diff --git a/src/glum/_glm.py b/src/glum/_glm.py
index dbf19524..e3629569 100644
--- a/src/glum/_glm.py
+++ b/src/glum/_glm.py
@@ -896,7 +896,7 @@ def _convert_from_pandas(
                 ),
                 getattr(self, "cat_missing_method", "fail"),
             )
-            if getattr(self, "cat_missing_method", "fail"):
+            if getattr(self, "cat_missing_method", "fail") == "convert":
                 df = _add_missing_categories(
                     df=df,
                     dtypes=self.feature_dtypes_,