diff --git a/esphome/cpp_generator.py b/esphome/cpp_generator.py
index 5b6f004bb7..f2f2f058ff 100644
--- a/esphome/cpp_generator.py
+++ b/esphome/cpp_generator.py
@@ -1,4 +1,5 @@
 from collections import OrderedDict
+import math
 
 from esphome.core import CORE, HexInt, Lambda, TimePeriod, TimePeriodMicroseconds, \
     TimePeriodMilliseconds, TimePeriodSeconds, TimePeriodMinutes
@@ -260,6 +261,8 @@ class FloatLiteral(Literal):
         self.float_ = value
 
     def __str__(self):
+        if math.isnan(self.float_):
+            return u"NAN"
         return u"{:f}f".format(self.float_)
 
 
diff --git a/tests/test1.yaml b/tests/test1.yaml
index 4cd77c1b07..ff75ac29eb 100644
--- a/tests/test1.yaml
+++ b/tests/test1.yaml
@@ -173,6 +173,7 @@ sensor:
         - 40.0 -> 45.0
         - 100.0 -> 102.5
       - filter_out: 42.0
+      - filter_out: nan
       - sliding_window_moving_average:
           window_size: 15
           send_every: 15