Index: src/bp-templates/bp-legacy/buddypress/activity/activity-loop.php
===================================================================
--- src/bp-templates/bp-legacy/buddypress/activity/activity-loop.php	(revision 9588)
+++ src/bp-templates/bp-legacy/buddypress/activity/activity-loop.php	(working copy)
@@ -8,12 +8,22 @@
 
 	<?php endif; ?>
 
-	<?php while ( bp_activities() ) : bp_the_activity(); ?>
+	<?php if ( bp_activities() ) : ?>
 
-		<?php bp_get_template_part( 'activity/entry' ); ?>
+		<?php while ( bp_activities() ) : bp_the_activity(); ?>
 
-	<?php endwhile; ?>
+			<?php bp_get_template_part( 'activity/entry' ); ?>
 
+		<?php endwhile; ?>
+
+	<?php else : ?>
+
+		<div id="message" class="info">
+			<p><?php _e( 'Sorry, there was no activity found. Please try a different filter.', 'buddypress' ); ?></p>
+		</div>
+
+	<?php endif; ?>
+
 	<?php if ( bp_activity_has_more_items() ) : ?>
 
 		<li class="load-more">
