diff --git a/homeassistant/components/sensor/wunderground.py b/homeassistant/components/sensor/wunderground.py
index 1243c55fa51..5c524c3f749 100644
--- a/homeassistant/components/sensor/wunderground.py
+++ b/homeassistant/components/sensor/wunderground.py
@@ -163,3 +163,4 @@ class WUndergroundData(object):
         except ValueError as err:
             _LOGGER.error("Check Wunderground API %s", err.args)
             self.data = None
+            raise