diff --git a/homeassistant/components/mazda/__init__.py b/homeassistant/components/mazda/__init__.py
index 1b1e6584a0e..8731fa256a6 100644
--- a/homeassistant/components/mazda/__init__.py
+++ b/homeassistant/components/mazda/__init__.py
@@ -32,6 +32,12 @@ _LOGGER = logging.getLogger(__name__)
 PLATFORMS = ["sensor"]
 
 
+async def with_timeout(task, timeout_seconds=10):
+    """Run an async task with a timeout."""
+    async with async_timeout.timeout(timeout_seconds):
+        return await task
+
+
 async def async_setup(hass: HomeAssistant, config: dict):
     """Set up the Mazda Connected Services component."""
     hass.data[DOMAIN] = {}
@@ -69,11 +75,6 @@ async def async_setup_entry(hass: HomeAssistant, entry: ConfigEntry):
 
     async def async_update_data():
         """Fetch data from Mazda API."""
-
-        async def with_timeout(task):
-            async with async_timeout.timeout(10):
-                return await task
-
         try:
             vehicles = await with_timeout(mazda_client.get_vehicles())
 
diff --git a/homeassistant/components/mazda/config_flow.py b/homeassistant/components/mazda/config_flow.py
index 53c08b9bd69..ef0f35e4e8e 100644
--- a/homeassistant/components/mazda/config_flow.py
+++ b/homeassistant/components/mazda/config_flow.py
@@ -40,15 +40,15 @@ class MazdaConfigFlow(config_entries.ConfigFlow, domain=DOMAIN):
 
         if user_input is not None:
             await self.async_set_unique_id(user_input[CONF_EMAIL].lower())
+            websession = aiohttp_client.async_get_clientsession(self.hass)
+            mazda_client = MazdaAPI(
+                user_input[CONF_EMAIL],
+                user_input[CONF_PASSWORD],
+                user_input[CONF_REGION],
+                websession,
+            )
 
             try:
-                websession = aiohttp_client.async_get_clientsession(self.hass)
-                mazda_client = MazdaAPI(
-                    user_input[CONF_EMAIL],
-                    user_input[CONF_PASSWORD],
-                    user_input[CONF_REGION],
-                    websession,
-                )
                 await mazda_client.validate_credentials()
             except MazdaAuthenticationException:
                 errors["base"] = "invalid_auth"
diff --git a/homeassistant/components/mazda/manifest.json b/homeassistant/components/mazda/manifest.json
index b3826d42318..c3a05a351c3 100644
--- a/homeassistant/components/mazda/manifest.json
+++ b/homeassistant/components/mazda/manifest.json
@@ -3,7 +3,7 @@
   "name": "Mazda Connected Services",
   "config_flow": true,
   "documentation": "https://www.home-assistant.io/integrations/mazda",
-  "requirements": ["pymazda==0.0.8"],
+  "requirements": ["pymazda==0.0.9"],
   "codeowners": ["@bdr99"],
   "quality_scale": "platinum"
 }
\ No newline at end of file
diff --git a/homeassistant/components/mazda/sensor.py b/homeassistant/components/mazda/sensor.py
index fa03eb7f410..a05291673e8 100644
--- a/homeassistant/components/mazda/sensor.py
+++ b/homeassistant/components/mazda/sensor.py
@@ -91,7 +91,13 @@ class MazdaFuelDistanceSensor(MazdaEntity):
         fuel_distance_km = self.coordinator.data[self.index]["status"][
             "fuelDistanceRemainingKm"
         ]
-        return round(self.hass.config.units.length(fuel_distance_km, LENGTH_KILOMETERS))
+        return (
+            None
+            if fuel_distance_km is None
+            else round(
+                self.hass.config.units.length(fuel_distance_km, LENGTH_KILOMETERS)
+            )
+        )
 
 
 class MazdaOdometerSensor(MazdaEntity):
@@ -124,7 +130,11 @@ class MazdaOdometerSensor(MazdaEntity):
     def state(self):
         """Return the state of the sensor."""
         odometer_km = self.coordinator.data[self.index]["status"]["odometerKm"]
-        return round(self.hass.config.units.length(odometer_km, LENGTH_KILOMETERS))
+        return (
+            None
+            if odometer_km is None
+            else round(self.hass.config.units.length(odometer_km, LENGTH_KILOMETERS))
+        )
 
 
 class MazdaFrontLeftTirePressureSensor(MazdaEntity):
@@ -154,11 +164,10 @@ class MazdaFrontLeftTirePressureSensor(MazdaEntity):
     @property
     def state(self):
         """Return the state of the sensor."""
-        return round(
-            self.coordinator.data[self.index]["status"]["tirePressure"][
-                "frontLeftTirePressurePsi"
-            ]
-        )
+        tire_pressure = self.coordinator.data[self.index]["status"]["tirePressure"][
+            "frontLeftTirePressurePsi"
+        ]
+        return None if tire_pressure is None else round(tire_pressure)
 
 
 class MazdaFrontRightTirePressureSensor(MazdaEntity):
@@ -188,11 +197,10 @@ class MazdaFrontRightTirePressureSensor(MazdaEntity):
     @property
     def state(self):
         """Return the state of the sensor."""
-        return round(
-            self.coordinator.data[self.index]["status"]["tirePressure"][
-                "frontRightTirePressurePsi"
-            ]
-        )
+        tire_pressure = self.coordinator.data[self.index]["status"]["tirePressure"][
+            "frontRightTirePressurePsi"
+        ]
+        return None if tire_pressure is None else round(tire_pressure)
 
