diff --git a/changelog/1113.misc.md b/changelog/1113.misc.md
new file mode 100644
index 00000000..2df4ed79
--- /dev/null
+++ b/changelog/1113.misc.md
@@ -0,0 +1,3 @@
+- Changed log message level from `error` to `debug`.
+- Rephrased the log message to precisely describe that the request is being retried if the domain context is missing.
+- Referenced this behavior in the documentation.
\ No newline at end of file
diff --git a/rasa_sdk/interfaces.py b/rasa_sdk/interfaces.py
index 50723a55..21d20116 100644
--- a/rasa_sdk/interfaces.py
+++ b/rasa_sdk/interfaces.py
@@ -387,7 +387,10 @@ class ActionMissingDomainException(Exception):
     def __init__(self, action_name: Text, message: Optional[Text] = None) -> None:
         self.action_name = action_name
         self.message = (
-            message or "Missing domain context, assistant will retry the request."
+            message
+            or "Missing domain context, assistant will retry the request and include "
+            "the domain in the request payload. For more information please see "
+            "https://rasa.com/docs/rasa-pro/action-server/"
         )
 
     def __str__(self) -> Text: