diff --git a/changelogs/fragments/winrm-encoding-fix b/changelogs/fragments/winrm-encoding-fix
new file mode 100644
index 0000000000..eb7a22b35a
--- /dev/null
+++ b/changelogs/fragments/winrm-encoding-fix
@@ -0,0 +1,5 @@
+---
+bugfixes:
+- winrm connection plugin - Fix exception messages sometimes raising
+  a traceback when the winrm connection plugin encounters an unrecoverable
+  error.  https://github.com/ansible/ansible/pull/39333