 
 class MazdaRearLeftTirePressureSensor(MazdaEntity):
@@ -222,11 +230,10 @@ class MazdaRearLeftTirePressureSensor(MazdaEntity):
     @property
     def state(self):
         """Return the state of the sensor."""
-        return round(
-            self.coordinator.data[self.index]["status"]["tirePressure"][
-                "rearLeftTirePressurePsi"
-            ]
-        )
+        tire_pressure = self.coordinator.data[self.index]["status"]["tirePressure"][
+            "rearLeftTirePressurePsi"
+        ]
+        return None if tire_pressure is None else round(tire_pressure)
 
 
 class MazdaRearRightTirePressureSensor(MazdaEntity):
@@ -256,8 +263,7 @@ class MazdaRearRightTirePressureSensor(MazdaEntity):
     @property
     def state(self):
         """Return the state of the sensor."""
-        return round(
-            self.coordinator.data[self.index]["status"]["tirePressure"][
-                "rearRightTirePressurePsi"
-            ]
-        )
+        tire_pressure = self.coordinator.data[self.index]["status"]["tirePressure"][
+            "rearRightTirePressurePsi"
+        ]
+        return None if tire_pressure is None else round(tire_pressure)
diff --git a/requirements_all.txt b/requirements_all.txt
index b762b5fd168..b4d6d93bdae 100644
--- a/requirements_all.txt
+++ b/requirements_all.txt
@@ -1518,7 +1518,7 @@ pymailgunner==1.4
 pymata-express==1.19
 
 # homeassistant.components.mazda
-pymazda==0.0.8
+pymazda==0.0.9
 
 # homeassistant.components.mediaroom
 pymediaroom==0.6.4.1
diff --git a/requirements_test_all.txt b/requirements_test_all.txt
index aa7afdeb66a..7ff9b14e6d7 100644
--- a/requirements_test_all.txt
+++ b/requirements_test_all.txt
@@ -802,7 +802,7 @@ pymailgunner==1.4
 pymata-express==1.19
 
 # homeassistant.components.mazda
-pymazda==0.0.8
+pymazda==0.0.9
 
 # homeassistant.components.melcloud
 pymelcloud==2.5.2
diff --git a/tests/components/mazda/test_init.py b/tests/components/mazda/test_init.py
index d0352682f53..ebd118260bc 100644
--- a/tests/components/mazda/test_init.py
+++ b/tests/components/mazda/test_init.py
@@ -1,18 +1,22 @@
 """Tests for the Mazda Connected Services integration."""
+from datetime import timedelta
+import json
 from unittest.mock import patch
 
 from pymazda import MazdaAuthenticationException, MazdaException
 
-from homeassistant.components.mazda.const import DATA_COORDINATOR, DOMAIN
+from homeassistant.components.mazda.const import DOMAIN
 from homeassistant.config_entries import (
     ENTRY_STATE_LOADED,
+    ENTRY_STATE_NOT_LOADED,
     ENTRY_STATE_SETUP_ERROR,
     ENTRY_STATE_SETUP_RETRY,
 )
 from homeassistant.const import CONF_EMAIL, CONF_PASSWORD, CONF_REGION
 from homeassistant.core import HomeAssistant
+from homeassistant.util import dt as dt_util
 
-from tests.common import MockConfigEntry
+from tests.common import MockConfigEntry, async_fire_time_changed, load_fixture
 from tests.components.mazda import init_integration
 
 FIXTURE_USER_INPUT = {
@@ -60,10 +64,21 @@ async def test_init_auth_failure(hass: HomeAssistant):
 
 async def test_update_auth_failure(hass: HomeAssistant):
     """Test auth failure during data update."""
+    get_vehicles_fixture = json.loads(load_fixture("mazda/get_vehicles.json"))
+    get_vehicle_status_fixture = json.loads(
+        load_fixture("mazda/get_vehicle_status.json")
+    )
+
     with patch(
         "homeassistant.components.mazda.MazdaAPI.validate_credentials",
         return_value=True,
-    ), patch("homeassistant.components.mazda.MazdaAPI.get_vehicles", return_value={}):
+    ), patch(
+        "homeassistant.components.mazda.MazdaAPI.get_vehicles",
+        return_value=get_vehicles_fixture,
+    ), patch(
+        "homeassistant.components.mazda.MazdaAPI.get_vehicle_status",
+        return_value=get_vehicle_status_fixture,
+    ):
         config_entry = MockConfigEntry(domain=DOMAIN, data=FIXTURE_USER_INPUT)
         config_entry.add_to_hass(hass)
 
@@ -74,15 +89,11 @@ async def test_update_auth_failure(hass: HomeAssistant):
     assert len(entries) == 1
     assert entries[0].state == ENTRY_STATE_LOADED
 
-    coordinator = hass.data[DOMAIN][config_entry.entry_id][DATA_COORDINATOR]
     with patch(
-        "homeassistant.components.mazda.MazdaAPI.validate_credentials",
-        side_effect=MazdaAuthenticationException("Login failed"),
-    ), patch(
         "homeassistant.components.mazda.MazdaAPI.get_vehicles",
         side_effect=MazdaAuthenticationException("Login failed"),
     ):
-        await coordinator.async_refresh()
+        async_fire_time_changed(hass, dt_util.utcnow() + timedelta(seconds=61))
         await hass.async_block_till_done()
 
     flows = hass.config_entries.flow.async_progress()
@@ -97,4 +108,4 @@ async def test_unload_config_entry(hass: HomeAssistant) -> None:
 
     await hass.config_entries.async_unload(entry.entry_id)
     await hass.async_block_till_done()
-    assert not hass.data.get(DOMAIN)
+    assert entry.state == ENTRY_STATE_NOT_LOADED