diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py
index 97f8a3a4c..8d505da7f 100644
--- a/tests/exchange/test_okx.py
+++ b/tests/exchange/test_okx.py
@@ -6,6 +6,7 @@ import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import RetryableOrderError, TemporaryError
+from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
 from freqtrade.exchange.exchange import timeframe_to_minutes
 from tests.conftest import EXMS, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -610,6 +611,39 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
     assert dro_mock.call_count == 1
 
 
+def test_fetch_stoploss_order_okx_exceptions(default_conf_usdt, mocker):
+    default_conf_usdt["dry_run"] = False
+    api_mock = MagicMock()
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf_usdt,
+        api_mock,
+        "okx",
+        "fetch_stoploss_order",
+        "fetch_order",
+        retries=API_FETCH_ORDER_RETRY_COUNT + 1,
+        order_id="12345",
+        pair="ETH/USDT",
+    )
+
+    # Test 2nd part of the function
+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound())
+    api_mock.fetch_closed_orders = MagicMock(return_value=[])
+    api_mock.fetch_canceled_orders = MagicMock(return_value=[])
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf_usdt,
+        api_mock,
+        "okx",
+        "fetch_stoploss_order",
+        "fetch_open_orders",
+        retries=API_FETCH_ORDER_RETRY_COUNT + 1,
+        order_id="12345",
+        pair="ETH/USDT",
+    )
+
+
 @pytest.mark.parametrize(
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )