diff --git a/pkg/tsdb/prometheus/prometheus.go b/pkg/tsdb/prometheus/prometheus.go
index 32f4fc890d2..6043861773e 100644
--- a/pkg/tsdb/prometheus/prometheus.go
+++ b/pkg/tsdb/prometheus/prometheus.go
@@ -181,9 +181,9 @@ func (s *Service) QueryData(ctx context.Context, req *backend.QueryDataRequest)
 			if err != nil {
 				plog.Error("Exemplar query", query.Expr, "failed with", err)
 				result.Responses[query.RefId] = backend.DataResponse{Error: err}
-				continue
+			} else {
+				response[ExemplarQueryType] = exemplarResponse
 			}
-			response[ExemplarQueryType] = exemplarResponse
 		}
 
 		frames, err := parseResponse(response, query)
@@ -403,19 +403,28 @@ func matrixToDataFrames(matrix model.Matrix, query *PrometheusQuery) data.Frames
 
 	for _, v := range matrix {
 		tags := make(map[string]string, len(v.Metric))
-		timeVector := make([]time.Time, 0, len(v.Values))
-		values := make([]float64, 0, len(v.Values))
 		for k, v := range v.Metric {
 			tags[string(k)] = string(v)
 		}
-		for _, k := range v.Values {
-			timeVector = append(timeVector, time.Unix(k.Timestamp.Unix(), 0).UTC())
-			values = append(values, float64(k.Value))
+
+		timeField := data.NewFieldFromFieldType(data.FieldTypeTime, len(v.Values))
+		valueField := data.NewFieldFromFieldType(data.FieldTypeNullableFloat64, len(v.Values))
+
+		for i, k := range v.Values {
+			timeField.Set(i, time.Unix(k.Timestamp.Unix(), 0).UTC())
+			value := float64(k.Value)
+			if !math.IsNaN(value) {
+				valueField.Set(i, &value)
+			}
 		}
+
 		name := formatLegend(v.Metric, query)
-		frame := data.NewFrame(name,
-			data.NewField("Time", nil, timeVector),
-			data.NewField("Value", tags, values).SetConfig(&data.FieldConfig{DisplayNameFromDS: name}))
+		timeField.Name = data.TimeSeriesTimeFieldName
+		valueField.Name = data.TimeSeriesValueFieldName
+		valueField.Config = &data.FieldConfig{DisplayNameFromDS: name}
+		valueField.Labels = tags
+
+		frame := data.NewFrame(name, timeField, valueField)
 		frame.Meta = &data.FrameMeta{
 			Custom: map[string]string{
 				"resultType": "matrix",
diff --git a/pkg/tsdb/prometheus/prometheus_test.go b/pkg/tsdb/prometheus/prometheus_test.go
index 0d91b89b1d2..e3625618c2a 100644
--- a/pkg/tsdb/prometheus/prometheus_test.go
+++ b/pkg/tsdb/prometheus/prometheus_test.go
@@ -1,6 +1,7 @@
 package prometheus
 
 import (
+	"math"
 	"testing"
 	"time"
 
@@ -440,6 +441,27 @@ func TestPrometheus_parseResponse(t *testing.T) {
 		require.Equal(t, "UTC", testValue.(time.Time).Location().String())
 	})
 
+	t.Run("matrix response with NaN value should be changed to null", func(t *testing.T) {
+		value := make(map[PrometheusQueryType]interface{})
+		value[RangeQueryType] = p.Matrix{
+			&p.SampleStream{
+				Metric: p.Metric{"app": "Application"},
+				Values: []p.SamplePair{
+					{Value: p.SampleValue(math.NaN()), Timestamp: 1000},
+				},
+			},
+		}
+		query := &PrometheusQuery{
+			LegendFormat: "",
+		}
+		res, err := parseResponse(value, query)
+		require.NoError(t, err)
+
+		var nilPointer *float64
+		require.Equal(t, res[0].Fields[1].Name, "Value")
+		require.Equal(t, res[0].Fields[1].At(0), nilPointer)
+	})
+
 	t.Run("vector response should be parsed normally", func(t *testing.T) {
 		value := make(map[PrometheusQueryType]interface{})
 		value[RangeQueryType] = p.Vector{