diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 14f1dc9af2..a24f02a38a 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -4,7 +4,7 @@ Changelog
 ==========
 
 
-Release 1.1.0a4 (WIP)
+Release 1.1.0a5 (WIP)
 ---------------------------
 
 Breaking Changes:
@@ -23,6 +23,7 @@ Bug Fixes:
 ^^^^^^^^^^
 - Fixed potential issue when calling off-policy algorithms with default arguments multiple times (the size of the replay buffer would be the same)
 - Fixed loading of ``ent_coef`` for ``SAC`` and ``TQC``, it was not optimized anymore (thanks @Atlis)
+- Fixed saving of ``A2C`` and ``PPO`` policy when using gSDE (thanks @liusida)
 
 Deprecations:
 ^^^^^^^^^^^^^
@@ -653,4 +654,4 @@ And all the contributors:
 @tirafesi @blurLake @koulakis @joeljosephjin @shwang @rk37 @andyshih12 @RaphaelWag @xicocaio
 @diditforlulz273 @liorcohen5 @ManifoldFR @mloo3 @SwamyDev @wmmc88 @megan-klaiber @thisray
 @tfederico @hn2 @LucasAlegre @AptX395 @zampanteymedio @decodyng @ardabbour @lorenz-h @mschweizer @lorepieri8 @vwxyzjn
-@ShangqunYu @PierreExeter @JacopoPan @ltbd78 @tom-doerr @Atlis
+@ShangqunYu @PierreExeter @JacopoPan @ltbd78 @tom-doerr @Atlis @liusida
diff --git a/stable_baselines3/common/policies.py b/stable_baselines3/common/policies.py
index ea6fa97308..c0067bebf3 100644
--- a/stable_baselines3/common/policies.py
+++ b/stable_baselines3/common/policies.py
@@ -435,7 +435,7 @@ def _get_constructor_parameters(self) -> Dict[str, Any]:
                 log_std_init=self.log_std_init,
                 squash_output=default_none_kwargs["squash_output"],
                 full_std=default_none_kwargs["full_std"],
-                sde_net_arch=default_none_kwargs["sde_net_arch"],
+                sde_net_arch=self.sde_net_arch,
                 use_expln=default_none_kwargs["use_expln"],
                 lr_schedule=self._dummy_schedule,  # dummy lr schedule, not needed for loading policy alone
                 ortho_init=self.ortho_init,
diff --git a/stable_baselines3/version.txt b/stable_baselines3/version.txt
index cd64e7162a..c84ce18990 100644
--- a/stable_baselines3/version.txt
+++ b/stable_baselines3/version.txt
@@ -1 +1 @@
-1.1.0a4
+1.1.0a5
diff --git a/tests/test_save_load.py b/tests/test_save_load.py
index 9b629ef3ac..8f71f5203d 100644
--- a/tests/test_save_load.py
+++ b/tests/test_save_load.py
@@ -341,7 +341,8 @@ def test_warn_buffer(recwarn, model_class, optimize_memory_usage):
 
 @pytest.mark.parametrize("model_class", MODEL_LIST)
 @pytest.mark.parametrize("policy_str", ["MlpPolicy", "CnnPolicy"])
-def test_save_load_policy(tmp_path, model_class, policy_str):
+@pytest.mark.parametrize("use_sde", [False, True])
+def test_save_load_policy(tmp_path, model_class, policy_str, use_sde):
     """
     Test saving and loading policy only.
 
@@ -349,6 +350,11 @@ def test_save_load_policy(tmp_path, model_class, policy_str):
     :param policy_str: (str) Name of the policy.
     """
     kwargs = dict(policy_kwargs=dict(net_arch=[16]))
+
+    # gSDE is only applicable for A2C, PPO and SAC
+    if use_sde and model_class not in [A2C, PPO, SAC]:
+        pytest.skip()
+
     if policy_str == "MlpPolicy":
         env = select_env(model_class)
     else:
@@ -360,6 +366,9 @@ def test_save_load_policy(tmp_path, model_class, policy_str):
             )
         env = FakeImageEnv(screen_height=40, screen_width=40, n_channels=2, discrete=model_class == DQN)
 
+    if use_sde:
+        kwargs["use_sde"] = True
+
     env = DummyVecEnv([lambda: env])
 
     # create model