diff --git a/Utilities/File.cpp b/Utilities/File.cpp
index 67f6d417da..0f5c81c443 100644
--- a/Utilities/File.cpp
+++ b/Utilities/File.cpp
@@ -1783,7 +1783,7 @@ const std::string& fs::get_config_dir()
 		if (GetEnvironmentVariable(L"RPCS3_CONFIG_DIR", buf, size) - 1 >= size - 1 &&
 			GetModuleFileName(nullptr, buf, size) - 1 >= size - 1)
 		{
-			MessageBoxA(nullptr, fmt::format("GetModuleFileName() failed: error %u.", GetLastError()).c_str(), "fs::get_config_dir()", MB_ICONERROR);
+			MessageBoxA(nullptr, fmt::format("GetModuleFileName() failed: error: %s", fmt::win_error{GetLastError(), nullptr}).c_str(), "fs::get_config_dir()", MB_ICONERROR);
 			return dir; // empty
 		}
 
@@ -1868,7 +1868,7 @@ const std::string& fs::get_temp_dir()
 		wchar_t buf[MAX_PATH + 2]{};
 		if (GetTempPathW(MAX_PATH + 1, buf) - 1 > MAX_PATH)
 		{
-			MessageBoxA(nullptr, fmt::format("GetTempPath() failed: error %u.", GetLastError()).c_str(), "fs::get_temp_dir()", MB_ICONERROR);
+			MessageBoxA(nullptr, fmt::format("GetTempPath() failed: error: %s", fmt::win_error{GetLastError(), nullptr}).c_str(), "fs::get_temp_dir()", MB_ICONERROR);
 			return dir; // empty
 		}
 
diff --git a/Utilities/StrFmt.cpp b/Utilities/StrFmt.cpp
index 8244ca3e19..66d421977f 100644
--- a/Utilities/StrFmt.cpp
+++ b/Utilities/StrFmt.cpp
@@ -79,6 +79,17 @@ std::string fmt::win_error_to_string(unsigned long error, void* module_handle)
 
 	return message;
 }
+
+std::string fmt::win_error_to_string(const fmt::win_error& error)
+{
+	return fmt::win_error_to_string(error.error, error.module_handle);
+}
+
+template <>
+void fmt_class_string<fmt::win_error>::format(std::string& out, u64 arg)
+{
+	fmt::append(out, "%s", fmt::win_error_to_string(get_object(arg)));
+}
 #endif
 
 template <>
diff --git a/Utilities/StrFmt.h b/Utilities/StrFmt.h
index 5acb3a20eb..898313ee6b 100644
--- a/Utilities/StrFmt.h
+++ b/Utilities/StrFmt.h
@@ -10,8 +10,15 @@ namespace fmt
 	static std::string format(const CharT(&)[N], const Args&...);
 
 #ifdef _WIN32
+	struct win_error
+	{
+		unsigned long error{};
+		void* module_handle{};
+	};
+
 	// Get a string for a windows error (DWORD). Optionally a module HANDLE can be passed.
 	std::string win_error_to_string(unsigned long error, void* module_handle = nullptr);
+	std::string win_error_to_string(const win_error& error);
 #endif
 }
 
diff --git a/Utilities/Thread.cpp b/Utilities/Thread.cpp
index 0bffdbce94..ebaadcea4b 100644
--- a/Utilities/Thread.cpp
+++ b/Utilities/Thread.cpp
@@ -2710,7 +2710,7 @@ void thread_ctrl::detect_cpu_layout()
 		if (!GetLogicalProcessorInformationEx(relationship,
 			reinterpret_cast<SYSTEM_LOGICAL_PROCESSOR_INFORMATION_EX *>(buffer.data()), &buffer_size))
 		{
-			sig_log.error("GetLogicalProcessorInformationEx failed (size=%u, error=%u)", buffer_size, GetLastError());
+			sig_log.error("GetLogicalProcessorInformationEx failed (size=%u, error=%s)", buffer_size, fmt::win_error{GetLastError(), nullptr});
 		}
 		else
 		{
@@ -2957,7 +2957,7 @@ void thread_ctrl::set_native_priority(int priority)
 
