diff --git a/stable_baselines3/a2c/a2c.py b/stable_baselines3/a2c/a2c.py
index fda20c9c0..68247bff1 100644
--- a/stable_baselines3/a2c/a2c.py
+++ b/stable_baselines3/a2c/a2c.py
@@ -5,7 +5,12 @@
 from torch.nn import functional as F
 
 from stable_baselines3.common.on_policy_algorithm import OnPolicyAlgorithm
-from stable_baselines3.common.policies import ActorCriticCnnPolicy, ActorCriticPolicy, BasePolicy, MultiInputActorCriticPolicy
+from stable_baselines3.common.policies import (
+    ActorCriticCnnPolicy,
+    ActorCriticPolicy,
+    BasePolicy,
+    MultiInputActorCriticPolicy,
+)
 from stable_baselines3.common.type_aliases import GymEnv, MaybeCallback, Schedule
 from stable_baselines3.common.utils import explained_variance
 
@@ -70,7 +75,7 @@ def __init__(
         gae_lambda: float = 1.0,
         ent_coef: float = 0.0,
         vf_coef: float = 0.5,
-        max_grad_norm: float = 0.5,
+        max_grad_norm: Optional[float] = 0.5,
         rms_prop_eps: float = 1e-5,
         use_rms_prop: bool = True,
         use_sde: bool = False,
@@ -168,7 +173,8 @@ def train(self) -> None:
             loss.backward()
 
             # Clip grad norm
-            th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
+            if self.max_grad_norm is not None:
+                th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
             self.policy.optimizer.step()
 
         explained_var = explained_variance(self.rollout_buffer.values.flatten(), self.rollout_buffer.returns.flatten())
diff --git a/stable_baselines3/common/on_policy_algorithm.py b/stable_baselines3/common/on_policy_algorithm.py
index 289a646af..9d1cc4b40 100644
--- a/stable_baselines3/common/on_policy_algorithm.py
+++ b/stable_baselines3/common/on_policy_algorithm.py
@@ -66,7 +66,7 @@ def __init__(
         gae_lambda: float,
         ent_coef: float,
         vf_coef: float,
-        max_grad_norm: float,
+        max_grad_norm: Optional[float],
         use_sde: bool,
         sde_sample_freq: int,
         stats_window_size: int = 100,
diff --git a/stable_baselines3/ppo/ppo.py b/stable_baselines3/ppo/ppo.py
index 965b76cf9..49501431d 100644
--- a/stable_baselines3/ppo/ppo.py
+++ b/stable_baselines3/ppo/ppo.py
@@ -7,7 +7,12 @@
 from torch.nn import functional as F
 
 from stable_baselines3.common.on_policy_algorithm import OnPolicyAlgorithm
-from stable_baselines3.common.policies import ActorCriticCnnPolicy, ActorCriticPolicy, BasePolicy, MultiInputActorCriticPolicy
+from stable_baselines3.common.policies import (
+    ActorCriticCnnPolicy,
+    ActorCriticPolicy,
+    BasePolicy,
+    MultiInputActorCriticPolicy,
+)
 from stable_baselines3.common.type_aliases import GymEnv, MaybeCallback, Schedule
 from stable_baselines3.common.utils import explained_variance, get_schedule_fn
 
@@ -89,7 +94,7 @@ def __init__(
         normalize_advantage: bool = True,
         ent_coef: float = 0.0,
         vf_coef: float = 0.5,
-        max_grad_norm: float = 0.5,
+        max_grad_norm: Optional[float] = 0.5,
         use_sde: bool = False,
         sde_sample_freq: int = -1,
         target_kl: Optional[float] = None,
@@ -271,7 +276,8 @@ def train(self) -> None:
                 self.policy.optimizer.zero_grad()
                 loss.backward()
                 # Clip grad norm
-                th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
+                if self.max_grad_norm is not None:
+                    th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
                 self.policy.optimizer.step()
 
             self._n_updates += 1
diff --git a/stable_baselines3/ppo_recurrent/ppo_recurrent.py b/stable_baselines3/ppo_recurrent/ppo_recurrent.py
index c8a4fecbc..bee7c563d 100644
--- a/stable_baselines3/ppo_recurrent/ppo_recurrent.py
+++ b/stable_baselines3/ppo_recurrent/ppo_recurrent.py
@@ -117,7 +117,7 @@ def __init__(
         normalize_advantage: bool = True,
         ent_coef: float = 0.0,
         vf_coef: float = 0.5,
-        max_grad_norm: float = 0.5,
+        max_grad_norm: Optional[float] = 0.5,
         use_sde: bool = False,
         sde_sample_freq: int = -1,
         target_kl: Optional[float] = None,
@@ -470,7 +470,8 @@ def train(self) -> None:
                 self.policy.optimizer.zero_grad()
                 loss.backward()
                 # Clip grad norm
-                th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
+                if self.max_grad_norm is not None:
+                    th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
                 self.policy.optimizer.step()
             self._n_updates += 1
             if not continue_training: