diff --git a/docs/src/univariate.md b/docs/src/univariate.md
index 48a90c7a42..343698c25b 100644
--- a/docs/src/univariate.md
+++ b/docs/src/univariate.md
@@ -72,7 +72,7 @@ pdfsquaredL2norm
 insupport(::UnivariateDistribution, x::Any)
 pdf(::UnivariateDistribution, ::Real)
 logpdf(::UnivariateDistribution, ::Real)
-gradlogpdf(::Distribution, ::Any)
+gradlogpdf(::ContinuousUnivariateDistribution, ::Real)
 loglikelihood(::UnivariateDistribution, ::AbstractArray)
 cdf(::UnivariateDistribution, ::Real)
 logcdf(::UnivariateDistribution, ::Real)
diff --git a/src/univariates.jl b/src/univariates.jl
index 41577ca469..36fc5a214d 100644
--- a/src/univariates.jl
+++ b/src/univariates.jl
@@ -419,8 +419,14 @@ for which `logccdf(d, x) ≤ lp`.
 invlogccdf(d::UnivariateDistribution, lp::Real) = quantile(d, -expm1(lp))
 
 # gradlogpdf
+"""
+    gradlogpdf(d::ContinuousUnivariateDistribution, x::Real)
+
+The derivative of `z -> logpdf(d, z)` evaluated at `x`.
 
-gradlogpdf(d::ContinuousUnivariateDistribution, x::Real) = throw(MethodError(gradlogpdf, (d, x)))
+See also: [`logpdf`](@ref), [`pdf`](@ref).
+"""
+gradlogpdf(d::ContinuousUnivariateDistribution, x::Real)
 
 
 function _pdf_fill_outside!(r::AbstractArray, d::DiscreteUnivariateDistribution, X::UnitRange)