diff --git a/dvc/repo/experiments/apply.py b/dvc/repo/experiments/apply.py
index 1a0b83df7c..2e0e9cec55 100644
--- a/dvc/repo/experiments/apply.py
+++ b/dvc/repo/experiments/apply.py
@@ -22,7 +22,7 @@ def apply(repo, rev, force=True, **kwargs):
     from scmrepo.exceptions import MergeConflictError
 
     from dvc.repo.checkout import checkout as dvc_checkout
-    from dvc.scm import RevError, SCMError, resolve_rev
+    from dvc.scm import GitMergeError, RevError, resolve_rev
 
     exps = repo.experiments
 
@@ -51,7 +51,7 @@ def apply(repo, rev, force=True, **kwargs):
     try:
         repo.scm.merge(exp_rev, commit=False, squash=True)
     except _SCMError as exc:
-        raise SCMError(str(exc))
+        raise GitMergeError(str(exc), scm=repo.scm)
 
     if workspace:
         try:
diff --git a/dvc/repo/experiments/executor/local.py b/dvc/repo/experiments/executor/local.py
index fc74942af3..221e3116e5 100644
--- a/dvc/repo/experiments/executor/local.py
+++ b/dvc/repo/experiments/executor/local.py
@@ -5,8 +5,9 @@
 from typing import TYPE_CHECKING, Optional
 
 from funcy import cached_property
+from scmrepo.exceptions import SCMError as _SCMError
 
-from dvc.scm import SCM
+from dvc.scm import SCM, GitMergeError
 from dvc.utils.fs import remove
 
 from ..base import (
@@ -88,7 +89,10 @@ def init_git(self, scm: "Git", branch: Optional[str] = None):
         head = EXEC_BRANCH if branch else EXEC_HEAD
         self.scm.checkout(head, detach=True)
         merge_rev = self.scm.get_ref(EXEC_MERGE)
-        self.scm.merge(merge_rev, squash=True, commit=False)
+        try:
+            self.scm.merge(merge_rev, squash=True, commit=False)
+        except _SCMError as exc:
+            raise GitMergeError(str(exc), scm=self.scm)
 
     def _config(self, cache_dir):
         local_config = os.path.join(
@@ -155,7 +159,10 @@ def init_git(self, scm: "Git", branch: Optional[str] = None):
             )
         )
         merge_rev = self.scm.get_ref(EXEC_MERGE)
-        self.scm.merge(merge_rev, squash=True, commit=False)
+        try:
+            self.scm.merge(merge_rev, squash=True, commit=False)
+        except _SCMError as exc:
+            raise GitMergeError(str(exc), scm=self.scm)
         if branch:
             self.scm.set_ref(EXEC_BRANCH, branch, symbolic=True)
         elif scm.get_ref(EXEC_BRANCH):
diff --git a/dvc/scm.py b/dvc/scm.py
index ceb39ff8e6..05f29f1502 100644
--- a/dvc/scm.py
+++ b/dvc/scm.py
@@ -1,4 +1,5 @@
 """Manages source control systems (e.g. Git)."""
+import os
 from contextlib import contextmanager
 from functools import partial
 from typing import TYPE_CHECKING, Iterator, List, Mapping, Optional
@@ -10,6 +11,7 @@
 
 from dvc.exceptions import DvcException
 from dvc.progress import Tqdm
+from dvc.utils import format_link
 
 if TYPE_CHECKING:
     from scmrepo.progress import GitProgressEvent
@@ -47,6 +49,25 @@ def __init__(self, reason: str) -> None:
         super().__init__(f"{reason}\n{doc}")
 
 
+class GitMergeError(SCMError):
+    def __init__(self, msg: str, scm: Optional["Git"] = None) -> None:
+        if scm and self._is_shallow(scm):
+            url = format_link(
+                "https://dvc.org/doc/user-guide/troubleshooting#git-shallow"
+            )
+            msg = (
+                f"{msg}: `dvc exp` does not work in shallow Git repos. "
+                f"See {url} for more information."
+            )
+        super().__init__(msg)
+
+    @staticmethod
+    def _is_shallow(scm: "Git") -> bool:
+        if os.path.exists(os.path.join(scm.root_dir, Git.GIT_DIR, "shallow")):
+            return True
+        return False
+
+
 @contextmanager
 def map_scm_exception(with_cause: bool = False) -> Iterator[None]:
     from scmrepo.exceptions import SCMError as InternalSCMError
@@ -115,8 +136,6 @@ def update_git(self, event: "GitProgressEvent") -> None:
 
 
 def clone(url: str, to_path: str, **kwargs):
-    import os
-
     from scmrepo.exceptions import CloneError as InternalCloneError
 
     from dvc.repo.experiments.utils import fetch_all_exps
diff --git a/tests/unit/scm/test_scm.py b/tests/unit/scm/test_scm.py
index 338cc74ce4..e078021fcd 100644
--- a/tests/unit/scm/test_scm.py
+++ b/tests/unit/scm/test_scm.py
@@ -1,5 +1,5 @@
 from dvc.repo.experiments import ExpRefInfo
-from dvc.scm import iter_revs
+from dvc.scm import GitMergeError, iter_revs
 
 
 def test_iter_revs(
@@ -61,3 +61,11 @@ def test_iter_revs(
         rev_old: [rev_old],
         rev_root: [rev_root],
     }
+
+
+def test_merge_error(tmp_dir, scm):
+    exc = GitMergeError("Merge failed")
+    assert "shallow" not in str(exc)
+    tmp_dir.gen({".git": {"shallow": ""}})
+    exc = GitMergeError("Merge failed", scm=scm)
+    assert "shallow" in str(exc)