diff --git a/GPy/core/sparse_gp.py b/GPy/core/sparse_gp.py
index 56400d91..306d06e8 100644
--- a/GPy/core/sparse_gp.py
+++ b/GPy/core/sparse_gp.py
@@ -42,6 +42,9 @@ class SparseGP(GP):
 
     def __init__(self, X, Y, Z, kernel, likelihood, mean_function=None, X_variance=None, inference_method=None,
                  name='sparse gp', Y_metadata=None, normalizer=False):
+
+        self.missing_data = np.isnan(Y).any()
+        
         #pick a sensible inference method
         if inference_method is None:
             if isinstance(likelihood, likelihoods.Gaussian):