diff --git a/spyder/widgets/variableexplorer/dataframeeditor.py b/spyder/widgets/variableexplorer/dataframeeditor.py
index e76263682b0..fd1edd9846e 100644
--- a/spyder/widgets/variableexplorer/dataframeeditor.py
+++ b/spyder/widgets/variableexplorer/dataframeeditor.py
@@ -43,6 +43,9 @@
 # Used to convert bool intrance to false since bool('False') will return True
 _bool_false = ['false', '0']
 
+# Default format for data frames with floats
+DEFAULT_FORMAT = '%.3g'
+
 # Limit at which dataframe is considered so large that it is loaded on demand
 LARGE_SIZE = 5e5
 LARGE_NROWS = 1e5
@@ -83,7 +86,7 @@ class DataFrameModel(QAbstractTableModel):
     ROWS_TO_LOAD = 500
     COLS_TO_LOAD = 40
     
-    def __init__(self, dataFrame, format="%.3g", parent=None):
+    def __init__(self, dataFrame, format=DEFAULT_FORMAT, parent=None):
         QAbstractTableModel.__init__(self)
         self.dialog = parent
         self.df = dataFrame
@@ -274,7 +277,12 @@ def data(self, index, role=Qt.DisplayRole):
             else:
                 value = self.get_value(row, column-1)
                 if isinstance(value, float):
-                    return to_qvariant(self._format % value)
+                    try:
+                        return to_qvariant(self._format % value)
+                    except (ValueError, TypeError):
+                        # may happen if format = '%d' and value = NaN;
+                        # see issue 4139
+                        return to_qvariant(DEFAULT_FORMAT % value)
                 else:
                     try:
                         return to_qvariant(to_text_string(value))
diff --git a/spyder/widgets/variableexplorer/tests/test_dataframeeditor.py b/spyder/widgets/variableexplorer/tests/test_dataframeeditor.py
index b9cd6591bda..b2c165520e9 100644
--- a/spyder/widgets/variableexplorer/tests/test_dataframeeditor.py
+++ b/spyder/widgets/variableexplorer/tests/test_dataframeeditor.py
@@ -20,6 +20,7 @@
 from pandas import DataFrame, date_range, read_csv
 from qtpy.QtGui import QColor
 from qtpy.QtCore import Qt
+import numpy
 import pytest
 
 # Local imports
@@ -156,6 +157,19 @@ def test_dataframemodel_get_bgcolor_with_object():
     a = dataframeeditor.BACKGROUND_MISC_ALPHA
     assert colorclose(bgcolor(dfm, 0, 1), (h, s, v, a))
 
+def test_dataframemodel_with_format_percent_d_and_nan():
+    """
+    Test DataFrameModel with format `%d` and dataframe containing NaN
+
+    Regression test for issue 4139.
+    """
+    np_array = numpy.zeros(2)
+    np_array[1] = numpy.nan
+    dataframe = DataFrame(np_array)
+    dfm = DataFrameModel(dataframe, format='%d')
+    assert data(dfm, 0, 1) == '0'
+    assert data(dfm, 1, 1) == 'nan'
+
 def test_change_format_emits_signal(qtbot, monkeypatch):
     mockQInputDialog = Mock()
     mockQInputDialog.getText = lambda parent, title, label, mode, text: ('%10.3e', True)