diff --git a/src/SolverAPI.jl b/src/SolverAPI.jl
index 1251168..b583218 100644
--- a/src/SolverAPI.jl
+++ b/src/SolverAPI.jl
@@ -122,8 +122,8 @@ function response(
 
     try
         rel_gap = Float64(MOI.get(model, MOI.RelativeGap()))
-        if !isinf(rel_gap)
-            res["relative_gap"] = rel_gap # Inf cannot be serialized to JSON
+        if !isinf(rel_gap) && !isnan(rel_gap)
+            res["relative_gap"] = rel_gap # Inf and NaN cannot be serialized to JSON
         end
     catch
         # ignore if solver does not support relative gap