diff --git a/pystac_client/client.py b/pystac_client/client.py
index e843a5a..1129773 100644
--- a/pystac_client/client.py
+++ b/pystac_client/client.py
@@ -408,9 +408,13 @@ class Client(pystac.Catalog, QueryablesMixin):
             call_modifier(self.modifier, collection)
         else:
             self._warn_about_fallback("COLLECTIONS", "FEATURES")
+            collection = None
             for collection in super().get_collections():
                 if collection.id == collection_id:
                     call_modifier(self.modifier, collection)
+                    break
+            if collection is None:
+                raise KeyError(f"Collection {collection_id!r} not found on catalog")
         return collection
 
     def get_collections(self) -> Iterator[Collection]: