diff --git a/plugin/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java b/plugin/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
index ac286d976ae..aaee3f2528c 100644
--- a/plugin/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
+++ b/plugin/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
@@ -214,7 +214,9 @@ class ScrollDataExtractor implements DataExtractor {
     }
 
     private void resetScroll() {
-        clearScroll(scrollId);
+        if (scrollId != null) {
+            clearScroll(scrollId);
+        }
         scrollId = null;
     }
 
diff --git a/plugin/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractorTests.java b/plugin/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractorTests.java
index c7a47f4eb16..fe900755044 100644
--- a/plugin/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractorTests.java
+++ b/plugin/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractorTests.java
@@ -384,6 +384,17 @@ public class ScrollDataExtractorTests extends ESTestCase {
         expectThrows(SearchPhaseExecutionException.class, () -> extractor.next());
     }
 
+    public void testSearchPhaseExecutionExceptionOnInitScroll() throws IOException {
+        TestDataExtractor extractor = new TestDataExtractor(1000L, 2000L);
+
+        extractor.setNextResponse(createResponseWithShardFailures());
+        extractor.setNextResponse(createResponseWithShardFailures());
+
+        expectThrows(IOException.class, () -> extractor.next());
+
+        assertThat(capturedClearScrollIds.isEmpty(), is(true));
+    }
+
     public void testDomainSplitScriptField() throws IOException {
 
         SearchSourceBuilder.ScriptField withoutSplit = new SearchSourceBuilder.ScriptField(