diff --git a/mypy/build.py b/mypy/build.py
index 98caaaec2dcf..6152d97c0886 100644
--- a/mypy/build.py
+++ b/mypy/build.py
@@ -3414,6 +3414,10 @@ def find_module_and_diagnose(
         if caller_state:
             if not (ignore_missing_imports or in_partial_package(id, manager)):
                 module_not_found(manager, caller_line, caller_state, id, result)
+            elif result is ModuleNotFoundReason.APPROVED_STUBS_NOT_INSTALLED:
+                dist = stub_distribution_name(id)
+                if dist:
+                    manager.missing_stub_packages.add(dist)
             raise ModuleNotFound
         elif root_source:
             # If we can't find a root source it's always fatal.