for CFIInst and build a MachineInstr around it.
+  void buildCFI(MachineBasicBlock &MBB, MachineBasicBlock::iterator MBBI,
+                const DebugLoc &DL, const MCCFIInstruction &CFIInst) const;
 };
 
 } // end namespace llvm
diff --git a/llvm/lib/Target/AMDGPU/SIFrameLowering.cpp b/llvm/lib/Target/AMDGPU/SIFrameLowering.cpp
--- a/llvm/lib/Target/AMDGPU/SIFrameLowering.cpp
+++ b/llvm/lib/Target/AMDGPU/SIFrameLowering.cpp
@@ -17,7 +17,9 @@
 #include "llvm/CodeGen/MachineFrameInfo.h"
 #include "llvm/CodeGen/MachineFunction.h"
 #include "llvm/CodeGen/MachineInstrBuilder.h"
+#include "llvm/CodeGen/MachineModuleInfo.h"
 #include "llvm/CodeGen/RegisterScavenging.h"
+#include "llvm/MC/MCDwarf.h"
 
 using namespace llvm;
 
@@ -332,6 +334,7 @@
   const SIInstrInfo *TII = ST.getInstrInfo();
   MachineRegisterInfo &MRI = MF.getRegInfo();
   const Function &F = MF.getFunction();
+  const MCRegisterInfo *MCRI = MF.getMMI().getContext().getRegisterInfo();
 
   assert(MFI->isEntryFunction());
 
@@ -379,6 +382,24 @@
   DebugLoc DL;
   MachineBasicBlock::iterator I = MBB.begin();
 
+  // On entry the SP/FP are not set up, so we need to define the CFA in terms
+  // of a literal location expression.
+  static const char CFAEncodedInst[] = {
+      dwarf::DW_CFA_def_cfa_expression,
+      3, // length
+      static_cast<char>(dwarf::DW_OP_lit0),
+      static_cast<char>(
+          dwarf::DW_OP_lit6), // DW_ASPACE_AMDGPU_private_wave FIXME:
+                              // should be defined elsewhere
+      static_cast<char>(dwarf::DW_OP_LLVM_form_aspace_address)};
+  buildCFI(MBB, I, DL,
+           MCCFIInstruction::createEscape(
+               nullptr, StringRef(CFAEncodedInst, sizeof(CFAEncodedInst))));
+  // Unwinding halts when the return address (PC) is undefined.
+  buildCFI(MBB, I, DL,
+           MCCFIInstruction::createUndefined(
+               nullptr, MCRI->getDwarfRegNum(AMDGPU::PC_REG, false)));
+
   if (MF.getFrameInfo().hasCalls()) {
     Register SPReg = MFI->getStackPtrOffsetReg();
     assert(SPReg != AMDGPU::SP_REG);
@@ -1049,3 +1070,14 @@
     MF.getSubtarget<GCNSubtarget>().getRegisterInfo()->needsStackRealignment(MF) ||
     MF.getTarget().Options.DisableFramePointerElim(MF);
 }
+
+void SIFrameLowering::buildCFI(MachineBasicBlock &MBB,
+                               MachineBasicBlock::iterator MBBI,
+                               const DebugLoc &DL,
+                               const MCCFIInstruction &CFIInst) const {
+  MachineFunction &MF = *MBB.getParent();
+  const SIInstrInfo *TII = MF.getSubtarget<GCNSubtarget>().getInstrInfo();
+  BuildMI(MBB, MBBI, DL, TII->get(TargetOpcode::CFI_INSTRUCTION))
+      .addCFIIndex(MF.addFrameInst(CFIInst))
+      .setMIFlag(MachineInstr::FrameSetup);
+}
diff --git a/llvm/test/CodeGen/AMDGPU/debug-frame.ll b/llvm/test/CodeGen/AMDGPU/debug-frame.ll
new file mode 100644
--- /dev/null
+++ b/llvm/test/CodeGen/AMDGPU/debug-frame.ll
@@ -0,0 +1,34 @@
+; RUN: llc -mtriple=amdgcn-amd-amdhsa -mcpu=gfx900 -filetype=asm -o - %s | FileCheck %s
+
+; CHECK-LABEL: kern1:
+; CHECK: .cfi_startproc
+
+; CHECK-NOT: .cfi_{{.*}}
+
+; CHECK: %bb.0:
+; DW_CFA_def_cfa_expression [0x0f]
+;   BLOCK_LENGTH ULEB128(3)=[0x03]
+;     DW_OP_lit0 [0x30]
+;     DW_OP_lit6 [0x36]
+;     DW_OP_LLVM_form_aspace_address [0xe1]
+; CHECK-NEXT: .cfi_escape 0x0f, 0x03, 0x30, 0x36, 0xe1
+; PC_64 = 16
+; CHECK-NEXT: .cfi_undefined 16
+
+; CHECK-NOT: .cfi_{{.*}}
+
+; CHECK: .cfi_endproc
+define protected amdgpu_kernel void @kern1() #0 {
+entry:
+  ret void
+}
+
+attributes #0 = { nounwind }
+
+!llvm.dbg.cu = !{!0}
+!llvm.module.flags = !{!2, !3}
+
+!0 = distinct !DICompileUnit(language: DW_LANG_C99, file: !1, emissionKind: FullDebug)
+!1 = !DIFile(filename: "filename", directory: "directory")
+!2 = !{i32 7, !"Dwarf Version", i32 4}
+!3 = !{i32 2, !"Debug Info Version", i32 3}
diff --git a/llvm/test/CodeGen/AMDGPU/llvm.dbg.value.ll b/llvm/test/CodeGen/AMDGPU/llvm.dbg.value.ll
--- a/llvm/test/CodeGen/AMDGPU/llvm.dbg.value.ll
+++ b/llvm/test/CodeGen/AMDGPU/llvm.dbg.value.ll
@@ -21,6 +21,8 @@
 
 ; GCN-LABEL: {{^}}only_undef_dbg_value:
 ; NOOPT: ;DEBUG_VALUE: test_debug_value:globalptr_arg <- [DW_OP_constu 1, DW_OP_swap, DW_OP_xderef] undef
+; NOOPT-NEXT: .cfi_escape 0x0f, 0x03, 0x30, 0x36, 0xe1
+; NOOPT-NEXT: .cfi_undefined 16
 ; NOOPT-NEXT: s_endpgm
 
 ; OPT: s_endpgm