diff --git a/cmd/promtool/main.go b/cmd/promtool/main.go
index 84faf5d56..5be2734e6 100644
--- a/cmd/promtool/main.go
+++ b/cmd/promtool/main.go
@@ -163,8 +163,11 @@ func CheckConfig(files ...string) int {
 		fmt.Println()
 
 		for _, rf := range ruleFiles {
-			if n, err := checkRules(rf); err != nil {
-				fmt.Fprintln(os.Stderr, "  FAILED:", err)
+			if n, errs := checkRules(rf); len(errs) > 0 {
+				fmt.Fprintln(os.Stderr, "  FAILED:")
+				for _, err := range errs {
+					fmt.Fprintln(os.Stderr, "    ", err)
+				}
 				failed = true
 			} else {
 				fmt.Printf("  SUCCESS: %d rules found\n", n)
diff --git a/pkg/rulefmt/rulefmt.go b/pkg/rulefmt/rulefmt.go
index b89470d38..001d0476f 100644
--- a/pkg/rulefmt/rulefmt.go
+++ b/pkg/rulefmt/rulefmt.go
@@ -113,7 +113,7 @@ func (r *Rule) Validate() (errs []error) {
 	if r.Expr == "" {
 		errs = append(errs, errors.Errorf("field 'expr' must be set in rule"))
 	} else if _, err := promql.ParseExpr(r.Expr); err != nil {
-		errs = append(errs, errors.Errorf("could not parse expression: %s", err))
+		errs = append(errs, errors.Wrap(err, "could not parse expression"))
 	}
 	if r.Record != "" {
 		if len(r.Annotations) > 0 {
@@ -143,8 +143,7 @@ func (r *Rule) Validate() (errs []error) {
 		}
 	}
 
-	errs = append(errs, testTemplateParsing(r)...)
-	return errs
+	return append(errs, testTemplateParsing(r)...)
 }
 
 // testTemplateParsing checks if the templates used in labels and annotations
@@ -176,18 +175,18 @@ func testTemplateParsing(rl *Rule) (errs []error) {
 	}
 
 	// Parsing Labels.
-	for _, val := range rl.Labels {
+	for k, val := range rl.Labels {
 		err := parseTest(val)
 		if err != nil {
-			errs = append(errs, errors.Errorf("msg=%s", err.Error()))
+			errs = append(errs, errors.Wrapf(err, "label %q", k))
 		}
 	}
 
 	// Parsing Annotations.
-	for _, val := range rl.Annotations {
+	for k, val := range rl.Annotations {
 		err := parseTest(val)
 		if err != nil {
-			errs = append(errs, errors.Errorf("msg=%s", err.Error()))
+			errs = append(errs, errors.Wrapf(err, "annotation %q", k))
 		}
 	}
 
@@ -207,7 +206,11 @@ func Parse(content []byte) (*RuleGroups, []error) {
 func ParseFile(file string) (*RuleGroups, []error) {
 	b, err := ioutil.ReadFile(file)
 	if err != nil {
-		return nil, []error{err}
+		return nil, []error{errors.Wrap(err, file)}
 	}
-	return Parse(b)
+	rgs, errs := Parse(b)
+	for i := range errs {
+		errs[i] = errors.Wrap(errs[i], file)
+	}
+	return rgs, errs
 }
diff --git a/rules/manager.go b/rules/manager.go
index 563940d49..05ce3798e 100644
--- a/rules/manager.go
+++ b/rules/manager.go
@@ -15,18 +15,17 @@ package rules
 
 import (
 	"context"
-	"errors"
+	html_template "html/template"
 	"math"
 	"net/url"
 	"sort"
 	"sync"
 	"time"
 
-	html_template "html/template"
-
 	"github.com/go-kit/kit/log"
 	"github.com/go-kit/kit/log/level"
 	opentracing "github.com/opentracing/opentracing-go"
+	"github.com/pkg/errors"
 	"github.com/prometheus/client_golang/prometheus"
 	"github.com/prometheus/common/model"
 
@@ -898,7 +897,7 @@ func (m *Manager) LoadGroups(
 			for _, r := range rg.Rules {
 				expr, err := promql.ParseExpr(r.Expr)
 				if err != nil {
-					return nil, []error{err}
+					return nil, []error{errors.Wrap(err, fn)}
 				}
 
 				if r.Alert != "" {