diff --git a/matlab/set_prior.m b/matlab/set_prior.m
index 12c142d7f38bd4c0e50dec31b4547c6324f903ac..c2e388d9ac65889c0e864d27db43d545fad3f7d2 100644
--- a/matlab/set_prior.m
+++ b/matlab/set_prior.m
@@ -186,6 +186,9 @@ k2 = find(isnan(bayestopt_.p4(k)));
 bayestopt_.p3(k(k1)) = zeros(length(k1),1);
 bayestopt_.p4(k(k2)) = Inf(length(k2),1);
 for i=1:length(k)
+    if isinf(bayestopt_.p2(k(i)))
+        error(['Infinite prior standard deviation for parameter ' bayestopt_.name{k(i)}  ' is not allowed (Gamma prior)!'])
+    end
     mu = bayestopt_.p1(k(i))-bayestopt_.p3(k(i));
     bayestopt_.p7(k(i)) = bayestopt_.p2(k(i))^2/mu ;
     bayestopt_.p6(k(i)) = mu/bayestopt_.p7(k(i)) ;