diff --git a/NEWS b/NEWS
index 02cd4d1f..2bea4c59 100644
--- a/NEWS
+++ b/NEWS
@@ -6,6 +6,8 @@ What's new in psycopg 2.8.4
 
 - Don't swallow keyboard interrupts on connect when a password is specified
   in the connection string (:ticket:`#898`).
+- Don't advance replication cursor when the message wasn't confirmed
+  (:ticket:`#940`).
 - Fixed int overflow for large values in `~psycopg2.extensions.Column.table_oid`
   and `~psycopg2.extensions.Column.type_code` (:ticket:`961`).
 - Fixed building with Python 3.8 (:ticket:`854`).
diff --git a/psycopg/pqpath.c b/psycopg/pqpath.c
index 414c2d75..28774cd8 100644
--- a/psycopg/pqpath.c
+++ b/psycopg/pqpath.c
@@ -1576,7 +1576,9 @@ retry:
 
         /* We can safely forward flush_lsn to the wal_end from the server keepalive message
          * if we know that the client already processed (confirmed) the last XLogData message */
-        if (repl->flush_lsn >= repl->last_msg_data_start && wal_end > repl->flush_lsn) {
+        if (repl->explicitly_flushed_lsn >= repl->last_msg_data_start
+                && wal_end > repl->explicitly_flushed_lsn
+                && wal_end > repl->flush_lsn) {
             repl->flush_lsn = wal_end;
         }
 
diff --git a/psycopg/replication_cursor.h b/psycopg/replication_cursor.h
index 1b92b09d..ba066b52 100644
--- a/psycopg/replication_cursor.h
+++ b/psycopg/replication_cursor.h
@@ -52,6 +52,7 @@ typedef struct replicationCursorObject {
 
     XLogRecPtr  last_msg_data_start; /* WAL pointer to the last non-keepalive message from the server */
     struct timeval last_feedback; /* timestamp of the last feedback message to the server */
+    XLogRecPtr  explicitly_flushed_lsn; /* the flush LSN explicitly set by the send_feedback call */ 
 } replicationCursorObject;
 
 
diff --git a/psycopg/replication_cursor_type.c b/psycopg/replication_cursor_type.c
index 5fdeaf03..c1dbd431 100644
--- a/psycopg/replication_cursor_type.c
+++ b/psycopg/replication_cursor_type.c
@@ -211,6 +211,9 @@ send_feedback(replicationCursorObject *self,
     if (write_lsn > self->write_lsn)
         self->write_lsn = write_lsn;
 
+    if (flush_lsn > self->explicitly_flushed_lsn)
+        self->explicitly_flushed_lsn = flush_lsn;
+
     if (flush_lsn > self->flush_lsn)
         self->flush_lsn = flush_lsn;