diff --git a/CHANGELOG.md b/CHANGELOG.md
index 6147b7e307..3df3b6efd5 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -60,6 +60,7 @@
 * [ENHANCEMENT] Store-gateway: retry synching blocks if a per-tenant sync fails. #3975 #4088
 * [ENHANCEMENT] Add metric `cortex_tcp_connections` exposing the current number of accepted TCP connections. #4099
 * [ENHANCEMENT] Querier: Allow federated queries to run concurrently. #4065
+* [ENHANCEMENT] Label Values API call now supports `match[]` parameter when querying blocks on storage (assuming `-querier.query-store-for-labels-enabled` is enabled). #4133
 * [BUGFIX] Ruler-API: fix bug where `/api/v1/rules/<namespace>/<group_name>` endpoint return `400` instead of `404`. #4013
 * [BUGFIX] Distributor: reverted changes done to rate limiting in #3825. #3948
 * [BUGFIX] Ingester: Fix race condition when opening and closing tsdb concurrently. #3959
diff --git a/go.mod b/go.mod
index 7542fc0e00..f7dd0520b6 100644
--- a/go.mod
+++ b/go.mod
@@ -52,7 +52,7 @@ require (
 	github.com/sony/gobreaker v0.4.1
 	github.com/spf13/afero v1.2.2
 	github.com/stretchr/testify v1.7.0
-	github.com/thanos-io/thanos v0.19.1-0.20210423085824-268cc30e2dd8
+	github.com/thanos-io/thanos v0.19.1-0.20210427154226-d5bd651319d2
 	github.com/uber/jaeger-client-go v2.25.0+incompatible
 	github.com/weaveworks/common v0.0.0-20210419092856-009d1eebd624
 	go.etcd.io/bbolt v1.3.5
diff --git a/go.sum b/go.sum
index bcdd42b534..70f1f8956e 100644
--- a/go.sum
+++ b/go.sum
@@ -1351,8 +1351,8 @@ github.com/thanos-io/thanos v0.13.1-0.20210204123931-82545cdd16fe/go.mod h1:ZLDG
 github.com/thanos-io/thanos v0.13.1-0.20210224074000-659446cab117/go.mod h1:kdqFpzdkveIKpNNECVJd75RPvgsAifQgJymwCdfev1w=
 github.com/thanos-io/thanos v0.13.1-0.20210226164558-03dace0a1aa1/go.mod h1:gMCy4oCteKTT7VuXVvXLTPGzzjovX1VPE5p+HgL1hyU=
 github.com/thanos-io/thanos v0.13.1-0.20210401085038-d7dff0c84d17/go.mod h1:zU8KqE+6A+HksK4wiep8e/3UvCZLm+Wrw9AqZGaAm9k=
-github.com/thanos-io/thanos v0.19.1-0.20210423085824-268cc30e2dd8 h1:M1t8SnLQgsF8x6HWS4TMUB7SmrmJBffnXZKu0CmYZcg=
-github.com/thanos-io/thanos v0.19.1-0.20210423085824-268cc30e2dd8/go.mod h1:zvSf4uKtey4KjSVcalV/5oUuGthaTzI8kVDrO42I8II=
+github.com/thanos-io/thanos v0.19.1-0.20210427154226-d5bd651319d2 h1:L6U4VYeIConcO4GaFOAaZW4Gwr+lIVfBprW9a0+py/k=
+github.com/thanos-io/thanos v0.19.1-0.20210427154226-d5bd651319d2/go.mod h1:zvSf4uKtey4KjSVcalV/5oUuGthaTzI8kVDrO42I8II=
 github.com/themihai/gomemcache v0.0.0-20180902122335-24332e2d58ab h1:7ZR3hmisBWw77ZpO1/o86g+JV3VKlk3d48jopJxzTjU=
 github.com/themihai/gomemcache v0.0.0-20180902122335-24332e2d58ab/go.mod h1:eheTFp954zcWZXCU8d0AT76ftsQOTo4DTqkN/h3k1MY=
 github.com/tidwall/pretty v0.0.0-20180105212114-65a9db5fad51/go.mod h1:XNkn88O1ChpSDQmQeStsy+sBenx6DDtFZJxhVysOjyk=
diff --git a/integration/e2ecortex/client.go b/integration/e2ecortex/client.go
index 99621cf720..0885d4084d 100644
--- a/integration/e2ecortex/client.go
+++ b/integration/e2ecortex/client.go
@@ -185,8 +185,8 @@ func (c *Client) Series(matches []string, start, end time.Time) ([]model.LabelSe
 }
 
