diff --git a/GPy/testing/misc_tests.py b/GPy/testing/misc_tests.py
index e620fa7e..cbb74ca2 100644
--- a/GPy/testing/misc_tests.py
+++ b/GPy/testing/misc_tests.py
@@ -1,6 +1,7 @@
 import numpy as np
 import scipy as sp
 import GPy
+import warnings
 
 class MiscTests(np.testing.TestCase):
     """
@@ -11,8 +12,12 @@ class MiscTests(np.testing.TestCase):
         self._lim_val_exp = np.log(self._lim_val)
 
     def test_safe_exp_upper(self):
-        assert np.exp(self._lim_val_exp + 1) == np.inf
-        assert GPy.util.misc.safe_exp(self._lim_val_exp + 1) < np.inf
+        with warnings.catch_warnings(record=True) as w:
+            assert np.isfinite(np.exp(self._lim_val_exp))
+            assert np.isinf(np.exp(self._lim_val_exp + 1))
+            assert np.isfinite(GPy.util.misc.safe_exp(self._lim_val_exp + 1))
+
+            assert len(w)==1 # should have one overflow warning
 
     def test_safe_exp_lower(self):
         assert GPy.util.misc.safe_exp(1e-10) < np.inf