diff --git a/homeassistant/components/workday/__init__.py b/homeassistant/components/workday/__init__.py
index 3000570731b..f6b6b68a59e 100644
--- a/homeassistant/components/workday/__init__.py
+++ b/homeassistant/components/workday/__init__.py
@@ -1,7 +1,7 @@
 """Sensor to indicate whether the current day is a workday."""
 from __future__ import annotations
 
-from holidays import HolidayBase, country_holidays, list_supported_countries
+from holidays import HolidayBase, country_holidays
 
 from homeassistant.config_entries import ConfigEntry
 from homeassistant.const import CONF_COUNTRY, CONF_LANGUAGE
@@ -12,20 +12,16 @@ from homeassistant.helpers.issue_registry import IssueSeverity, async_create_iss
 from .const import CONF_PROVINCE, DOMAIN, PLATFORMS
 
 
-async def async_setup_entry(hass: HomeAssistant, entry: ConfigEntry) -> bool:
-    """Set up Workday from a config entry."""
+def _validate_country_and_province(
+    hass: HomeAssistant, entry: ConfigEntry, country: str | None, province: str | None
+) -> None:
+    """Validate country and province."""
 
-    country: str | None = entry.options.get(CONF_COUNTRY)
-    province: str | None = entry.options.get(CONF_PROVINCE)
-
-    if country and CONF_LANGUAGE not in entry.options:
-        cls: HolidayBase = country_holidays(country, subdiv=province)
-        default_language = cls.default_language
-        new_options = entry.options.copy()
-        new_options[CONF_LANGUAGE] = default_language
-        hass.config_entries.async_update_entry(entry, options=new_options)
-
-    if country and country not in list_supported_countries():
+    if not country:
+        return
+    try:
+        country_holidays(country)
+    except NotImplementedError as ex:
         async_create_issue(
             hass,
             DOMAIN,
@@ -37,9 +33,13 @@ async def async_setup_entry(hass: HomeAssistant, entry: ConfigEntry) -> bool:
             translation_placeholders={"title": entry.title},
             data={"entry_id": entry.entry_id, "country": None},
         )
-        raise ConfigEntryError(f"Selected country {country} is not valid")
+        raise ConfigEntryError(f"Selected country {country} is not valid") from ex
 
-    if country and province and province not in list_supported_countries()[country]:
+    if not province:
+        return
+    try:
+        country_holidays(country, prov=province)
+    except NotImplementedError as ex:
         async_create_issue(
             hass,
             DOMAIN,
@@ -48,17 +48,34 @@ async def async_setup_entry(hass: HomeAssistant, entry: ConfigEntry) -> bool:
             is_persistent=True,
             severity=IssueSeverity.ERROR,
             translation_key="bad_province",
-            translation_placeholders={CONF_COUNTRY: country, "title": entry.title},
+            translation_placeholders={
+                CONF_COUNTRY: country,
+                "title": entry.title,
+            },
             data={"entry_id": entry.entry_id, "country": country},
         )
         raise ConfigEntryError(
             f"Selected province {province} for country {country} is not valid"
-        )
+        ) from ex
+
+
+async def async_setup_entry(hass: HomeAssistant, entry: ConfigEntry) -> bool:
+    """Set up Workday from a config entry."""
+
+    country: str | None = entry.options.get(CONF_COUNTRY)
+    province: str | None = entry.options.get(CONF_PROVINCE)
+
+    _validate_country_and_province(hass, entry, country, province)
+
+    if country and CONF_LANGUAGE not in entry.options:
+        cls: HolidayBase = country_holidays(country, prov=province)
+        default_language = cls.default_language
+        new_options = entry.options.copy()
+        new_options[CONF_LANGUAGE] = default_language
+        hass.config_entries.async_update_entry(entry, options=new_options)
 
     entry.async_on_unload(entry.add_update_listener(async_update_listener))
-
     await hass.config_entries.async_forward_entry_setups(entry, PLATFORMS)
-
     return True
 
 
diff --git a/homeassistant/components/workday/config_flow.py b/homeassistant/components/workday/config_flow.py
index 859d3710ca4..9f7e829a244 100644
--- a/homeassistant/components/workday/config_flow.py
+++ b/homeassistant/components/workday/config_flow.py
@@ -1,6 +1,7 @@
 """Adds config flow for Workday integration."""
 from __future__ import annotations
 
+from functools import partial
 from typing import Any
 
 from holidays import HolidayBase, country_holidays, list_supported_countries
@@ -141,17 +142,6 @@ def validate_custom_dates(user_input: dict[str, Any]) -> None:
             raise RemoveDatesError("Incorrect date or name")
 
 
-DATA_SCHEMA_SETUP = vol.Schema(
-    {
-        vol.Required(CONF_NAME, default=DEFAULT_NAME): TextSelector(),
-        vol.Optional(CONF_COUNTRY): CountrySelector(
-            CountrySelectorConfig(
-                countries=list(list_supported_countries(include_aliases=False)),
-            )
-        ),
-    }
-)
-
 DATA_SCHEMA_OPT = vol.Schema(
     {
         vol.Optional(CONF_WORKDAYS, default=DEFAULT_WORKDAYS): SelectSelector(
@@ -214,12 +204,25 @@ class WorkdayConfigFlow(ConfigFlow, domain=DOMAIN):
         """Handle the user initial step."""
         errors: dict[str, str] = {}
 
+        supported_countries = await self.hass.async_add_executor_job(
+            partial(list_supported_countries, include_aliases=False)
+        )
+
         if user_input is not None:
             self.data = user_input
             return await self.async_step_options()
         return self.async_show_form(
             step_id="user",
-            data_schema=DATA_SCHEMA_SETUP,
+            data_schema=vol.Schema(
+                {
+                    vol.Required(CONF_NAME, default=DEFAULT_NAME): TextSelector(),
+                    vol.Optional(CONF_COUNTRY): CountrySelector(
+                        CountrySelectorConfig(
+                            countries=list(supported_countries),
+                        )
+                    ),
+                }
+            ),
             errors=errors,
         )