diff --git a/paddle/fluid/train/custom_trainer/feed/monitor/auc_monitor.cc b/paddle/fluid/train/custom_trainer/feed/monitor/auc_monitor.cc
index 3748d9d3eccf50a106efc75d14d01d3cb9cceed1..9b45825b4999256d805c9ef438b5a1705d3b2cf1 100644
--- a/paddle/fluid/train/custom_trainer/feed/monitor/auc_monitor.cc
+++ b/paddle/fluid/train/custom_trainer/feed/monitor/auc_monitor.cc
@@ -85,7 +85,7 @@ std::string AucMonitor::format_result() {
 void AucMonitor::add_unlocked(double pred, int label) {
     if (std::isnan(pred)) {
         VLOG(2) << "pred[" << pred << "] outside of [0,1]";
-        continue;
+        return;
     }
     CHECK(pred >= 0 && pred <= 1) << "pred[" << pred << "] outside of [0,1]";
     CHECK(label == 0 || label == 1) << "label[" << label << "] invalid";