diff --git a/xarray/core/rolling_exp.py b/xarray/core/rolling_exp.py
index f3a9aed42c6..7c747201856 100644
--- a/xarray/core/rolling_exp.py
+++ b/xarray/core/rolling_exp.py
@@ -105,11 +105,11 @@ def __init__(
             )
         elif has_numbagg < "0.2.1":
             raise ImportError(
-                f"numbagg >= 0.2.1 is required for rolling_exp but currently version {has_numbagg} is installed"
+                f"numbagg >= 0.2.1 is required for `rolling_exp` but currently version {has_numbagg} is installed"
             )
         elif has_numbagg < "0.3.1" and min_weight > 0:
             raise ImportError(
-                f"numbagg >= 0.3.1 is required for `min_weight > 0` but currently version {has_numbagg} is installed"
+                f"numbagg >= 0.3.1 is required for `min_weight > 0` within `.rolling_exp` but currently version {has_numbagg} is installed"
             )
 
         self.obj: T_DataWithCoords = obj