diff --git a/CHANGELOG.md b/CHANGELOG.md
index 0ad0aa6..ec6b96a 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -6,7 +6,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 ### Added
-- Emit error message when an exception is handled by the built application
+- Emit error message when an exception is handled by the built application. Add `X-Request-ID` header value to log message when present
 
 ## [0.6.2] - 2023-08-23
 ### Fixed
diff --git a/fastapi_mlflow/applications.py b/fastapi_mlflow/applications.py
index 76f3b99..d7bb291 100644
--- a/fastapi_mlflow/applications.py
+++ b/fastapi_mlflow/applications.py
@@ -31,10 +31,12 @@ def build_app(pyfunc_model: PyFuncModel) -> FastAPI:
 
     @app.exception_handler(DictSerialisableException)
     def handle_serialisable_exception(
-        _: Request, exc: DictSerialisableException
+        req: Request, exc: DictSerialisableException
     ) -> ORJSONResponse:
         nonlocal logger
-        logger.exception(exc.message)
+        req_id = req.headers.get("x-request-id")
+        extra = {"x-request-id": req_id} if req_id is not None else {}
+        logger.exception(exc.message, extra=extra)
         return ORJSONResponse(
             status_code=500,
             content=exc.to_dict(),
diff --git a/tests/test_application.py b/tests/test_application.py
index 9d850f2..a39b657 100644
--- a/tests/test_application.py
+++ b/tests/test_application.py
@@ -105,4 +105,35 @@ def test_built_application_logs_exceptions(
     assert len(caplog.records) >= 1
     log_record = caplog.records[-1]
     assert log_record.name == "fastapi_mlflow.applications"
-    assert log_record.message == python_model_value_error.ERROR_MESSAGE
\ No newline at end of file
+    assert log_record.message == python_model_value_error.ERROR_MESSAGE
+
+
+@pytest.mark.parametrize(
+    "req_id_header_name",
+    [
+        "x-request-id",
+        "X-Request-Id",
+        "X-Request-ID",
+        "X-REQUEST-ID",
+    ],
+)
+def test_built_application_logs_exceptions_including_request_id_header_when_sent(
+    model_input: pd.DataFrame,
+    pyfunc_model_value_error: PyFuncModel,
+    python_model_value_error: PythonModel,
+    caplog: pytest.LogCaptureFixture,
+    req_id_header_name: str
+):
+    app = build_app(pyfunc_model_value_error)
+    client = TestClient(app, raise_server_exceptions=False)
+    df_str = model_input.to_json(orient="records")
+    request_data = f'{{"data": {df_str}}}'
+    request_id = "abcdef"
+
+    _ = client.post(
+        "/predictions", content=request_data, headers={req_id_header_name: request_id}
+    )
+
+    log_record = caplog.records[-1]
+    assert hasattr(log_record, "x-request-id")
+    assert getattr(log_record, "x-request-id") == request_id