diff --git a/spacy/tests/regression/test_issue5082.py b/spacy/tests/regression/test_issue5082.py
new file mode 100644
index 000000000..efa5d39f2
--- /dev/null
+++ b/spacy/tests/regression/test_issue5082.py
@@ -0,0 +1,46 @@
+# coding: utf8
+from __future__ import unicode_literals
+
+import numpy as np
+from spacy.lang.en import English
+from spacy.pipeline import EntityRuler
+
+
+def test_issue5082():
+    # Ensure the 'merge_entities' pipeline does something sensible for the vectors of the merged tokens
+    nlp = English()
+    vocab = nlp.vocab
+    array1 = np.asarray([0.1, 0.5, 0.8], dtype=np.float32)
+    array2 = np.asarray([-0.2, -0.6, -0.9], dtype=np.float32)
+    array3 = np.asarray([0.3, -0.1, 0.7], dtype=np.float32)
+    array4 = np.asarray([0.5, 0, 0.3], dtype=np.float32)
+    array34 = np.asarray([0.4, -0.05, 0.5], dtype=np.float32)
+
+    vocab.set_vector("I", array1)
+    vocab.set_vector("like", array2)
+    vocab.set_vector("David", array3)
+    vocab.set_vector("Bowie", array4)
+
+    text = "I like David Bowie"
+    ruler = EntityRuler(nlp)
+    patterns = [
+        {"label": "PERSON", "pattern": [{"LOWER": "david"}, {"LOWER": "bowie"}]}
+    ]
+    ruler.add_patterns(patterns)
+    nlp.add_pipe(ruler)
+
+    parsed_vectors_1 = [t.vector for t in nlp(text)]
+    assert len(parsed_vectors_1) == 4
+    np.testing.assert_array_equal(parsed_vectors_1[0], array1)
+    np.testing.assert_array_equal(parsed_vectors_1[1], array2)
+    np.testing.assert_array_equal(parsed_vectors_1[2], array3)
+    np.testing.assert_array_equal(parsed_vectors_1[3], array4)
+
+    merge_ents = nlp.create_pipe("merge_entities")
+    nlp.add_pipe(merge_ents)
+
+    parsed_vectors_2 = [t.vector for t in nlp(text)]
+    assert len(parsed_vectors_2) == 3
+    np.testing.assert_array_equal(parsed_vectors_2[0], array1)
+    np.testing.assert_array_equal(parsed_vectors_2[1], array2)
+    np.testing.assert_array_equal(parsed_vectors_2[2], array34)
diff --git a/spacy/tokens/_retokenize.pyx b/spacy/tokens/_retokenize.pyx
index a5d06491a..512ad73bc 100644
--- a/spacy/tokens/_retokenize.pyx
+++ b/spacy/tokens/_retokenize.pyx
@@ -213,6 +213,10 @@ def _merge(Doc doc, merges):
         new_orth = ''.join([t.text_with_ws for t in spans[token_index]])
         if spans[token_index][-1].whitespace_:
             new_orth = new_orth[:-len(spans[token_index][-1].whitespace_)]
+        # add the vector of the (merged) entity to the vocab
+        if not doc.vocab.get_vector(new_orth).any():
+            if doc.vocab.vectors_length > 0:
+                doc.vocab.set_vector(new_orth, span.vector)
         token = tokens[token_index]
         lex = doc.vocab.get(doc.mem, new_orth)
         token.lex = lex