diff --git a/doc/src/sgml/ref/pgbench.sgml b/doc/src/sgml/ref/pgbench.sgml
index 3fb29f8c1d4..1eee8dc5742 100644
--- a/doc/src/sgml/ref/pgbench.sgml
+++ b/doc/src/sgml/ref/pgbench.sgml
@@ -809,7 +809,8 @@ pgbench <optional> <replaceable>options</> </optional> <replaceable>dbname</>
 
   <para>
    Script file meta commands begin with a backslash (<literal>\</>) and
-   extend to the end of the line.
+   normally extend to the end of the line, although they can be continued
+   to additional lines by writing backslash-return.
    Arguments to a meta command are separated by white space.
    These meta commands are supported:
   </para>
@@ -838,7 +839,8 @@ pgbench <optional> <replaceable>options</> </optional> <replaceable>dbname</>
       Examples:
 <programlisting>
 \set ntellers 10 * :scale
-\set aid (1021 * random(1, 100000 * :scale)) % (100000 * :scale) + 1
+\set aid (1021 * random(1, 100000 * :scale)) % \
+           (100000 * :scale) + 1
 </programlisting></para>
     </listitem>
    </varlistentry>
diff --git a/src/bin/pgbench/exprscan.l b/src/bin/pgbench/exprscan.l
index 9a3be3d667f..dc1367bbdbc 100644
--- a/src/bin/pgbench/exprscan.l
+++ b/src/bin/pgbench/exprscan.l
@@ -66,6 +66,9 @@ space			[ \t\r\f\v]
 nonspace		[^ \t\r\f\v\n]
 newline			[\n]
 
+/* Line continuation marker */
+continuation	\\{newline}
+
 /* Exclusive states */
 %x EXPR
 
@@ -96,8 +99,20 @@ newline			[\n]
 					return 1;
 				}
 
+	/*
+	 * We need this rule to avoid returning "word\" instead of recognizing
+	 * a continuation marker just after a word:
+	 */
+{nonspace}+{continuation}	{
+					/* Found "word\\\n", emit and return just "word" */
+					psqlscan_emit(cur_state, yytext, yyleng - 2);
+					return 1;
+				}
+
 {space}+		{ /* ignore */ }
 
+{continuation}	{ /* ignore */ }
+
 {newline}		{
 					/* report end of command */
 					last_was_newline = true;
@@ -138,14 +153,16 @@ newline			[\n]
 					return FUNCTION;
 				}
 
+{space}+		{ /* ignore */ }
+
+{continuation}	{ /* ignore */ }
+
 {newline}		{
 					/* report end of command */
 					last_was_newline = true;
 					return 0;
 				}
 
-{space}+		{ /* ignore */ }
-
 .				{
 					/*
 					 * must strdup yytext so that expr_yyerror_more doesn't