diff --git a/CHANGES.md b/CHANGES.md
index 2a50e456550..fe76a2c7ae7 100644
--- a/CHANGES.md
+++ b/CHANGES.md
@@ -42,6 +42,8 @@
 
 <!-- For example, Docker, GitHub Actions, pre-commit, editors -->
 
+- Fix the action failing when Black check doesn't pass (#3957)
+
 ### Documentation
 
 <!-- Major changes to documentation and policies. Small docs changes
diff --git a/action.yml b/action.yml
index 8b698ae3c80..eedb9bb2f1c 100644
--- a/action.yml
+++ b/action.yml
@@ -35,6 +35,9 @@ runs:
   steps:
     - name: black
       run: |
+        # Even when black fails, do not close the shell
+        set +e
+
         if [ "$RUNNER_OS" == "Windows" ]; then
           runner="python"
         else