diff --git a/pfrl/agent.py b/pfrl/agent.py
index 128e10d90..ecc5ac652 100644
--- a/pfrl/agent.py
+++ b/pfrl/agent.py
@@ -102,6 +102,11 @@ def __save(self, dirname: str, ancestors: List[Any]):
                 ), "Avoid an infinite loop"
                 attr_value.__save(os.path.join(dirname, attr), ancestors)
             else:
+                if isinstance(
+                    attr_value,
+                    (torch.nn.parallel.DistributedDataParallel, torch.nn.DataParallel),
+                ):
+                    attr_value = attr_value.module
                 torch.save(
                     attr_value.state_dict(), os.path.join(dirname, "{}.pt".format(attr))
                 )
@@ -125,6 +130,11 @@ def __load(self, dirname: str, ancestors: List[Any]) -> None:
                 ), "Avoid an infinite loop"
                 attr_value.load(os.path.join(dirname, attr))
             else:
+                if isinstance(
+                    attr_value,
+                    (torch.nn.parallel.DistributedDataParallel, torch.nn.DataParallel),
+                ):
+                    attr_value = attr_value.module
                 attr_value.load_state_dict(
                     torch.load(
                         os.path.join(dirname, "{}.pt".format(attr)), map_location
diff --git a/tests/test_agent.py b/tests/test_agent.py
index 0d34e24c0..9f9271148 100644
--- a/tests/test_agent.py
+++ b/tests/test_agent.py
@@ -91,3 +91,34 @@ def test_loop2(self):
         # Otherwise it seems to raise OSError: [Errno 63] File name too long
         with self.assertRaises(AssertionError):
             parent1.save(dirname)
+
+    def test_with_data_parallel(self):
+        parent = Parent()
+        parent.link.param.detach().numpy()[:] = 1
+        parent.child.link.param.detach().numpy()[:] = 2
+        parent.link = torch.nn.DataParallel(parent.link)
+
+        # Save
+        dirname = tempfile.mkdtemp()
+        parent.save(dirname)
+        self.assertTrue(os.path.isdir(dirname))
+        self.assertTrue(os.path.isfile(os.path.join(dirname, "link.pt")))
+        self.assertTrue(os.path.isdir(os.path.join(dirname, "child")))
+        self.assertTrue(os.path.isfile(os.path.join(dirname, "child", "link.pt")))
+
+        # Load Parent without data parallel
+        parent = Parent()
+        self.assertEqual(int(parent.link.param.detach().numpy()), 0)
+        self.assertEqual(int(parent.child.link.param.detach().numpy()), 0)
+        parent.load(dirname)
+        self.assertEqual(int(parent.link.param.detach().numpy()), 1)
+        self.assertEqual(int(parent.child.link.param.detach().numpy()), 2)
+
+        # Load Parent with data parallel
+        parent = Parent()
+        parent.link = torch.nn.DataParallel(parent.link)
+        self.assertEqual(int(parent.link.module.param.detach().numpy()), 0)
+        self.assertEqual(int(parent.child.link.param.detach().numpy()), 0)
+        parent.load(dirname)
+        self.assertEqual(int(parent.link.module.param.detach().numpy()), 1)
+        self.assertEqual(int(parent.child.link.param.detach().numpy()), 2)