Secreted Wnts play diverse roles in a non-cell-autonomous fashion. However, the cell-autonomous effect of unsecreted Wnts remains unknown. Endoplasmic reticulum (ER) stress is observed in specialized secretory cells and participates in pathophysiological processes. The correlation between Wnt secretion and ER stress remains poorly understood. Here, we demonstrated that Drosophila miR-307a initiates ER stress specifically in wingless (wg)-expressing cells through targeting wntless (wls/evi). This phenotype could be mimicked by retromer loss-of-function or porcupine (porc) depletion, and rescued by wg knockdown, arguing that unsecreted Wg triggers ER stress. Consistently, we found that disrupting the secretion of human Wnt5a also induced ER stress in mammalian cells. Furthermore, we showed that a C-terminal KKVY-motif of Wg is required for its retrograde Golgi-to-ER transport, thus inducing ER stress. Next, we investigated if COPI, the regulator of retrograde transport, is responsible for unsecreted Wg to induce ER stress. To our surprise, we found that COPI acts as a novel regulator of Wg secretion. Taken together, this study reveals a previously unknown Golgi-to-ER retrograde route of Wg, and elucidates a correlation between Wnt secretion and ER stress during development.