diff --git a/python/paddle/fluid/dygraph/layers.py b/python/paddle/fluid/dygraph/layers.py
index 1593cc78e6a2c5714b7001679dfe3ae1a02ec99b..02b0e2bcfe1be3018b90e0457be95b0b181eab8e 100644
--- a/python/paddle/fluid/dygraph/layers.py
+++ b/python/paddle/fluid/dygraph/layers.py
@@ -1600,7 +1600,8 @@ class Layer:
             use_structured_name(bool, optional) : If true, use structured name as key, otherwise, use parameter or buffer name as key.
                                                   Default: True
         Returns:
-            None
+            missing_keys(list):A list of str containing the missing keys
+            unexpected_keys(list):A list of str containing the unexpected keys
 
         Examples:
             .. code-block:: python
@@ -1615,15 +1616,20 @@ class Layer:
                 emb.set_state_dict(para_state_dict)
 
         '''
+        missing_keys = []
+        match_keys = set()
+        unexpected_keys = []
 
         def _check_match(key, param):
             state = state_dict.get(key, None)
             if state is None:
+                missing_keys.append(key)
                 raise ValueError(
                     "{} is not found in the provided dict.".format(key)
                 )
             if isinstance(state, dict) or isinstance(state, list):
                 if len(state) != len(param):
+                    missing_keys.append(key)
                     raise ValueError(
                         "{} receieves the length of {}, "
                         "but the expected shape is {}".format(
@@ -1631,6 +1637,7 @@ class Layer:
                         )
                     )
                 else:
+                    match_keys.add(key)
                     return param, state
             else:
                 state_shape = (
@@ -1640,11 +1647,13 @@ class Layer:
                 )
 
                 if list(state_shape) != list(param.shape):
+                    missing_keys.append(key)
                     raise ValueError(
                         "{} receives a shape {}, but the expected shape is {}.".format(
                             key, list(state_shape), list(param.shape)
                         )
                     )
+                match_keys.add(key)
                 return param, state
 
         matched_param_state = []
@@ -1655,7 +1664,9 @@ class Layer:
                 matched_param_state.append(match_res)
             except ValueError as err:
                 warnings.warn(("Skip loading for {}. ".format(key) + str(err)))
-
+        for key in state_dict.keys():
+            if key not in match_keys:
+                unexpected_keys.append(key)
         if _non_static_mode():
             for param, state in matched_param_state:
                 param.set_value(state)
@@ -1693,6 +1704,8 @@ class Layer:
                     "This error might happens in dy2static, while calling 'set_state_dict' dynamicly in 'forward', which is not supported. If you only need call 'set_state_dict' once, move it to '__init__'."
                 )
 
+        return missing_keys, unexpected_keys
+
     def to(self, device=None, dtype=None, blocking=None):
         '''
         Cast the parameters and buffers of Layer by the give device, dtype and blocking.
diff --git a/python/paddle/fluid/tests/unittests/test_state_dict_convert.py b/python/paddle/fluid/tests/unittests/test_state_dict_convert.py
index f62f983e90320ee41d2cc6debc57f8343d6eed26..77a181613374f2678900db53c969c2115c70b410 100644
--- a/python/paddle/fluid/tests/unittests/test_state_dict_convert.py
+++ b/python/paddle/fluid/tests/unittests/test_state_dict_convert.py
@@ -53,6 +53,15 @@ class MyModel(nn.Layer):
         return super().set_state_dict(state_dict)
 
 
+class MyModel2(nn.Layer):
+    def __init__(self):
+        super().__init__()
+        self.linear = nn.Linear(100, 300)
+
+    def forward(self, x):
+        return self.linear(x)
+
+
 def is_state_dict_equal(model1, model2):
     st1 = model1.state_dict()
     st2 = model2.state_dict()
@@ -73,5 +82,18 @@ class TestStateDictConvert(unittest.TestCase):
         self.assertTrue(is_state_dict_equal(model1, model2))
 
 
+class TestStateDictReturn(unittest.TestCase):
+    def test_missing_keys_and_unexpected_keys(self):
+        model1 = MyModel2()
+        tmp_dict = dict()
+        tmp_dict["unexpected_keys"] = paddle.to_tensor(1)
+        missing_keys, unexpected_keys = model1.set_state_dict(tmp_dict)
+        self.assertEqual(len(missing_keys), 2)
+        self.assertEqual(missing_keys[0], "linear.weight")
+        self.assertEqual(missing_keys[1], "linear.bias")
+        self.assertEqual(len(unexpected_keys), 1)
+        self.assertEqual(unexpected_keys[0], "unexpected_keys")
+
+
 if __name__ == "__main__":
     unittest.main()