 // LabelValues gets label values
-func (c *Client) LabelValues(label string, start, end time.Time) (model.LabelValues, error) {
-	result, _, err := c.querierClient.LabelValues(context.Background(), label, nil, start, end)
+func (c *Client) LabelValues(label string, start, end time.Time, matches []string) (model.LabelValues, error) {
+	result, _, err := c.querierClient.LabelValues(context.Background(), label, matches, start, end)
 	return result, err
 }
 
diff --git a/integration/getting_started_single_process_config_test.go b/integration/getting_started_single_process_config_test.go
index f1e04da6a4..ee497ada5b 100644
--- a/integration/getting_started_single_process_config_test.go
+++ b/integration/getting_started_single_process_config_test.go
@@ -45,7 +45,7 @@ func TestGettingStartedSingleProcessConfigWithChunksStorage(t *testing.T) {
 	require.Equal(t, model.ValVector, result.Type())
 	assert.Equal(t, expectedVector, result.(model.Vector))
 
-	labelValues, err := c.LabelValues("foo", time.Time{}, time.Time{})
+	labelValues, err := c.LabelValues("foo", time.Time{}, time.Time{}, nil)
 	require.NoError(t, err)
 	require.Equal(t, model.LabelValues{"bar"}, labelValues)
 
@@ -100,7 +100,7 @@ func TestGettingStartedSingleProcessConfigWithBlocksStorage(t *testing.T) {
 	require.Equal(t, model.ValVector, result.Type())
 	assert.Equal(t, expectedVector, result.(model.Vector))
 
-	labelValues, err := c.LabelValues("foo", time.Time{}, time.Time{})
+	labelValues, err := c.LabelValues("foo", time.Time{}, time.Time{}, nil)
 	require.NoError(t, err)
 	require.Equal(t, model.LabelValues{"bar"}, labelValues)
 
diff --git a/integration/querier_test.go b/integration/querier_test.go
index baef356dfc..cb84cb3e41 100644
--- a/integration/querier_test.go
+++ b/integration/querier_test.go
@@ -483,8 +483,9 @@ func testMetadataQueriesWithBlocksStorage(
 		resp   []prompb.Label
 	}
 	type labelValuesTest struct {
-		label string
-		resp  []string
+		label   string
+		matches []string
+		resp    []string
 	}
 
 	testCases := map[string]struct {
@@ -520,6 +521,16 @@ func testMetadataQueriesWithBlocksStorage(
 					label: labels.MetricName,
 					resp:  []string{firstSeriesInIngesterHeadName},
 				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{firstSeriesInIngesterHeadName},
+					matches: []string{firstSeriesInIngesterHeadName},
+				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{},
+					matches: []string{lastSeriesInStorageName},
+				},
 			},
 			labelNames: []string{labels.MetricName, firstSeriesInIngesterHeadName},
 		},
@@ -546,6 +557,17 @@ func testMetadataQueriesWithBlocksStorage(
 					label: labels.MetricName,
 					resp:  []string{lastSeriesInIngesterBlocksName},
 				},
+
+				{
+					label:   labels.MetricName,
+					resp:    []string{lastSeriesInIngesterBlocksName},
+					matches: []string{lastSeriesInIngesterBlocksName},
+				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{},
+					matches: []string{firstSeriesInIngesterHeadName},
+				},
 			},
 			labelNames: []string{labels.MetricName, lastSeriesInIngesterBlocksName},
 		},
@@ -574,6 +596,21 @@ func testMetadataQueriesWithBlocksStorage(
 					label: labels.MetricName,
 					resp:  []string{lastSeriesInStorageName, lastSeriesInIngesterBlocksName, firstSeriesInIngesterHeadName},
 				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{lastSeriesInStorageName},
+					matches: []string{lastSeriesInStorageName},
+				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{lastSeriesInIngesterBlocksName},
+					matches: []string{lastSeriesInIngesterBlocksName},
+				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{lastSeriesInStorageName, lastSeriesInIngesterBlocksName},
+					matches: []string{lastSeriesInStorageName, lastSeriesInIngesterBlocksName},
+				},
 			},
 			labelNames: []string{labels.MetricName, lastSeriesInStorageName, lastSeriesInIngesterBlocksName, firstSeriesInIngesterHeadName},
 		},
@@ -601,6 +638,16 @@ func testMetadataQueriesWithBlocksStorage(
 					label: labels.MetricName,
 					resp:  []string{lastSeriesInStorageName, firstSeriesInIngesterHeadName},
 				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{lastSeriesInStorageName},
+					matches: []string{lastSeriesInStorageName},
+				},
+				{
+					label:   labels.MetricName,
+					resp:    []string{firstSeriesInIngesterHeadName},
+					matches: []string{firstSeriesInIngesterHeadName},
+				},
 			},
 			labelNames: []string{labels.MetricName, lastSeriesInStorageName, firstSeriesInIngesterHeadName},
 		},
@@ -620,7 +667,7 @@ func testMetadataQueriesWithBlocksStorage(
 			}
 
