We give bounds on the error in the asymptotic approximation of the log-Gamma function $\ln \unicode[STIX]{x1D6E4}(z)$ for complex $z$ in the right half-plane. These improve on earlier bounds by Behnke and Sommer [Theorie der analytischen Funktionen einer komplexen Veränderlichen, 2nd edn (Springer, Berlin, 1962)], Spira [‘Calculation of the Gamma function by Stirling’s formula’, Math. Comp.25 (1971), 317–322], and Hare [‘Computing the principal branch of log-Gamma’, J. Algorithms25 (1997), 221–236]. We show that $|R_{k+1}(z)/T_{k}(z)|<\sqrt{\unicode[STIX]{x1D70B}k}$ for nonzero $z$ in the right half-plane, where $T_{k}(z)$ is the $k$th term in the asymptotic series, and $R_{k+1}(z)$ is the error incurred in truncating the series after $k$ terms. We deduce similar bounds for asymptotic approximation of the Riemann–Siegel theta function $\unicode[STIX]{x1D717}(t)$. We show that the accuracy of a well-known approximation to $\unicode[STIX]{x1D717}(t)$ can be improved by including an exponentially small term in the approximation. This improves the attainable accuracy for real $t>0$ from $O(\exp (-\unicode[STIX]{x1D70B}t))$ to $O(\exp (-2\unicode[STIX]{x1D70B}t))$. We discuss a similar example due to Olver [‘Error bounds for asymptotic expansions, with an application to cylinder functions of large argument’, in: Asymptotic Solutions of Differential Equations and Their Applications (ed. C. H. Wilcox) (Wiley, New York, 1964), 16–18], and a connection with the Stokes phenomenon.