diff --git a/esphome/config.py b/esphome/config.py
index 36a81f677b..4f340225fe 100644
--- a/esphome/config.py
+++ b/esphome/config.py
@@ -148,6 +148,8 @@ class Config(OrderedDict, fv.FinalValidateConfig):
         path = path or []
         try:
             yield
+        except cv.FinalExternalInvalid as e:
+            self.add_error(e)
         except vol.Invalid as e:
             e.prepend(path)
             self.add_error(e)
diff --git a/esphome/config_validation.py b/esphome/config_validation.py
index 512f1d8f67..5fc72921e1 100644
--- a/esphome/config_validation.py
+++ b/esphome/config_validation.py
@@ -267,6 +267,10 @@ class Required(vol.Required):
         super().__init__(key, msg=msg)
 
 
+class FinalExternalInvalid(Invalid):
+    """Represents an invalid value in the final validation phase where the path should not be prepended."""
+
+
 def check_not_templatable(value):
     if isinstance(value, Lambda):
         raise Invalid("This option is not templatable!")