 			for _, lvt := range tc.labelValuesTests {
-				labelsRes, err := c.LabelValues(lvt.label, tc.from, tc.to)
+				labelsRes, err := c.LabelValues(lvt.label, tc.from, tc.to, lvt.matches)
 				require.NoError(t, err)
 				exp := model.LabelValues{}
 				for _, val := range lvt.resp {
diff --git a/pkg/querier/blocks_store_queryable.go b/pkg/querier/blocks_store_queryable.go
index a561b7e271..42121e951d 100644
--- a/pkg/querier/blocks_store_queryable.go
+++ b/pkg/querier/blocks_store_queryable.go
@@ -875,11 +875,11 @@ func createLabelNamesRequest(minT, maxT int64, blockIDs []ulid.ULID) (*storepb.L
 }
 
 func createLabelValuesRequest(minT, maxT int64, label string, blockIDs []ulid.ULID, matchers ...*labels.Matcher) (*storepb.LabelValuesRequest, error) {
-	// TODO(replay): add matchers to LabelValuesRequest once it has that property
 	req := &storepb.LabelValuesRequest{
-		Start: minT,
-		End:   maxT,
-		Label: label,
+		Start:    minT,
+		End:      maxT,
+		Label:    label,
+		Matchers: convertMatchersToLabelMatcher(matchers),
 	}
 
 	// Selectively query only specific blocks.
diff --git a/vendor/github.com/thanos-io/thanos/pkg/block/indexheader/header.go b/vendor/github.com/thanos-io/thanos/pkg/block/indexheader/header.go
index 657427bd6f..8ecef33564 100644
--- a/vendor/github.com/thanos-io/thanos/pkg/block/indexheader/header.go
+++ b/vendor/github.com/thanos-io/thanos/pkg/block/indexheader/header.go
@@ -35,6 +35,6 @@ type Reader interface {
 	// then empty string is returned and no error.
 	LabelValues(name string) ([]string, error)
 
-	// LabelNames returns all label names.
+	// LabelNames returns all label names in sorted order.
 	LabelNames() ([]string, error)
 }
diff --git a/vendor/github.com/thanos-io/thanos/pkg/store/bucket.go b/vendor/github.com/thanos-io/thanos/pkg/store/bucket.go
index e2f384f0da..e8aaf293e1 100644
--- a/vendor/github.com/thanos-io/thanos/pkg/store/bucket.go
+++ b/vendor/github.com/thanos-io/thanos/pkg/store/bucket.go
@@ -282,7 +282,8 @@ type BucketStore struct {
 
 	// chunksLimiterFactory creates a new limiter used to limit the number of chunks fetched by each Series() call.
 	chunksLimiterFactory ChunksLimiterFactory
-	// seriesLimiterFactory creates a new limiter used to limit the number of touched series by each Series() call.
+	// seriesLimiterFactory creates a new limiter used to limit the number of touched series by each Series() call,
+	// or LabelName and LabelValues calls when used with matchers.
 	seriesLimiterFactory SeriesLimiterFactory
 	partitioner          Partitioner
 
@@ -746,14 +747,17 @@ func (s *bucketSeriesSet) Err() error {
 	return s.err
 }
 
+// blockSeries returns series matching given matchers, that have some data in given time range.
 func blockSeries(
-	extLset labels.Labels,
-	indexr *bucketIndexReader,
-	chunkr *bucketChunkReader,
-	matchers []*labels.Matcher,
-	req *storepb.SeriesRequest,
-	chunksLimiter ChunksLimiter,
-	seriesLimiter SeriesLimiter,
+	extLset labels.Labels, // External labels added to the returned series labels.
+	indexr *bucketIndexReader, // Index reader for block.
+	chunkr *bucketChunkReader, // Chunk reader for block.
+	matchers []*labels.Matcher, // Series matchers.
+	chunksLimiter ChunksLimiter, // Rate limiter for loading chunks.
+	seriesLimiter SeriesLimiter, // Rate limiter for loading series.
+	skipChunks bool, // If true, chunks are not loaded.
+	minTime, maxTime int64, // Series must have data in this time range to be returned.
+	loadAggregates []storepb.Aggr, // List of aggregates to load when loading chunks.
 ) (storepb.SeriesSet, *queryStats, error) {
 	ps, err := indexr.ExpandedPostings(matchers)
 	if err != nil {
@@ -785,7 +789,7 @@ func blockSeries(
 		chks           []chunks.Meta
 	)
 	for _, id := range ps {
-		ok, err := indexr.LoadSeriesForTime(id, &symbolizedLset, &chks, req.SkipChunks, req.MinTime, req.MaxTime)
+		ok, err := indexr.LoadSeriesForTime(id, &symbolizedLset, &chks, skipChunks, minTime, maxTime)
 		if err != nil {
 			return nil, nil, errors.Wrap(err, "read series")
 		}
@@ -795,7 +799,7 @@ func blockSeries(
 		}
 
