diff --git a/examples/error_handling.py b/examples/error_handling.py
new file mode 100644
index 0000000000..b9d3821f05
--- /dev/null
+++ b/examples/error_handling.py
@@ -0,0 +1,108 @@
+#!/usr/bin/env -S rye run python
+
+"""
+This script demonstrates how to handle various API errors that the
+OpenAI Python library might raise, as documented in the README.
+
+It's a good practice to handle these exceptions gracefully in your applications.
+"""
+
+import openai
+from openai import OpenAI
+
+
+def trigger_authentication_error():
+    """
+    Demonstrates handling an AuthenticationError.
+    This error is raised when the API key is invalid or missing.
+    This function will always work, as it does not require a valid key.
+    """
+    print("\n--- Triggering AuthenticationError ---")
+    try:
+        # We'll use a client with a deliberately invalid API key.
+        invalid_key_client = OpenAI(api_key="invalid-key-for-testing")
+        invalid_key_client.models.list()
+    except openai.AuthenticationError as e:
+        print("Successfully caught an AuthenticationError!")
+        print(f"Status code: {e.status_code}")
+        if isinstance(e.body, dict) and "message" in e.body:
+            print(f"Error message: {e.body['message']}")
+        print(f"Request ID: {e.request_id}")
+    except Exception as e:
+        print(f"An unexpected error occurred: {e}")
+
+
+def trigger_not_found_error():
+    """
+    Demonstrates handling a NotFoundError.
+    This happens when you try to access a resource that doesn't exist.
+    This function REQUIRES a valid OPENAI_API_KEY to be set.
+    """
+    print("\n--- Triggering NotFoundError ---")
+    try:
+        # Client is created here. It will raise an error if the key is missing.
+        client = OpenAI()
+        client.models.retrieve("this-model-does-not-exist")
+    except openai.NotFoundError as e:
+        print("Successfully caught a NotFoundError!")
+        print(f"Status code: {e.status_code}")
+        if isinstance(e.body, dict) and "message" in e.body:
+            print(f"Error message: {e.body['message']}")
+        print(f"Request ID: {e.request_id}")
+    except openai.OpenAIError as e:
+        # Catches errors like missing API key.
+        print(f"Skipping test. An OpenAI API error occurred: {e}")
+    except Exception as e:
+        print(f"An unexpected error occurred: {e}")
+
+
+def trigger_bad_request_error():
+    """
+    Demonstrates handling a BadRequestError.
+    This occurs when the API request is malformed (e.g., invalid parameters).
+    This function REQUIRES a valid OPENAI_API_KEY to be set.
+    """
+    print("\n--- Triggering BadRequestError ---")
+    try:
+        # Client is created here.
+        client = OpenAI()
+        client.chat.completions.create(
+            model="gpt-4o-mini",
+            messages=[{"role": "user", "content": "Hello!"}],
+            temperature=99.0,
+        )
+    except openai.BadRequestError as e:
+        print("Successfully caught a BadRequestError!")
+        print(f"Status code: {e.status_code}")
+        if isinstance(e.body, dict) and "message" in e.body:
+            print(f"Error message: {e.body['message']}")
+        print(f"Request ID: {e.request_id}")
+    except openai.OpenAIError as e:
+        # Catches errors like missing API key.
+        print(f"Skipping test. An OpenAI API error occurred: {e}")
+    except Exception as e:
+        print(f"An unexpected error occurred: {e}")
+
+
+def handle_rate_limit_error_concept():
+    """
+    Provides a template for handling RateLimitError.
+    """
+    print("\n--- Conceptual Handling of RateLimitError ---")
+    print("This function only shows the 'except' block code for a RateLimitError.")
+    # In a real app, the try block would contain your actual API call.
+    # except openai.RateLimitError as e:
+    #     print("Caught a RateLimitError!")
+    #     print("In a real application, you should implement exponential backoff here.")
+
+
+if __name__ == "__main__":
+    print("Running OpenAI Error Handling Examples...")
+    print("Note: Some examples require a valid OPENAI_API_KEY to be set in your environment.")
+
+    trigger_authentication_error()
+    trigger_not_found_error()
+    trigger_bad_request_error()
+    handle_rate_limit_error_concept()
+
+    print("\n--- All examples finished ---")