diff --git a/crates/argmin/src/solver/neldermead/mod.rs b/crates/argmin/src/solver/neldermead/mod.rs
index 3a1d04971..a6b9068f1 100644
--- a/crates/argmin/src/solver/neldermead/mod.rs
+++ b/crates/argmin/src/solver/neldermead/mod.rs
@@ -401,6 +401,12 @@ where
                 }
             }
         } else {
+            if xr_cost.is_nan() {
+                return Err(argmin_error!(
+                    ConditionViolated,
+                    format!("`NelderMead`: Cost function returned NaN")
+                ));
+            }
             return Err(argmin_error!(
                 PotentialBug,
                 "`NelderMead`: Reached unreachable point."
@@ -868,4 +874,20 @@ mod tests {
         assert_relative_eq!(nm.params[2].0[1], 0.0f64, epsilon = f64::EPSILON);
         assert_relative_eq!(nm.params[2].1, 1.00f64, epsilon = f64::EPSILON);
     }
+
+    #[test]
+    fn test_nan_error() {
+        let params: Vec<Vec<f64>> = vec![vec![-1.0, 0.0], vec![0.0, 1.0], vec![f64::NAN, f64::NAN]];
+        let mut nm: NelderMead<_, f64> = NelderMead::new(params);
+        let state: IterState<Vec<f64>, (), (), (), (), f64> = IterState::new();
+        let mut problem = Problem::new(MwProblem {});
+        let (state, _) = nm.init(&mut problem, state).unwrap();
+
+        let res = nm.next_iter(&mut problem, state);
+        assert_error!(
+            res,
+            ArgminError,
+            "Condition violated: \"`NelderMead`: Cost function returned NaN\""
+        );
+    }
 }