diff --git a/docs/integration_fetching_data.md b/docs/integration_fetching_data.md
index d60fc921..7098fcb6 100644
--- a/docs/integration_fetching_data.md
+++ b/docs/integration_fetching_data.md
@@ -76,8 +76,16 @@ async def async_setup_entry(hass, entry, async_add_entities):
         update_interval=timedelta(seconds=30),
     )
 
+    #
     # Fetch initial data so we have data when entities subscribe
-    await coordinator.async_refresh()
+    #
+    # If the refresh fails, async_config_entry_first_refresh will
+    # raise ConfigEntryNotReady and setup will try again later
+    #
+    # If you do not want to retry setup on failure, use
+    # coordinator.async_refresh() instead
+    #
+    await coordinator.async_config_entry_first_refresh()
 
     async_add_entities(
         MyEntity(coordinator, idx) for idx, ent in enumerate(coordinator.data)