Check to make sure that you have added A records for your subdomain in the DNS management section for your site on Cloudflare.
After adding my site to Cloudflare and updating my Domain Registrar's name servers to point to Cloudflare's name servers, I was having issues navigating to my subdomains such as www.brendansluke.com and blog.brendansluke.com.
I was met with this error in Google Chrome:
The issue was that I did not update my DNS records in Cloudflare's DNS management tool.
I did have the subdomain A records set up properly in the DNS records with my Domain Registrar, but after updating my Domain Registrar to point to Cloudflare's name servers, the DNS records set with my Domain Registrar were no longer taken into consideration.
Here is a picture of what my Cloudflare DNS management looked like before I added the fix:
After adding the necessary subdomain A records, my subdomains began to resolve after the DNS changes propagated.
Here is a screenshot of my Cloudflare DNS management window after I added A records for my two subdomains (www. and blog.):
Thanks for reading, I hope this helped you resolve the DNS_PROBE_FINISHED_NXDOMAIN error that you were seeing on your subdomains after setting up your site in Cloudflare.
Still Having an Issue?
If my solution didn't resolve your issue, I recommend checking out Cloudflare's Community message board for further troubleshooting.