 		s := seriesEntry{}
-		if !req.SkipChunks {
+		if !skipChunks {
 			// Schedule loading chunks.
 			s.refs = make([]uint64, 0, len(chks))
 			s.chks = make([]storepb.AggrChunk, 0, len(chks))
@@ -825,11 +829,11 @@ func blockSeries(
 		res = append(res, s)
 	}
 
-	if req.SkipChunks {
+	if skipChunks {
 		return newBucketSeriesSet(res), indexr.stats, nil
 	}
 
-	if err := chunkr.load(res, req.Aggregates); err != nil {
+	if err := chunkr.load(res, loadAggregates); err != nil {
 		return nil, nil, errors.Wrap(err, "load chunks")
 	}
 
@@ -1026,9 +1030,11 @@ func (s *BucketStore) Series(req *storepb.SeriesRequest, srv storepb.Store_Serie
 					indexr,
 					chunkr,
 					blockMatchers,
-					req,
 					chunksLimiter,
 					seriesLimiter,
+					req.SkipChunks,
+					req.MinTime, req.MaxTime,
+					req.Aggregates,
 				)
 				if err != nil {
 					return errors.Wrapf(err, "fetch series for block %s", b.meta.ULID)
@@ -1154,16 +1160,14 @@ func chunksSize(chks []storepb.AggrChunk) (size int) {
 
 // LabelNames implements the storepb.StoreServer interface.
 func (s *BucketStore) LabelNames(ctx context.Context, req *storepb.LabelNamesRequest) (*storepb.LabelNamesResponse, error) {
-	resHints := &hintspb.LabelNamesResponseHints{}
-
-	g, gctx := errgroup.WithContext(ctx)
+	reqSeriesMatchers, err := storepb.MatchersToPromMatchers(req.Matchers...)
+	if err != nil {
+		return nil, status.Error(codes.InvalidArgument, errors.Wrap(err, "translate request labels matchers").Error())
+	}
 
-	s.mtx.RLock()
+	resHints := &hintspb.LabelNamesResponseHints{}
 
-	var mtx sync.Mutex
-	var sets [][]string
 	var reqBlockMatchers []*labels.Matcher
-
 	if req.Hints != nil {
 		reqHints := &hintspb.LabelNamesRequestHints{}
 		err := types.UnmarshalAny(req.Hints, reqHints)
@@ -1177,7 +1181,16 @@ func (s *BucketStore) LabelNames(ctx context.Context, req *storepb.LabelNamesReq
 		}
 	}
 
+	g, gctx := errgroup.WithContext(ctx)
+
+	s.mtx.RLock()
+
+	var mtx sync.Mutex
+	var sets [][]string
+	var seriesLimiter = s.seriesLimiterFactory(s.metrics.queriesDropped.WithLabelValues("series"))
+
 	for _, b := range s.blocks {
+		b := b
 		if !b.overlapsClosedInterval(req.Start, req.End) {
 			continue
 		}
@@ -1188,32 +1201,60 @@ func (s *BucketStore) LabelNames(ctx context.Context, req *storepb.LabelNamesReq
 		resHints.AddQueriedBlock(b.meta.ULID)
 
 		indexr := b.indexReader(gctx)
-		extLabels := b.meta.Thanos.Labels
 
 		g.Go(func() error {
 			defer runutil.CloseWithLogOnErr(s.logger, indexr, "label names")
 
-			// Do it via index reader to have pending reader registered correctly.
-			res, err := indexr.block.indexHeaderReader.LabelNames()
-			if err != nil {
-				return errors.Wrap(err, "label names")
-			}
+			var result []string
+			if len(reqSeriesMatchers) == 0 {
+				// Do it via index reader to have pending reader registered correctly.
+				// LabelNames are already sorted.
+				res, err := indexr.block.indexHeaderReader.LabelNames()
+				if err != nil {
+					return errors.Wrapf(err, "label names for block %s", b.meta.ULID)
+				}
 
