diff --git a/telethon/client/updates.py b/telethon/client/updates.py
index b15853b7..ea129cf4 100644
--- a/telethon/client/updates.py
+++ b/telethon/client/updates.py
@@ -2,10 +2,12 @@ import asyncio
 import itertools
 import random
 import time
+import datetime
 
 from .users import UserMethods
 from .. import events, utils, errors
 from ..tl import types, functions
+from ..events.common import EventCommon
 
 
 class UpdateMethods(UserMethods):
@@ -260,17 +262,17 @@ class UpdateMethods(UserMethods):
         built = EventBuilderDict(self, update)
         if self._conversations:
             for conv in self._conversations.values():
-                if built[events.NewMessage]:
+                if await built.get(events.NewMessage):
                     conv._on_new_message(built[events.NewMessage])
-                if built[events.MessageEdited]:
+                if await built.get(events.MessageEdited):
                     conv._on_edit(built[events.MessageEdited])
-                if built[events.MessageRead]:
+                if await built.get(events.MessageRead):
                     conv._on_read(built[events.MessageRead])
                 if conv._custom:
                     await conv._check_custom(built)
 
         for builder, callback in self._event_builders:
-            event = built[type(builder)]
+            event = await built.get(type(builder))
             if not event:
                 continue
 
@@ -322,15 +324,54 @@ class EventBuilderDict:
         self.update = update
 
     def __getitem__(self, builder):
+        return self.__dict__[builder]
+
+    async def get(self, builder):
         try:
             return self.__dict__[builder]
         except KeyError:
             event = self.__dict__[builder] = builder.build(self.update)
-            if event:
+            if isinstance(event, EventCommon):
                 event.original_update = self.update
-                if hasattr(event, '_set_client'):
-                    event._set_client(self.client)
-                else:
-                    event._client = self.client
+                event._set_client(self.client)
+                if not event._load_entities():
+                    await self.get_difference()
+                    if not event._load_entities():
+                        self.client._log[__name__].info(
+                            'Could not find all entities for update.pts = %s',
+                            getattr(self.update, 'pts', None)
+                        )
+            elif event:
+                # Actually a :tl:`Update`, not much processing to do
+                event._client = self.client
 
             return event
+
+    async def get_difference(self):
+        """
+        Calls :tl:`updates.getDifference`, which fills the entities cache
+        (always done by `__call__`) and lets us know about the full entities.
+        """
+        pts = getattr(self.update, 'pts', None)
+        if not pts:
+            return
+
+        date = getattr(self.update, 'date', None)
+        if date:
+            # Get the difference from one second ago to now
+            date -= datetime.timedelta(seconds=1)
+        else:
+            # No date known, 1 is the earliest date that works
+            date = 1
+
+        self.client._log[__name__].debug('Getting difference for entities')
+        result = await self.client(functions.updates.GetDifferenceRequest(
+            pts, date, 0
+        ))
+
+        if isinstance(result, (types.updates.Difference,
+                               types.updates.DifferenceSlice)):
+            self.update._entities.update({
+                utils.get_peer_id(x): x for x in
+                itertools.chain(result.users, result.chats)
+            })
diff --git a/telethon/events/common.py b/telethon/events/common.py
index 1470585a..db644efd 100644
--- a/telethon/events/common.py
+++ b/telethon/events/common.py
@@ -146,17 +146,23 @@ class EventCommon(ChatGetter, abc.ABC):
         Setter so subclasses can act accordingly when the client is set.
         """
         self._client = client
-        self._chat = self._entities.get(self.chat_id)
-        if not self._chat:
-            return
 
+    def _load_entities(self):
+        """
+        Must load all the entities it needs from cache, and
+        return ``False`` if it could not find all of them.
+        """
+        # TODO Make sure all subclasses implement this
+        self._chat = self._entities.get(self.chat_id)
         try:
             self._input_chat = utils.get_input_peer(self._chat)
         except TypeError:
             try:
                 self._input_chat = self._client._entity_cache[self._chat_peer]
             except KeyError:
-                self._input_chat = None
+                return False
+
+        return True
 
     @property
     def client(self):