diff --git a/homeassistant/components/withings/sensor.py b/homeassistant/components/withings/sensor.py
index 1bef72c48ec..707059a2930 100644
--- a/homeassistant/components/withings/sensor.py
+++ b/homeassistant/components/withings/sensor.py
@@ -40,6 +40,7 @@ from homeassistant.util import dt as dt_util
 from . import WithingsData
 from .const import (
     DOMAIN,
+    LOGGER,
     SCORE_POINTS,
     UOM_BEATS_PER_MINUTE,
     UOM_BREATHS_PER_MINUTE,
@@ -787,6 +788,11 @@ async def async_setup_entry(
             _async_add_workout_entities
         )
 
+    if not entities:
+        LOGGER.warning(
+            "No data found for Withings entry %s, sensors will be added when new data is available"
+        )
+
     async_add_entities(entities)
 
 
diff --git a/tests/components/withings/test_sensor.py b/tests/components/withings/test_sensor.py
index 0bf6b323146..5d42ace495b 100644
--- a/tests/components/withings/test_sensor.py
+++ b/tests/components/withings/test_sensor.py
@@ -2,6 +2,7 @@
 from datetime import timedelta
 from unittest.mock import AsyncMock, patch
 
+from aiowithings import Goals
 from freezegun.api import FrozenDateTimeFactory
 import pytest
 from syrupy import SnapshotAssertion
@@ -341,3 +342,20 @@ async def test_workout_sensors_created_when_receive_workout_data(
     await hass.async_block_till_done()
 
     assert hass.states.get("sensor.henk_last_workout_type")
+
+
+async def test_warning_if_no_entities_created(
+    hass: HomeAssistant,
+    withings: AsyncMock,
+    polling_config_entry: MockConfigEntry,
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    """Test we log a warning if no entities are created at startup."""
+    withings.get_workouts_in_period.return_value = []
+    withings.get_goals.return_value = Goals(None, None, None)
+    withings.get_measurement_in_period.return_value = []
+    withings.get_sleep_summary_since.return_value = []
+    withings.get_activities_since.return_value = []
+    await setup_integration(hass, polling_config_entry, False)
+
+    assert "No data found for Withings entry" in caplog.text