-			// Add  a set for the external labels as well.
-			// We're not adding them directly to res because there could be duplicates.
-			extRes := make([]string, 0, len(extLabels))
-			for lName := range extLabels {
-				extRes = append(extRes, lName)
-			}
+				// Add  a set for the external labels as well.
+				// We're not adding them directly to res because there could be duplicates.
+				// b.extLset is already sorted by label name, no need to sort it again.
+				extRes := make([]string, 0, len(b.extLset))
+				for _, l := range b.extLset {
+					extRes = append(extRes, l.Name)
+				}
+
+				result = strutil.MergeSlices(res, extRes)
+			} else {
+				seriesSet, _, err := blockSeries(b.extLset, indexr, nil, reqSeriesMatchers, nil, seriesLimiter, true, req.Start, req.End, nil)
+				if err != nil {
+					return errors.Wrapf(err, "fetch series for block %s", b.meta.ULID)
+				}
 
-			sort.Strings(res)
-			sort.Strings(extRes)
+				// Extract label names from all series. Many label names will be the same, so we need to deduplicate them.
+				// Note that label names will already include external labels (passed to blockSeries), so we don't need
+				// to add them again.
+				labelNames := map[string]struct{}{}
+				for seriesSet.Next() {
+					ls, _ := seriesSet.At()
+					for _, l := range ls {
+						labelNames[l.Name] = struct{}{}
+					}
+				}
+				if seriesSet.Err() != nil {
+					return errors.Wrapf(seriesSet.Err(), "iterate series for block %s", b.meta.ULID)
+				}
 
-			res = strutil.MergeSlices(res, extRes)
+				result = make([]string, 0, len(labelNames))
+				for n := range labelNames {
+					result = append(result, n)
+				}
+				sort.Strings(result)
+			}
 
-			mtx.Lock()
-			sets = append(sets, res)
-			mtx.Unlock()
+			if len(result) > 0 {
+				mtx.Lock()
+				sets = append(sets, result)
+				mtx.Unlock()
+			}
 
 			return nil
 		})
@@ -1238,16 +1279,16 @@ func (s *BucketStore) LabelNames(ctx context.Context, req *storepb.LabelNamesReq
 
 // LabelValues implements the storepb.StoreServer interface.
 func (s *BucketStore) LabelValues(ctx context.Context, req *storepb.LabelValuesRequest) (*storepb.LabelValuesResponse, error) {
+	reqSeriesMatchers, err := storepb.MatchersToPromMatchers(req.Matchers...)
+	if err != nil {
+		return nil, status.Error(codes.InvalidArgument, errors.Wrap(err, "translate request labels matchers").Error())
+	}
+
 	resHints := &hintspb.LabelValuesResponseHints{}
 
 	g, gctx := errgroup.WithContext(ctx)
 
-	s.mtx.RLock()
-
-	var mtx sync.Mutex
-	var sets [][]string
 	var reqBlockMatchers []*labels.Matcher
-
 	if req.Hints != nil {
 		reqHints := &hintspb.LabelValuesRequestHints{}
 		err := types.UnmarshalAny(req.Hints, reqHints)
@@ -1261,7 +1302,25 @@ func (s *BucketStore) LabelValues(ctx context.Context, req *storepb.LabelValuesR
 		}
 	}
 
+	// If we have series matchers, add <labelName> != "" matcher, to only select series that have given label name.
+	if len(reqSeriesMatchers) > 0 {
+		m, err := labels.NewMatcher(labels.MatchNotEqual, req.Label, "")
+		if err != nil {
+			return nil, status.Error(codes.InvalidArgument, err.Error())
+		}
+
+		reqSeriesMatchers = append(reqSeriesMatchers, m)
+	}
+
+	s.mtx.RLock()
+
+	var mtx sync.Mutex
+	var sets [][]string
+	var seriesLimiter = s.seriesLimiterFactory(s.metrics.queriesDropped.WithLabelValues("series"))
+
 	for _, b := range s.blocks {
+		b := b
+
 		if !b.overlapsClosedInterval(req.Start, req.End) {
 			continue
 		}
@@ -1272,25 +1331,55 @@ func (s *BucketStore) LabelValues(ctx context.Context, req *storepb.LabelValuesR
 		resHints.AddQueriedBlock(b.meta.ULID)
 
 		indexr := b.indexReader(gctx)
-		extLabels := b.meta.Thanos.Labels
 
 		g.Go(func() error {
 			defer runutil.CloseWithLogOnErr(s.logger, indexr, "label values")
 
