diff --git a/homeassistant/components/http/headers.py b/homeassistant/components/http/headers.py
index b53f354b144..20c0a58967b 100644
--- a/homeassistant/components/http/headers.py
+++ b/homeassistant/components/http/headers.py
@@ -4,6 +4,7 @@ from __future__ import annotations
 from collections.abc import Awaitable, Callable
 
 from aiohttp.web import Application, Request, StreamResponse, middleware
+from aiohttp.web_exceptions import HTTPException
 
 from homeassistant.core import callback
 
@@ -12,20 +13,29 @@ from homeassistant.core import callback
 def setup_headers(app: Application, use_x_frame_options: bool) -> None:
     """Create headers middleware for the app."""
 
+    added_headers = {
+        "Referrer-Policy": "no-referrer",
+        "X-Content-Type-Options": "nosniff",
+        "Server": "",  # Empty server header, to prevent aiohttp of setting one.
+    }
+
+    if use_x_frame_options:
+        added_headers["X-Frame-Options"] = "SAMEORIGIN"
+
     @middleware
     async def headers_middleware(
         request: Request, handler: Callable[[Request], Awaitable[StreamResponse]]
     ) -> StreamResponse:
         """Process request and add headers to the responses."""
-        response = await handler(request)
-        response.headers["Referrer-Policy"] = "no-referrer"
-        response.headers["X-Content-Type-Options"] = "nosniff"
+        try:
+            response = await handler(request)
+        except HTTPException as err:
+            for key, value in added_headers.items():
+                err.headers[key] = value
+            raise err
 
-        # Set an empty server header, to prevent aiohttp of setting one.
-        response.headers["Server"] = ""
-
-        if use_x_frame_options:
-            response.headers["X-Frame-Options"] = "SAMEORIGIN"
+        for key, value in added_headers.items():
+            response.headers[key] = value
 
         return response
 
diff --git a/tests/components/http/test_headers.py b/tests/components/http/test_headers.py
index 6d7dbad68f6..16b897b9f99 100644
--- a/tests/components/http/test_headers.py
+++ b/tests/components/http/test_headers.py
@@ -2,21 +2,28 @@
 from http import HTTPStatus
 
 from aiohttp import web
+from aiohttp.web_exceptions import HTTPUnauthorized
 
 from homeassistant.components.http.headers import setup_headers
 
 from tests.typing import ClientSessionGenerator
 
 
-async def mock_handler(request):
+async def mock_handler(_: web.Request) -> web.Response:
     """Return OK."""
     return web.Response(text="OK")
 
 
+async def mock_handler_error(_: web.Request) -> web.Response:
+    """Return Unauthorized."""
+    raise HTTPUnauthorized(text="Ah ah ah, you didn't say the magic word")
+
+
 async def test_headers_added(aiohttp_client: ClientSessionGenerator) -> None:
     """Test that headers are being added on each request."""
     app = web.Application()
     app.router.add_get("/", mock_handler)
+    app.router.add_get("/error", mock_handler_error)
 
     setup_headers(app, use_x_frame_options=True)
 
@@ -29,11 +36,20 @@ async def test_headers_added(aiohttp_client: ClientSessionGenerator) -> None:
     assert resp.headers["X-Content-Type-Options"] == "nosniff"
     assert resp.headers["X-Frame-Options"] == "SAMEORIGIN"
 
+    resp = await mock_api_client.get("/error")
+
+    assert resp.status == HTTPStatus.UNAUTHORIZED
+    assert resp.headers["Referrer-Policy"] == "no-referrer"
+    assert resp.headers["Server"] == ""
+    assert resp.headers["X-Content-Type-Options"] == "nosniff"
+    assert resp.headers["X-Frame-Options"] == "SAMEORIGIN"
+
 
 async def test_allow_framing(aiohttp_client: ClientSessionGenerator) -> None:
     """Test that we allow framing when disabled."""
     app = web.Application()
     app.router.add_get("/", mock_handler)
+    app.router.add_get("/error", mock_handler_error)
 
     setup_headers(app, use_x_frame_options=False)
 
@@ -42,3 +58,9 @@ async def test_allow_framing(aiohttp_client: ClientSessionGenerator) -> None:
 
     assert resp.status == HTTPStatus.OK
     assert "X-Frame-Options" not in resp.headers
+
+    mock_api_client = await aiohttp_client(app)
+    resp = await mock_api_client.get("/error")
+
+    assert resp.status == HTTPStatus.UNAUTHORIZED
+    assert "X-Frame-Options" not in resp.headers