diff --git a/pynapple/core/jitted_functions.py b/pynapple/core/jitted_functions.py
index 8deb7576..310f4e1e 100644
--- a/pynapple/core/jitted_functions.py
+++ b/pynapple/core/jitted_functions.py
@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
 # @Author: guillaume
 # @Date:   2022-10-31 16:44:31
-# @Last Modified by:   gviejo
-# @Last Modified time: 2023-10-15 16:05:27
+# @Last Modified by:   Guillaume Viejo
+# @Last Modified time: 2023-11-19 18:27:43
 import numpy as np
 from numba import jit
 
@@ -749,6 +749,31 @@ def jitin_interval(time_array, starts, ends):
     return data
 
 
+@jit(nopython=True)
+def jitremove_nan(time_array, index_nan):
+    n = len(time_array)
+    ix_start = np.zeros(n, dtype=np.bool_)
+    ix_end = np.zeros(n, dtype=np.bool_)
+
+    if not index_nan[0]:  # First start
+        ix_start[0] = True
+
+    t = 1
+    while t < n:
+        if index_nan[t - 1] and not index_nan[t]:  # start
+            ix_start[t] = True
+        if not index_nan[t - 1] and index_nan[t]:  # end
+            ix_end[t - 1] = True
+        t += 1
+
+    if not index_nan[-1]:  # Last stop
+        ix_end[-1] = True
+
+    starts = time_array[ix_start]
+    ends = time_array[ix_end]
+    return (starts, ends)
+
+
 @jit(nopython=True)
 def jit_poisson_IRLS(X, y, niter=100, tolerance=1e-5):
     y = y.astype(np.float64)
diff --git a/pynapple/core/time_series.py b/pynapple/core/time_series.py
index ac31831d..e1626245 100644
--- a/pynapple/core/time_series.py
+++ b/pynapple/core/time_series.py
@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
 # @Author: gviejo
 # @Date:   2022-01-27 18:33:31
-# @Last Modified by:   gviejo
-# @Last Modified time: 2023-11-08 18:44:24
+# @Last Modified by:   Guillaume Viejo
+# @Last Modified time: 2023-11-19 18:59:08
 
 """
 
@@ -39,6 +39,7 @@
     jitbin,
     jitbin_array,
     jitcount,
+    jitremove_nan,
     jitrestrict,
     jitthreshold,
     jittsrestrict,
@@ -787,6 +788,48 @@ def get(self, start, end=None, time_units="s"):
             idx_end = np.searchsorted(time_array, end, side="right")
             return self[idx_start:idx_end]
 
+    def dropna(self, update_time_support=True):
+        """Drop every rows containing NaNs. By default, the time support is updated to start and end around the time points that are non NaNs.
+        To change this behavior, you can set update_time_support=False.
+
+        Parameters
+        ----------
+        update_time_support : bool, optional
+
+        Returns
+        -------
+        Tsd, TsdFrame or TsdTensor
+            The time series without the NaNs
+        """
+        index_nan = np.any(np.isnan(self.values), axis=tuple(range(1, self.ndim)))
+        if np.all(index_nan):  # In case it's only NaNs
+            return self.__class__(
+                t=np.array([]), d=np.empty(tuple([0] + [d for d in self.shape[1:]]))
+            )
+
+        elif np.any(index_nan):
+            if update_time_support:
+                time_array = self.index.values
+                starts, ends = jitremove_nan(time_array, index_nan)
+
+                to_fix = starts == ends
+                if np.any(to_fix):
+                    ends[
+                        to_fix
+                    ] += 1e-6  # adding 1 millisecond in case of a single point
+
+                ep = IntervalSet(starts, ends)
+
+                return self.__class__(
+                    t=time_array[~index_nan], d=self.values[~index_nan], time_support=ep
+                )
+
+            else:
+                return self[~index_nan]
+
+        else:
+            return self
+
 
 class TsdTensor(NDArrayOperatorsMixin, _AbstractTsd):
     """
diff --git a/pynapple/process/perievent.py b/pynapple/process/perievent.py
index f783c72f..6d935e70 100644
--- a/pynapple/process/perievent.py
+++ b/pynapple/process/perievent.py
@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
 # @Author: gviejo
 # @Date:   2022-01-30 22:59:00
-# @Last Modified by:   gviejo
-# @Last Modified time: 2023-11-16 11:34:48
+# @Last Modified by:   Guillaume Viejo
+# @Last Modified time: 2023-11-19 19:13:24
 
 import numpy as np
 from scipy.linalg import hankel
@@ -168,6 +168,11 @@ def compute_event_trigger_average(
 
     tmp = feature.bin_average(binsize, ep)
 
