diff --git a/privacy/optimizers/dp_optimizer.py b/privacy/optimizers/dp_optimizer.py
index 268e17e..a0f7ebf 100644
--- a/privacy/optimizers/dp_optimizer.py
+++ b/privacy/optimizers/dp_optimizer.py
@@ -111,7 +111,10 @@ def make_optimizer_class(cls):
               tf.reduce_mean(tf.gather(microbatches_losses,
                                        [i])), var_list, gate_gradients,
               aggregation_method, colocate_gradients_with_ops, grad_loss))
-          grads_list = list(grads)
+          grads_list = [
+              g if g is not None else tf.zeros_like(v)
+              for (g, v) in zip(list(grads), var_list)
+          ]
           sample_state = self._dp_average_query.accumulate_record(
               sample_params, sample_state, grads_list)
           return sample_state