-			// Do it via index reader to have pending reader registered correctly.
-			res, err := indexr.block.indexHeaderReader.LabelValues(req.Label)
-			if err != nil {
-				return errors.Wrap(err, "index header label values")
-			}
+			var result []string
+			if len(reqSeriesMatchers) == 0 {
+				// Do it via index reader to have pending reader registered correctly.
+				res, err := indexr.block.indexHeaderReader.LabelValues(req.Label)
+				if err != nil {
+					return errors.Wrapf(err, "index header label values for block %s", b.meta.ULID)
+				}
 
-			// Add the external label value as well.
-			if extLabelValue, ok := extLabels[req.Label]; ok {
-				res = strutil.MergeSlices(res, []string{extLabelValue})
+				// Add the external label value as well.
+				if extLabelValue := b.extLset.Get(req.Label); extLabelValue != "" {
+					res = strutil.MergeSlices(res, []string{extLabelValue})
+				}
+				result = res
+			} else {
+				seriesSet, _, err := blockSeries(b.extLset, indexr, nil, reqSeriesMatchers, nil, seriesLimiter, true, req.Start, req.End, nil)
+				if err != nil {
+					return errors.Wrapf(err, "fetch series for block %s", b.meta.ULID)
+				}
+
+				// Extract given label's value from all series and deduplicate them.
+				// We don't need to deal with external labels, since they are already added by blockSeries.
+				values := map[string]struct{}{}
+				for seriesSet.Next() {
+					ls, _ := seriesSet.At()
+					val := ls.Get(req.Label)
+					if val != "" { // Should never be empty since we added labelName!="" matcher to the list of matchers.
+						values[val] = struct{}{}
+					}
+				}
+				if seriesSet.Err() != nil {
+					return errors.Wrapf(seriesSet.Err(), "iterate series for block %s", b.meta.ULID)
+				}
+
+				result = make([]string, 0, len(values))
+				for n := range values {
+					result = append(result, n)
+				}
+				sort.Strings(result)
 			}
 
-			mtx.Lock()
-			sets = append(sets, res)
-			mtx.Unlock()
+			if len(result) > 0 {
+				mtx.Lock()
+				sets = append(sets, result)
+				mtx.Unlock()
+			}
 
 			return nil
 		})
diff --git a/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.pb.go b/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.pb.go
index 26e334a30f..9c0ddf4ae8 100644
--- a/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.pb.go
+++ b/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.pb.go
@@ -422,7 +422,8 @@ type LabelNamesRequest struct {
 	// hints is an opaque data structure that can be used to carry additional information.
 	// The content of this field and whether it's supported depends on the
 	// implementation of a specific store.
-	Hints *types.Any `protobuf:"bytes,5,opt,name=hints,proto3" json:"hints,omitempty"`
+	Hints    *types.Any     `protobuf:"bytes,5,opt,name=hints,proto3" json:"hints,omitempty"`
+	Matchers []LabelMatcher `protobuf:"bytes,6,rep,name=matchers,proto3" json:"matchers"`
 }
 
 func (m *LabelNamesRequest) Reset()         { *m = LabelNamesRequest{} }
@@ -607,73 +608,74 @@ func init() {
 func init() { proto.RegisterFile("store/storepb/rpc.proto", fileDescriptor_a938d55a388af629) }
 
