diff --git a/pkg/exemplars/proxy.go b/pkg/exemplars/proxy.go
index 96e1ef87de1..5c89ef9c9e9 100644
--- a/pkg/exemplars/proxy.go
+++ b/pkg/exemplars/proxy.go
@@ -61,10 +61,7 @@ func (s *Proxy) Exemplars(req *exemplarspb.ExemplarsRequest, srv exemplarspb.Exe
 
 	newSelectors := make([][]*labels.Matcher, 0, len(selectors))
 	for _, matchers := range selectors {
-		matched, newMatchers, err := matchesExternalLabels(matchers, s.selectorLabels)
-		if err != nil {
-			return err
-		}
+		matched, newMatchers:= matchesExternalLabels(matchers, s.selectorLabels)
 		if matched {
 			newSelectors = append(newSelectors, newMatchers)
 		}
@@ -211,9 +208,9 @@ func (stream *exemplarsStream) receive(ctx context.Context) error {
 
 // matchesExternalLabels returns false if given matchers are not matching external labels.
 // If true, matchesExternalLabels also returns Prometheus matchers without those matching external labels.
-func matchesExternalLabels(ms []*labels.Matcher, externalLabels labels.Labels) (bool, []*labels.Matcher, error) {
+func matchesExternalLabels(ms []*labels.Matcher, externalLabels labels.Labels) (bool, []*labels.Matcher) {
 	if len(externalLabels) == 0 {
-		return true, ms, nil
+		return true, ms
 	}
 
 	var newMatchers []*labels.Matcher
@@ -230,8 +227,8 @@ func matchesExternalLabels(ms []*labels.Matcher, externalLabels labels.Labels) (
 		if !tm.Matches(extValue) {
 			// External label does not match. This should not happen - it should be filtered out on query node,
 			// but let's do that anyway here.
-			return false, nil, nil
+			return false, nil
 		}
 	}
-	return true, newMatchers, nil
+	return true, newMatchers
 }
diff --git a/pkg/exemplars/proxy_test.go b/pkg/exemplars/proxy_test.go
index d787d17c2d1..cb493c22bdf 100644
--- a/pkg/exemplars/proxy_test.go
+++ b/pkg/exemplars/proxy_test.go
@@ -218,7 +218,7 @@ func TestProxy(t *testing.T) {
 				{
 					ExemplarsClient: &testExemplarClient{
 						response: exemplarspb.NewExemplarsResponse(&exemplarspb.ExemplarData{
-							SeriesLabels: labelpb.ZLabelSet{labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "bar"}))},
+							SeriesLabels: labelpb.ZLabelSet{Labels: labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "bar"}))},
 							Exemplars:    []*exemplarspb.Exemplar{{Value: 1}},
 						}),
 					},
@@ -227,7 +227,7 @@ func TestProxy(t *testing.T) {
 				{
 					ExemplarsClient: &testExemplarClient{
 						response: exemplarspb.NewExemplarsResponse(&exemplarspb.ExemplarData{
-							SeriesLabels: labelpb.ZLabelSet{labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "baz"}))},
+							SeriesLabels: labelpb.ZLabelSet{Labels: labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "baz"}))},
 							Exemplars:    []*exemplarspb.Exemplar{{Value: 2}},
 						}),
 					},
@@ -237,11 +237,11 @@ func TestProxy(t *testing.T) {
 			server: &testExemplarServer{},
 			wantResponses: []*exemplarspb.ExemplarsResponse{
 				exemplarspb.NewExemplarsResponse(&exemplarspb.ExemplarData{
-					SeriesLabels: labelpb.ZLabelSet{labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "bar"}))},
+					SeriesLabels: labelpb.ZLabelSet{Labels: labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "bar"}))},
 					Exemplars:    []*exemplarspb.Exemplar{{Value: 1}},
 				}),
 				exemplarspb.NewExemplarsResponse(&exemplarspb.ExemplarData{
-					SeriesLabels: labelpb.ZLabelSet{labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "baz"}))},
+					SeriesLabels: labelpb.ZLabelSet{Labels: labelpb.ZLabelsFromPromLabels(labels.FromMap(map[string]string{"foo": "baz"}))},
 					Exemplars:    []*exemplarspb.Exemplar{{Value: 2}},
 				}),
 			},