diff --git a/kube-client/src/client/builder.rs b/kube-client/src/client/builder.rs
index 05edf80b4..05ff85343 100644
--- a/kube-client/src/client/builder.rs
+++ b/kube-client/src/client/builder.rs
@@ -92,26 +92,46 @@ impl TryFrom<Config> for ClientBuilder<GenericService> {
         }
 
         match config.proxy_url.as_ref() {
-            #[cfg(feature = "socks5")]
             Some(proxy_url) if proxy_url.scheme_str() == Some("socks5") => {
-                let connector = hyper_socks2::SocksConnector {
-                    proxy_addr: proxy_url.clone(),
-                    auth: None,
-                    connector,
-                };
-
-                make_generic_builder(connector, config)
+                #[cfg(feature = "socks5")]
+                {
+                    let connector = hyper_socks2::SocksConnector {
+                        proxy_addr: proxy_url.clone(),
+                        auth: None,
+                        connector,
+                    };
+                    make_generic_builder(connector, config)
+                }
+
+                #[cfg(not(feature = "socks5"))]
+                Err(Error::ProxyProtocolDisabled {
+                    proxy_url: proxy_url.clone(),
+                    protocol_feature: "kube/socks5",
+                })
             }
 
-            #[cfg(feature = "http-proxy")]
             Some(proxy_url) if proxy_url.scheme_str() == Some("http") => {
-                let proxy = hyper_http_proxy::Proxy::new(hyper_http_proxy::Intercept::All, proxy_url.clone());
-                let connector = hyper_http_proxy::ProxyConnector::from_proxy_unsecured(connector, proxy);
-
-                make_generic_builder(connector, config)
+                #[cfg(feature = "http-proxy")]
+                {
+                    let proxy =
+                        hyper_http_proxy::Proxy::new(hyper_http_proxy::Intercept::All, proxy_url.clone());
+                    let connector = hyper_http_proxy::ProxyConnector::from_proxy_unsecured(connector, proxy);
+
+                    make_generic_builder(connector, config)
+                }
+
+                #[cfg(not(feature = "http-proxy"))]
+                Err(Error::ProxyProtocolDisabled {
+                    proxy_url: proxy_url.clone(),
+                    protocol_feature: "kube/http-proxy",
+                })
             }
 
-            _ => make_generic_builder(connector, config),
+            Some(proxy_url) => Err(Error::ProxyProtocolUnsupported {
+                proxy_url: proxy_url.clone(),
+            }),
+
+            None => make_generic_builder(connector, config),
         }
     }
 }
diff --git a/kube-client/src/error.rs b/kube-client/src/error.rs
index 23bd2a6a9..28296c6c5 100644
--- a/kube-client/src/error.rs
+++ b/kube-client/src/error.rs
@@ -1,4 +1,5 @@
 //! Error handling and error types
+use http::Uri;
 use thiserror::Error;
 
 pub use kube_core::ErrorResponse;
@@ -25,6 +26,21 @@ pub enum Error {
     #[error("ServiceError: {0}")]
     Service(#[source] tower::BoxError),
 
+    /// Returned when the configured proxy uses an unsupported protocol.
+    #[error("configured proxy {proxy_url:?} uses an unsupported protocol")]
+    ProxyProtocolUnsupported {
+        /// The URL of the proxy.
+        proxy_url: Uri,
+    },
+    /// Returned when the configured proxy uses a protocol that requires a Cargo feature that is currently disabled
+    #[error("configured proxy {proxy_url:?} requires the disabled feature {protocol_feature:?}")]
+    ProxyProtocolDisabled {
+        /// The URL of the proxy.
+        proxy_url: Uri,
+        /// The Cargo feature that the proxy protocol requires.
+        protocol_feature: &'static str,
+    },
+
     /// UTF-8 Error
     #[error("UTF-8 Error: {0}")]
     FromUtf8(#[source] std::string::FromUtf8Error),