diff --git a/rl_coach/architectures/mxnet_components/architecture.py b/rl_coach/architectures/mxnet_components/architecture.py
index 0f665d3..6c64a31 100644
--- a/rl_coach/architectures/mxnet_components/architecture.py
+++ b/rl_coach/architectures/mxnet_components/architecture.py
@@ -26,6 +26,7 @@ from rl_coach.architectures.mxnet_components.heads.head import LOSS_OUT_TYPE_LOS
 from rl_coach.architectures.mxnet_components import utils
 from rl_coach.architectures.mxnet_components.savers import ParameterDictSaver, OnnxSaver
 from rl_coach.base_parameters import AgentParameters
+from rl_coach.logger import screen
 from rl_coach.saver import SaverCollection
 from rl_coach.spaces import SpacesDefinition
 from rl_coach.utils import force_list, squeeze_list
@@ -58,7 +59,7 @@ class MxnetArchitecture(Architecture):
         self.network_is_trainable = network_is_trainable
         self.is_training = False
         self.model = None  # type: GeneralModel
-        self._devices = devices
+        self._devices = self._sanitize_device_list(devices)
 
         self.is_chief = self.ap.task_parameters.task_index == 0
         self.network_is_global = not self.network_is_local and global_network is None
@@ -76,6 +77,23 @@ class MxnetArchitecture(Architecture):
     def __str__(self):
         return self.model.summary(*self._dummy_model_inputs())
 
+    @staticmethod
+    def _sanitize_device_list(devices: List[mx.Context]) -> List[mx.Context]:
+        """
+        Returns intersection of devices with available devices. If no intersection, returns mx.cpu()
+        :param devices: list of requested devices
+        :return: list of devices that are actually available
+        """
+        actual_device = [mx.cpu()] + [mx.gpu(i) for i in mx.test_utils.list_gpus()]
+        intersection = [dev for dev in devices if dev in actual_device]
+        if len(intersection) == 0:
+            intersection = [mx.cpu()]
+            screen.log('Requested devices {} not available. Default to CPU context.'.format(devices))
+        elif len(intersection) < len(devices):
+            screen.log('{} not available, using {}.'.format(
+                [dev for dev in devices if dev not in intersection], intersection))
+        return intersection
+
     def _model_grads(self, index: int=0) ->\
             Union[Generator[NDArray, NDArray, Any], Generator[List[NDArray], List[NDArray], Any]]:
         """