diff --git a/docs/src/whatsnew/latest.rst b/docs/src/whatsnew/latest.rst
index 885be5d06e..e041c8810c 100644
--- a/docs/src/whatsnew/latest.rst
+++ b/docs/src/whatsnew/latest.rst
@@ -117,6 +117,9 @@ This document explains the changes made to Iris for this release
    as well as some long-standing bugs with vertical coordinates and number
    formats. (:pull:`4411`)
 
+#. `@rcomer`_ fixed :meth:`~iris.cube.Cube.subset` to alway return ``None`` if 
+   no value match is found.  (:pull:`4417`)
+
 #. `@wjbenfold`_ resolved an issue that previously caused regridding with lazy
    data to take significantly longer than with real data. Relevant benchmark
    shows a time decrease from >10s to 625ms. (:issue:`4280`, :pull:`4400`)
diff --git a/lib/iris/cube.py b/lib/iris/cube.py
index b64c4ed56a..c03d092f9f 100644
--- a/lib/iris/cube.py
+++ b/lib/iris/cube.py
@@ -2579,6 +2579,10 @@ def subset(self, coord):
                 coord, return_indices=True
             )
 
+            if coord_indices.size == 0:
+                # No matches found.
+                return
+
             # Build up a slice which spans the whole of the cube
             full_slice = [slice(None, None)] * len(self.shape)
             # Update the full slice to only extract specific indices which
diff --git a/lib/iris/tests/unit/cube/test_Cube.py b/lib/iris/tests/unit/cube/test_Cube.py
index b6856bd5f2..b5ce2f420e 100644
--- a/lib/iris/tests/unit/cube/test_Cube.py
+++ b/lib/iris/tests/unit/cube/test_Cube.py
@@ -2585,6 +2585,15 @@ def test_different_coordinate(self):
         result = cube.subset(different_coord)
         self.assertEqual(result, None)
 
+    def test_different_coordinate_vector(self):
+        cube = Cube([0, 1], long_name="raspberry", units="1")
+        cube.add_dim_coord(
+            DimCoord([0, 1], long_name="loganberry", units="1"), 0
+        )
+        different_coord = DimCoord([2], long_name="loganberry", units="1")
+        result = cube.subset(different_coord)
+        self.assertEqual(result, None)
+
     def test_not_coordinate(self):
         cube = Cube(0, long_name="peach", units="1")
         cube.add_aux_coord(DimCoord([0], long_name="crocodile", units="1"))