diff --git a/pydruid/db/api.py b/pydruid/db/api.py
index 4d5902c0..40b4a0e4 100644
--- a/pydruid/db/api.py
+++ b/pydruid/db/api.py
@@ -186,8 +186,11 @@ def execute(self, operation, parameters=None):
         # to consume the first row so that `description` is properly set, so
         # let's consume it and insert it back.
         results = self._stream_query(query)
-        first_row = next(results)
-        self._results = itertools.chain([first_row], results)
+        try:
+            first_row = next(results)
+            self._results = itertools.chain([first_row], results)
+        except StopIteration:
+            self._results = iter([])
 
         return self
 
diff --git a/tests/db/test_cursor.py b/tests/db/test_cursor.py
new file mode 100644
index 00000000..f1d6599f
--- /dev/null
+++ b/tests/db/test_cursor.py
@@ -0,0 +1,48 @@
+# -*- coding: utf-8 -*-
+
+from collections import namedtuple
+from mock import patch
+import unittest
+
+from requests.models import Response
+from six import BytesIO
+
+from pydruid.db.api import Cursor
+
+
+class CursorTestSuite(unittest.TestCase):
+
+    @patch('requests.post')
+    def test_execute(self, requests_post_mock):
+        response = Response()
+        response.status_code = 200
+        response.raw = BytesIO(b'[{"name": "alice"}, {"name": "bob"}, {"name": "charlie"}]')
+        requests_post_mock.return_value = response
+        Row = namedtuple('Row', ['name'])
+
+        cursor = Cursor('http://example.com/')
+        cursor.execute('SELECT * FROM table')
+        result = cursor.fetchall()
+        expected = [
+            Row(name='alice'),
+            Row(name='bob'),
+            Row(name='charlie'),
+        ]
+        self.assertEquals(result, expected)
+
+    @patch('requests.post')
+    def test_execute_empty_result(self, requests_post_mock):
+        response = Response()
+        response.status_code = 200
+        response.raw = BytesIO(b'[]')
+        requests_post_mock.return_value = response
+
+        cursor = Cursor('http://example.com/')
+        cursor.execute('SELECT * FROM table')
+        result = cursor.fetchall()
+        expected = []
+        self.assertEquals(result, expected)
+
+
+if __name__ == '__main__':
+    unittest.main()