 	if (!SetThreadPriority(_this_thread, native_priority))
 	{
-		sig_log.error("SetThreadPriority() failed: 0x%x", GetLastError());
+		sig_log.error("SetThreadPriority() failed: %s", fmt::win_error{GetLastError(), nullptr});
 	}
 #else
 	int policy;
@@ -3009,7 +3009,7 @@ void thread_ctrl::set_thread_affinity_mask(u64 mask)
 	HANDLE _this_thread = GetCurrentThread();
 	if (!SetThreadAffinityMask(_this_thread, !mask ? process_affinity_mask : mask))
 	{
-		sig_log.error("Failed to set thread affinity 0x%x: error 0x%x.", mask, GetLastError());
+		sig_log.error("Failed to set thread affinity 0x%x: error: %s", mask, fmt::win_error{GetLastError(), nullptr});
 	}
 #elif __APPLE__
 	// Supports only one core
diff --git a/rpcs3/Emu/RSX/VK/VKDMA.cpp b/rpcs3/Emu/RSX/VK/VKDMA.cpp
index 5918509400..f4ce1ef175 100644
--- a/rpcs3/Emu/RSX/VK/VKDMA.cpp
+++ b/rpcs3/Emu/RSX/VK/VKDMA.cpp
@@ -290,7 +290,7 @@ namespace vk
 		MEMORY_BASIC_INFORMATION mem_info;
 		if (!::VirtualQuery(vm::get_super_ptr<const void>(base_address), &mem_info, sizeof(mem_info)))
 		{
-			rsx_log.error("VirtualQuery failed! LastError=0x%x", GetLastError());
+			rsx_log.error("VirtualQuery failed! LastError=%s", fmt::win_error{GetLastError(), nullptr});
 			return false;
 		}
 
diff --git a/rpcs3/main.cpp b/rpcs3/main.cpp
index 9b11905068..5434cb0793 100644
--- a/rpcs3/main.cpp
+++ b/rpcs3/main.cpp
@@ -503,7 +503,7 @@ int main(int argc, char** argv)
 	WSADATA wsa_data{};
 	if (const int res = WSAStartup(MAKEWORD(2, 2), &wsa_data); res != 0)
 	{
-		report_fatal_error(fmt::format("WSAStartup failed (error=%s)", fmt::win_error_to_string(res, nullptr)));
+		report_fatal_error(fmt::format("WSAStartup failed (error=%s)", fmt::win_error{static_cast<unsigned long>(res), nullptr}));
 	}
 #endif
 
diff --git a/rpcs3/util/cpu_stats.cpp b/rpcs3/util/cpu_stats.cpp
index 9bbc972983..53d01ad558 100644
--- a/rpcs3/util/cpu_stats.cpp
+++ b/rpcs3/util/cpu_stats.cpp
@@ -54,9 +54,9 @@ LOG_CHANNEL(perf_log, "PERF");
 namespace utils
 {
 #ifdef _WIN32
-	std::string pdh_error(PDH_STATUS status)
+	fmt::win_error pdh_error(PDH_STATUS status)
 	{
-		return fmt::win_error_to_string(status, LoadLibrary(L"pdh.dll"));
+		return fmt::win_error{static_cast<unsigned long>(status), LoadLibrary(L"pdh.dll")};
 	}
 #endif
 
diff --git a/rpcs3/util/vm_native.cpp b/rpcs3/util/vm_native.cpp
index a620e9d99e..3c4b25b50c 100644
--- a/rpcs3/util/vm_native.cpp
+++ b/rpcs3/util/vm_native.cpp
@@ -421,7 +421,7 @@ namespace utils
 
 			if (!::VirtualProtect(reinterpret_cast<LPVOID>(addr), block_size, +prot, &old))
 			{
-				fmt::throw_exception("VirtualProtect failed (%p, 0x%x, addr=0x%x, error=%#x)", pointer, size, addr, GetLastError());
+				fmt::throw_exception("VirtualProtect failed (%p, 0x%x, addr=0x%x, error=%s)", pointer, size, addr, fmt::win_error{GetLastError(), nullptr});
 			}
 
 			// Next region