Numerical solutions to the adjoint Euler equations have been found to diverge with mesh refinement near walls for a variety of flow conditions and geometry configurations. The issue is reviewed, and an explanation is provided by comparing a numerical incompressible adjoint solution with an analytic adjoint solution, showing that the anomaly observed in numerical computations is caused by a divergence of the analytic solution at the wall. The singularity causing this divergence is of the same type as the well-known singularity along the incoming stagnation streamline, and both originate at the adjoint singularity at the trailing edge. The argument is extended to cover the fully compressible case, in subcritical flow conditions, by presenting an analytic solution that follows the same structure as the incompressible one.