+    # Check for any NaNs in feature
+    if np.any(np.isnan(tmp)):
+        tmp = tmp.dropna()
+        count = count.restrict(tmp.time_support)
+
     # Build the Hankel matrix
     n_p = len(idx1)
     n_f = len(idx2)
diff --git a/tests/test_numpy_compatibility.py b/tests/test_numpy_compatibility.py
index 254248b3..8438019d 100644
--- a/tests/test_numpy_compatibility.py
+++ b/tests/test_numpy_compatibility.py
@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
 # @Author: Guillaume Viejo
 # @Date:   2023-09-18 18:11:24
-# @Last Modified by:   gviejo
-# @Last Modified time: 2023-11-08 18:14:12
+# @Last Modified by:   Guillaume Viejo
+# @Last Modified time: 2023-11-19 16:55:26
 
 
 
@@ -17,7 +17,10 @@
 
 tsd = nap.TsdTensor(t=np.arange(100), d=np.random.rand(100, 5, 3), time_units="s")
 
-tsd = nap.TsdFrame(t=np.arange(100), d=np.random.randn(100, 6))
+# tsd = nap.TsdFrame(t=np.arange(100), d=np.random.randn(100, 6))
+
+tsd.d[tsd.values>0.9] = np.NaN
+
 
 @pytest.mark.parametrize(
     "tsd",
diff --git a/tests/test_time_series.py b/tests/test_time_series.py
index f0750b8d..449cbfa7 100755
--- a/tests/test_time_series.py
+++ b/tests/test_time_series.py
@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
 # @Author: gviejo
 # @Date:   2022-04-01 09:57:55
-# @Last Modified by:   gviejo
-# @Last Modified time: 2023-11-08 18:46:52
+# @Last Modified by:   Guillaume Viejo
+# @Last Modified time: 2023-11-19 18:48:57
 #!/usr/bin/env python
 
 """Tests of time series for `pynapple` package."""
@@ -271,7 +271,7 @@ def __init__(self):
 @pytest.mark.parametrize(
     "tsd",
     [
-        nap.Tsd(t=np.arange(100), d=np.arange(100), time_units="s"),
+        nap.Tsd(t=np.arange(100), d=np.random.rand(100), time_units="s"),
         nap.TsdFrame(t=np.arange(100), d=np.random.rand(100, 5), time_units="s"),
         nap.TsdTensor(t=np.arange(100), d=np.random.rand(100, 5, 2), time_units="s"),
         nap.Ts(t=np.arange(100), time_units="s"),
@@ -393,6 +393,35 @@ def test_get_timepoint(self, tsd):
             np.testing.assert_array_equal(tsd.get(1), tsd[1])
             np.testing.assert_array_equal(tsd.get(1000), tsd[-1])
 
+    def test_dropna(self, tsd):
+        if not isinstance(tsd, nap.Ts):
+
+            new_tsd = tsd.dropna()
+            np.testing.assert_array_equal(tsd.index.values, new_tsd.index.values)
+            np.testing.assert_array_equal(tsd.values, new_tsd.values)
+
+            tsd.values[tsd.values>0.9] = np.NaN         
+            new_tsd = tsd.dropna()
+            assert not np.all(np.isnan(new_tsd))
+            tokeep = np.array([~np.any(np.isnan(tsd[i])) for i in range(len(tsd))])            
+            np.testing.assert_array_equal(tsd.index.values[tokeep], new_tsd.index.values)
+            np.testing.assert_array_equal(tsd.values[tokeep], new_tsd.values)
+
+            newtsd2 = tsd.restrict(new_tsd.time_support)
+            np.testing.assert_array_equal(newtsd2.index.values, new_tsd.index.values)
+            np.testing.assert_array_equal(newtsd2.values, new_tsd.values)
+
+            new_tsd = tsd.dropna(update_time_support=False)
+            np.testing.assert_array_equal(tsd.index.values[tokeep], new_tsd.index.values)
+            np.testing.assert_array_equal(tsd.values[tokeep], new_tsd.values)
+            pd.testing.assert_frame_equal(new_tsd.time_support, tsd.time_support)
+
+            tsd.values[:] = np.NaN
+            new_tsd = tsd.dropna()
+            assert len(new_tsd) == 0
+            assert len(new_tsd.time_support) == 0
+
+
 ####################################################
 # Test for tsd
 ####################################################