 var fileDescriptor_a938d55a388af629 = []byte{
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+	0x0b, 0x24, 0xbc, 0xfb, 0x09, 0xac, 0x70, 0x54, 0x84, 0xcc, 0xb9, 0x1d, 0x7a, 0xae, 0xe7, 0xc8,
+	0xd9, 0xda, 0x4f, 0xe0, 0xc8, 0x81, 0x1e, 0x46, 0x24, 0xf4, 0x57, 0x93, 0xd8, 0x4f, 0x28, 0x1a,
+	0xad, 0x2c, 0x18, 0x21, 0xa1, 0xd3, 0x31, 0xab, 0xfc, 0x9a, 0x84, 0x7b, 0x42, 0xf9, 0x8e, 0x3d,
+	0x59, 0x5c, 0xae, 0xd7, 0x8a, 0xa1, 0xdd, 0x41, 0x8c, 0xe4, 0x1d, 0xc5, 0x28, 0x40, 0x9a, 0x32,
+	0x3b, 0x64, 0x6a, 0x10, 0xa5, 0x81, 0x4c, 0xd0, 0x89, 0x77, 0xaa, 0xee, 0x22, 0x5f, 0x2e, 0x34,
+	0x49, 0xbf, 0x51, 0x93, 0xd8, 0x4c, 0x18, 0xff, 0x7d, 0x26, 0x2a, 0x21, 0xa0, 0xe5, 0xce, 0x29,
+	0x39, 0x0b, 0x90, 0xf6, 0xb8, 0x43, 0x3c, 0x56, 0x39, 0x2c, 0x0d, 0x54, 0x84, 0xac, 0x52, 0x8a,
+	0x5a, 0x49, 0x01, 0xcc, 0xed, 0x05, 0x57, 0xfd, 0xcd, 0xf7, 0xe7, 0xf7, 0xa4, 0xda, 0xf4, 0xa9,
+	0x3d, 0x9e, 0x2e, 0xf4, 0x2a, 0x40, 0x5a, 0xbc, 0x15, 0x42, 0x9b, 0x1c, 0x96, 0xc6, 0xeb, 0x55,
+	0x4c, 0xde, 0x41, 0x45, 0xfd, 0x5d, 0xa9, 0x98, 0xba, 0x45, 0xc5, 0xf4, 0x2d, 0x2a, 0x1a, 0x6f,
+	0xa7, 0x62, 0xe6, 0x2d, 0x54, 0x9c, 0xc2, 0x7a, 0xac, 0xa1, 0x4a, 0xc6, 0x4d, 0x30, 0xbe, 0x17,
+	0x1e, 0xa5, 0xa3, 0xb2, 0xde, 0x95, 0x90, 0x3b, 0xdf, 0x42, 0x6e, 0xfe, 0x07, 0x81, 0xf2, 0x90,
+	0xe9, 0x75, 0x3e, 0xef, 0x1c, 0x9d, 0x74, 0xcc, 0x04, 0xca, 0x41, 0xfa, 0xcb, 0x5e, 0x1b, 0x7f,
+	0x6d, 0x6a, 0x28, 0x0b, 0x29, 0xdc, 0x7b, 0xd2, 0x36, 0x93, 0x3c, 0xa2, 0x7b, 0xb0, 0xd7, 0xde,
+	0x6d, 0x62, 0x53, 0xe7, 0x11, 0xdd, 0xe3, 0x23, 0xdc, 0x36, 0x53, 0xdc, 0x8f, 0xdb, 0xbb, 0xed,
+	0x83, 0xa7, 0x6d, 0x33, 0xcd, 0xfd, 0x7b, 0xed, 0x56, 0xef, 0x33, 0xd3, 0xd8, 0x69, 0x41, 0x8a,
+	0xbf, 0xb0, 0x28, 0x03, 0x3a, 0x6e, 0x9e, 0xc8, 0xaa, 0xbb, 0x47, 0xbd, 0xce, 0xb1, 0xa9, 0x71,
+	0x5f, 0xb7, 0x77, 0x68, 0x26, 0xf9, 0xe2, 0xf0, 0xa0, 0x63, 0xea, 0x62, 0xd1, 0xfc, 0x4a, 0x96,
+	0x13, 0x51, 0x6d, 0x6c, 0xa6, 0x1b, 0x3f, 0x24, 0x21, 0x2d, 0x38, 0xa2, 0x0f, 0x20, 0xc5, 0xff,
+	0x91, 0xd1, 0x7a, 0xd4, 0xd1, 0xa5, 0xff, 0xeb, 0x62, 0x21, 0xee, 0x54, 0xfd, 0xfb, 0x18, 0x0c,
+	0xf9, 0x7e, 0xa1, 0x8d, 0xf8, 0x7b, 0x16, 0xa5, 0x6d, 0xde, 0x74, 0xcb, 0xc4, 0xf7, 0x35, 0xb4,
+	0x0b, 0xb0, 0x98, 0x2b, 0xb4, 0x15, 0x53, 0x71, 0xf9, 0x95, 0x2a, 0x16, 0x6f, 0x83, 0xd4, 0xfe,
+	0x9f, 0x42, 0x7e, 0x49, 0x56, 0x14, 0x0f, 0x8d, 0x0d, 0x4f, 0xf1, 0xc1, 0xad, 0x98, 0xac, 0xd3,
+	0xe8, 0xc0, 0x9a, 0xf8, 0x42, 0xe2, 0x53, 0x21, 0x9b, 0xf1, 0x18, 0xf2, 0x98, 0x4c, 0x7c, 0x46,
+	0x84, 0x1f, 0xcd, 0x8f, 0xbf, 0xfc, 0x21, 0x55, 0xdc, 0xb8, 0xe1, 0x55, 0x1f, 0x5c, 0x89, 0xd6,
+	0xff, 0x2f, 0xff, 0x2e, 0x25, 0x2e, 0xaf, 0x4a, 0xda, 0x8b, 0xab, 0x92, 0xf6, 0xd7, 0x55, 0x49,
+	0xfb, 0xf9, 0xba, 0x94, 0x78, 0x71, 0x5d, 0x4a, 0xfc, 0x71, 0x5d, 0x4a, 0x3c, 0xcb, 0xa8, 0x6f,
+	0xbe, 0x81, 0x21, 0xee, 0xcc, 0x87, 0xff, 0x04, 0x00, 0x00, 0xff, 0xff, 0xa3, 0x83, 0x98, 0x24,
+	0x5d, 0x0a, 0x00, 0x00,
 }
 
