diff --git a/changelog.d/4330.bugfix b/changelog.d/4330.bugfix
new file mode 100644
index 000000000..666c9022e
--- /dev/null
+++ b/changelog.d/4330.bugfix
@@ -0,0 +1 @@
+fix NPE in /messages by checking if all events were filtered out
diff --git a/synapse/handlers/pagination.py b/synapse/handlers/pagination.py
index 43f81bd60..9d257ecf3 100644
--- a/synapse/handlers/pagination.py
+++ b/synapse/handlers/pagination.py
@@ -235,6 +235,17 @@ class PaginationHandler(object):
                 "room_key", next_key
             )
 
+        if events:
+            if event_filter:
+                events = event_filter.filter(events)
+
+            events = yield filter_events_for_client(
+                self.store,
+                user_id,
+                events,
+                is_peeking=(member_event_id is None),
+            )
+
         if not events:
             defer.returnValue({
                 "chunk": [],
@@ -242,16 +253,6 @@ class PaginationHandler(object):
                 "end": next_token.to_string(),
             })
 
-        if event_filter:
-            events = event_filter.filter(events)
-
-        events = yield filter_events_for_client(
-            self.store,
-            user_id,
-            events,
-            is_peeking=(member_event_id is None),
-        )
-
         state = None
         if event_filter and event_filter.lazy_load_members():
             # TODO: remove redundant members