diff --git a/rally_openstack/cleanup/resources.py b/rally_openstack/cleanup/resources.py
index 6263353d..723b7b8c 100644
--- a/rally_openstack/cleanup/resources.py
+++ b/rally_openstack/cleanup/resources.py
@@ -466,11 +466,16 @@ class NeutronRouter(NeutronMixin):
                tenant_resource=True)
 class NeutronSecurityGroup(NeutronMixin):
     def list(self):
-        tenant_sgs = super(NeutronSecurityGroup, self).list()
-        # NOTE(pirsriva): Filter out "default" security group deletion
-        # by non-admin role user
-        return filter(lambda r: r["name"] != "default",
-                      tenant_sgs)
+        try:
+            tenant_sgs = super(NeutronSecurityGroup, self).list()
+            # NOTE(pirsriva): Filter out "default" security group deletion
+            # by non-admin role user
+            return filter(lambda r: r["name"] != "default",
+                          tenant_sgs)
+        except Exception as e:
+            if getattr(e, "status_code", 400) == 404:
+                return []
+            raise
 
 
 @base.resource("neutron", "quota", order=next(_neutron_order),
diff --git a/tests/unit/cleanup/test_resources.py b/tests/unit/cleanup/test_resources.py
index 500292fa..ff3bf582 100644
--- a/tests/unit/cleanup/test_resources.py
+++ b/tests/unit/cleanup/test_resources.py
@@ -576,6 +576,24 @@ class NeutronSecurityGroupTestCase(test.TestCase):
         neut.user.neutron().list_security_groups.assert_called_once_with(
             tenant_id=neut.tenant_uuid)
 
+    def test_list_with_not_found(self):
+
+        class NotFound(Exception):
+            status_code = 404
+
+        neut = resources.NeutronSecurityGroup()
+        neut.user = mock.MagicMock()
+        neut._resource = "security_group"
+        neut.tenant_uuid = "user_tenant"
+
+        neut.user.neutron().list_security_groups.side_effect = NotFound()
+
+        expected_result = []
+        self.assertEqual(expected_result, list(neut.list()))
+
+        neut.user.neutron().list_security_groups.assert_called_once_with(
+            tenant_id=neut.tenant_uuid)
+
 
 class NeutronQuotaTestCase(test.TestCase):