 // Reference imports to suppress errors if they are not otherwise used.
@@ -1370,6 +1372,20 @@ func (m *LabelNamesRequest) MarshalToSizedBuffer(dAtA []byte) (int, error) {
 	_ = i
 	var l int
 	_ = l
+	if len(m.Matchers) > 0 {
+		for iNdEx := len(m.Matchers) - 1; iNdEx >= 0; iNdEx-- {
+			{
+				size, err := m.Matchers[iNdEx].MarshalToSizedBuffer(dAtA[:i])
+				if err != nil {
+					return 0, err
+				}
+				i -= size
+				i = encodeVarintRpc(dAtA, i, uint64(size))
+			}
+			i--
+			dAtA[i] = 0x32
+		}
+	}
 	if m.Hints != nil {
 		{
 			size, err := m.Hints.MarshalToSizedBuffer(dAtA[:i])
@@ -1790,6 +1806,12 @@ func (m *LabelNamesRequest) Size() (n int) {
 		l = m.Hints.Size()
 		n += 1 + l + sovRpc(uint64(l))
 	}
+	if len(m.Matchers) > 0 {
+		for _, e := range m.Matchers {
+			l = e.Size()
+			n += 1 + l + sovRpc(uint64(l))
+		}
+	}
 	return n
 }
 
@@ -2893,6 +2915,40 @@ func (m *LabelNamesRequest) Unmarshal(dAtA []byte) error {
 				return err
 			}
 			iNdEx = postIndex
+		case 6:
+			if wireType != 2 {
+				return fmt.Errorf("proto: wrong wireType = %d for field Matchers", wireType)
+			}
+			var msglen int
+			for shift := uint(0); ; shift += 7 {
+				if shift >= 64 {
+					return ErrIntOverflowRpc
+				}
+				if iNdEx >= l {
+					return io.ErrUnexpectedEOF
+				}
+				b := dAtA[iNdEx]
+				iNdEx++
+				msglen |= int(b&0x7F) << shift
+				if b < 0x80 {
+					break
+				}
+			}
+			if msglen < 0 {
+				return ErrInvalidLengthRpc
+			}
+			postIndex := iNdEx + msglen
+			if postIndex < 0 {
+				return ErrInvalidLengthRpc
+			}
+			if postIndex > l {
+				return io.ErrUnexpectedEOF
+			}
+			m.Matchers = append(m.Matchers, LabelMatcher{})
+			if err := m.Matchers[len(m.Matchers)-1].Unmarshal(dAtA[iNdEx:postIndex]); err != nil {
+				return err
+			}
+			iNdEx = postIndex
 		default:
 			iNdEx = preIndex
 			skippy, err := skipRpc(dAtA[iNdEx:])
diff --git a/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.proto b/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.proto
index 78a8763396..3ef0185af8 100644
--- a/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.proto
+++ b/vendor/github.com/thanos-io/thanos/pkg/store/storepb/rpc.proto
@@ -150,6 +150,8 @@ message LabelNamesRequest {
   // The content of this field and whether it's supported depends on the
   // implementation of a specific store.
   google.protobuf.Any hints = 5;
+
+  repeated LabelMatcher matchers = 6 [(gogoproto.nullable) = false];
 }
 
 message LabelNamesResponse {
diff --git a/vendor/modules.txt b/vendor/modules.txt
index 2bb30fed43..fb83308c99 100644
--- a/vendor/modules.txt
+++ b/vendor/modules.txt
@@ -558,7 +558,7 @@ github.com/stretchr/objx
 github.com/stretchr/testify/assert
 github.com/stretchr/testify/mock
 github.com/stretchr/testify/require
-# github.com/thanos-io/thanos v0.19.1-0.20210423085824-268cc30e2dd8
+# github.com/thanos-io/thanos v0.19.1-0.20210427154226-d5bd651319d2
 ## explicit
 github.com/thanos-io/thanos/pkg/block
 github.com/thanos-io/thanos/pkg/block/indexheader