diff --git a/litellm/tests/test_exceptions.py b/litellm/tests/test_exceptions.py
index 8d059960909..829038fe96b 100644
--- a/litellm/tests/test_exceptions.py
+++ b/litellm/tests/test_exceptions.py
@@ -388,6 +388,33 @@ def test_completion_openai_exception():
 # test_completion_openai_exception()
 
 
+def test_anthropic_openai_exception():
+    # test if anthropic raises litellm.AuthenticationError
+    try:
+        litellm.set_verbose = True
+        ## Test azure call
+        old_azure_key = os.environ["ANTHROPIC_API_KEY"]
+        os.environ.pop("ANTHROPIC_API_KEY")
+        response = completion(
+            model="anthropic/claude-3-sonnet-20240229",
+            messages=[{"role": "user", "content": "hello"}],
+        )
+        print(f"response: {response}")
+        print(response)
+    except litellm.AuthenticationError as e:
+        os.environ["ANTHROPIC_API_KEY"] = old_azure_key
+        print("Exception vars=", vars(e))
+        assert (
+            "Missing Anthropic API Key - A call is being made to anthropic but no key is set either in the environment variables or via params"
+            in e.message
+        )
+        print(
+            "ANTHROPIC_API_KEY: good job got the correct error for ANTHROPIC_API_KEY when key not set"
+        )
+    except Exception as e:
+        pytest.fail(f"Error occurred: {e}")
+
+
 def test_completion_mistral_exception():
     # test if mistral/mistral-tiny raises openai.AuthenticationError
     try: