diff --git a/GPy/core/gp.py b/GPy/core/gp.py
index c2d2010c..63316384 100644
--- a/GPy/core/gp.py
+++ b/GPy/core/gp.py
@@ -209,6 +209,8 @@ class GP(Model):
             var = Kxx - np.sum(WiKx*Kx, 0)
             var = var.reshape(-1, 1)
 
+        var[var<0.] = 0.
+
         #force mu to be a column vector
         if len(mu.shape)==1: mu = mu[:,None]