diff --git a/doc/source/reference/testing.rst b/doc/source/reference/testing.rst
index 0d702dd4e702d..f91db4600daec 100644
--- a/doc/source/reference/testing.rst
+++ b/doc/source/reference/testing.rst
@@ -26,6 +26,7 @@ Exceptions and warnings
 
    errors.AbstractMethodError
    errors.AccessorRegistrationWarning
+   errors.DataError
    errors.DtypeWarning
    errors.DuplicateLabelError
    errors.EmptyDataError
diff --git a/doc/source/whatsnew/v1.5.0.rst b/doc/source/whatsnew/v1.5.0.rst
index 581473d3c4798..00f4954d8ffe2 100644
--- a/doc/source/whatsnew/v1.5.0.rst
+++ b/doc/source/whatsnew/v1.5.0.rst
@@ -151,6 +151,7 @@ Other enhancements
 - A :class:`errors.PerformanceWarning` is now thrown when using ``string[pyarrow]`` dtype with methods that don't dispatch to ``pyarrow.compute`` methods (:issue:`42613`)
 - Added ``numeric_only`` argument to :meth:`Resampler.sum`, :meth:`Resampler.prod`, :meth:`Resampler.min`, :meth:`Resampler.max`, :meth:`Resampler.first`, and :meth:`Resampler.last` (:issue:`46442`)
 - ``times`` argument in :class:`.ExponentialMovingWindow` now accepts ``np.timedelta64`` (:issue:`47003`)
+- :class:`DataError` now exposed in ``pandas.errors`` (:issue:`27656`)
 
 .. ---------------------------------------------------------------------------
 .. _whatsnew_150.notable_bug_fixes:
diff --git a/pandas/core/apply.py b/pandas/core/apply.py
index c04d0821fffdc..b891a532a4512 100644
--- a/pandas/core/apply.py
+++ b/pandas/core/apply.py
@@ -33,6 +33,7 @@
     Axis,
     NDFrameT,
 )
+from pandas.errors import DataError
 from pandas.util._decorators import cache_readonly
 from pandas.util._exceptions import find_stack_level
 
@@ -51,7 +52,6 @@
 
 from pandas.core.algorithms import safe_sort
 from pandas.core.base import (
-    DataError,
     SelectionMixin,
     SpecificationError,
 )
diff --git a/pandas/core/base.py b/pandas/core/base.py
index 12ab942e70574..38cf41a626deb 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -176,10 +176,6 @@ def __setattr__(self, key: str, value):
         object.__setattr__(self, key, value)
 
 
-class DataError(Exception):
-    pass
-
-
 class SpecificationError(Exception):
     pass
 
diff --git a/pandas/core/groupby/groupby.py b/pandas/core/groupby/groupby.py
index f7c89b6e7dc49..2ae00b788b427 100644
--- a/pandas/core/groupby/groupby.py
+++ b/pandas/core/groupby/groupby.py
@@ -53,7 +53,10 @@ class providing the base-class of operations.
     npt,
 )
 from pandas.compat.numpy import function as nv
-from pandas.errors import AbstractMethodError
+from pandas.errors import (
+    AbstractMethodError,
+    DataError,
+)
 from pandas.util._decorators import (
     Appender,
     Substitution,
@@ -89,7 +92,6 @@ class providing the base-class of operations.
     ExtensionArray,
 )
 from pandas.core.base import (
-    DataError,
     PandasObject,
     SelectionMixin,
 )
diff --git a/pandas/core/resample.py b/pandas/core/resample.py
index 362f61d25ac34..fd331fef32703 100644
--- a/pandas/core/resample.py
+++ b/pandas/core/resample.py
@@ -34,7 +34,10 @@
     npt,
 )
 from pandas.compat.numpy import function as nv
-from pandas.errors import AbstractMethodError
+from pandas.errors import (
+    AbstractMethodError,
+    DataError,
+)
 from pandas.util._decorators import (
     Appender,
     Substitution,
@@ -50,10 +53,7 @@
 
 import pandas.core.algorithms as algos
 from pandas.core.apply import ResamplerWindowApply
-from pandas.core.base import (
-    DataError,
-    PandasObject,
-)
+from pandas.core.base import PandasObject
 import pandas.core.common as com
 from pandas.core.generic import (
     NDFrame,
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index 9617e27cc2e4b..ad6f0863449b6 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -33,6 +33,7 @@
 )
 from pandas.compat._optional import import_optional_dependency
 from pandas.compat.numpy import function as nv
+from pandas.errors import DataError
 from pandas.util._decorators import doc
 from pandas.util._exceptions import find_stack_level
 
@@ -54,10 +55,7 @@
 from pandas.core.algorithms import factorize
 from pandas.core.apply import ResamplerWindowApply
 from pandas.core.arrays import ExtensionArray
-from pandas.core.base import (
-    DataError,
-    SelectionMixin,
-)
+from pandas.core.base import SelectionMixin
 import pandas.core.common as com
 from pandas.core.indexers.objects import (
     BaseIndexer,
diff --git a/pandas/errors/__init__.py b/pandas/errors/__init__.py
index 44f999cb1296a..daef5a38c33c2 100644
--- a/pandas/errors/__init__.py
+++ b/pandas/errors/__init__.py
@@ -236,3 +236,11 @@ class InvalidIndexError(Exception):
 
     .. versionadded:: 1.1.0
     """
+
+
+class DataError(Exception):
+    """
+    Exception raised when trying to perform a ohlc on a non-numnerical column.
+    Or, it can be raised when trying to apply a function to a non-numerical
+    column on a rolling window.
+    """
diff --git a/pandas/tests/test_errors.py b/pandas/tests/test_errors.py
index 6207b886b95c7..a1ce5b7a239fe 100644
--- a/pandas/tests/test_errors.py
+++ b/pandas/tests/test_errors.py
@@ -19,6 +19,7 @@
         "MergeError",
         "OptionError",
         "NumbaUtilError",
+        "DataError",
     ],
 )
 def test_exception_importable(exc):
diff --git a/pandas/tests/window/test_dtypes.py b/pandas/tests/window/test_dtypes.py
index 161976a6112a5..52011a2d5f760 100644
--- a/pandas/tests/window/test_dtypes.py
+++ b/pandas/tests/window/test_dtypes.py
@@ -1,6 +1,8 @@
 import numpy as np
 import pytest
 
+from pandas.errors import DataError
+
 from pandas.core.dtypes.common import pandas_dtype
 
 from pandas import (
@@ -9,7 +11,6 @@
     Series,
 )
 import pandas._testing as tm
-from pandas.core.base import DataError
 
 # gh-12373 : rolling functions error on float32 data
 # make sure rolling functions works for different dtypes