diff --git a/esphome/components/pid/pid_controller.cpp b/esphome/components/pid/pid_controller.cpp
index 30f6038325..1a16f14542 100644
--- a/esphome/components/pid/pid_controller.cpp
+++ b/esphome/components/pid/pid_controller.cpp
@@ -16,7 +16,7 @@ float PIDController::update(float setpoint, float process_value) {
 
   calculate_proportional_term_();
   calculate_integral_term_();
-  calculate_derivative_term_();
+  calculate_derivative_term_(setpoint);
 
   // u(t) := p(t) + i(t) + d(t)
   float output = proportional_term_ + integral_term_ + derivative_term_;
@@ -69,13 +69,18 @@ void PIDController::calculate_integral_term_() {
   integral_term_ = accumulated_integral_;
 }
 
-void PIDController::calculate_derivative_term_() {
+void PIDController::calculate_derivative_term_(float setpoint) {
   // derivative_term_
   // d(t) := K_d * de(t)/dt
   float derivative = 0.0f;
-  if (dt_ != 0.0f)
+  if (dt_ != 0.0f) {
+    // remove changes to setpoint from error
+    if (!std::isnan(previous_setpoint_) && previous_setpoint_ != setpoint)
+      previous_error_ -= previous_setpoint_ - setpoint;
     derivative = (error_ - previous_error_) / dt_;
+  }
   previous_error_ = error_;
+  previous_setpoint_ = setpoint;
 
   // smooth the derivative samples
   derivative = weighted_average_(derivative_list_, derivative, derivative_samples_);
diff --git a/esphome/components/pid/pid_controller.h b/esphome/components/pid/pid_controller.h
index 05ce5f9224..e2a7030b57 100644
--- a/esphome/components/pid/pid_controller.h
+++ b/esphome/components/pid/pid_controller.h
@@ -49,12 +49,13 @@ struct PIDController {
 
   void calculate_proportional_term_();
   void calculate_integral_term_();
-  void calculate_derivative_term_();
+  void calculate_derivative_term_(float setpoint);
   float weighted_average_(std::deque<float> &list, float new_value, int samples);
   float calculate_relative_time_();
 
   /// Error from previous update used for derivative term
   float previous_error_ = 0;
+  float previous_setpoint_ = NAN;
   /// Accumulated integral value
   float accumulated_integral_ = 0;
   uint32_t last_time_ = 0;