diff --git a/homeassistant/components/mqtt/client.py b/homeassistant/components/mqtt/client.py
index 02f3edd155a..2e4d49b4cd9 100644
--- a/homeassistant/components/mqtt/client.py
+++ b/homeassistant/components/mqtt/client.py
@@ -176,7 +176,13 @@ async def async_subscribe(
         raise HomeAssistantError(
             f"Cannot subscribe to topic '{topic}', MQTT is not enabled"
         )
-    mqtt_data = get_mqtt_data(hass)
+    try:
+        mqtt_data = get_mqtt_data(hass)
+    except KeyError as ex:
+        raise HomeAssistantError(
+            f"Cannot subscribe to topic '{topic}', "
+            "make sure MQTT is set up correctly"
+        ) from ex
     async_remove = await mqtt_data.client.async_subscribe(
         topic,
         catch_log_exception(
diff --git a/tests/components/mqtt/test_init.py b/tests/components/mqtt/test_init.py
index dc81e3d82b9..b071252ea64 100644
--- a/tests/components/mqtt/test_init.py
+++ b/tests/components/mqtt/test_init.py
@@ -959,6 +959,17 @@ async def test_subscribe_topic(
         unsub()
 
 
+async def test_subscribe_topic_not_initialize(
+    hass: HomeAssistant,
+    mqtt_mock_entry: MqttMockHAClientGenerator,
+) -> None:
+    """Test the subscription of a topic when MQTT was not initialized."""
+    with pytest.raises(
+        HomeAssistantError, match=r".*make sure MQTT is set up correctly"
+    ):
+        await mqtt.async_subscribe(hass, "test-topic", record_calls)
+
+
 @patch("homeassistant.components.mqtt.client.INITIAL_SUBSCRIBE_COOLDOWN", 0.0)
 @patch("homeassistant.components.mqtt.client.UNSUBSCRIBE_COOLDOWN", 0.2)
 async def test_subscribe_and_resubscribe(