diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 9a875bf..33c772f 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -16,6 +16,7 @@ New Features:
 ^^^^^^^^^^^^^
 - Makes the length of keys and values in ``HumanOutputFormat`` configurable,
   depending on desired maximum width of output.
+- Allow PPO to turn of advantage normalization (see `PR #763 <https://github.com/DLR-RM/stable-baselines3/pull/763>`_) @vwxyzjn
 
 SB3-Contrib
 ^^^^^^^^^^^
diff --git a/stable_baselines3/ppo/ppo.py b/stable_baselines3/ppo/ppo.py
index 9e16e04..088bab3 100644
--- a/stable_baselines3/ppo/ppo.py
+++ b/stable_baselines3/ppo/ppo.py
@@ -42,6 +42,7 @@ class PPO(OnPolicyAlgorithm):
         This is a parameter specific to the OpenAI implementation. If None is passed (default),
         no clipping will be done on the value function.
         IMPORTANT: this clipping depends on the reward scaling.
+    :param normalize_advantage: Whether to normalize or not the advantage
     :param ent_coef: Entropy coefficient for the loss calculation
     :param vf_coef: Value function coefficient for the loss calculation
     :param max_grad_norm: The maximum value for the gradient clipping
@@ -76,6 +77,7 @@ class PPO(OnPolicyAlgorithm):
         gae_lambda: float = 0.95,
         clip_range: Union[float, Schedule] = 0.2,
         clip_range_vf: Union[None, float, Schedule] = None,
+        normalize_advantage: bool = True,
         ent_coef: float = 0.0,
         vf_coef: float = 0.5,
         max_grad_norm: float = 0.5,
@@ -120,9 +122,10 @@ class PPO(OnPolicyAlgorithm):
 
         # Sanity check, otherwise it will lead to noisy gradient and NaN
         # because of the advantage normalization
-        assert (
-            batch_size > 1
-        ), "`batch_size` must be greater than 1. See https://github.com/DLR-RM/stable-baselines3/issues/440"
+        if normalize_advantage:
+            assert (
+                batch_size > 1
+            ), "`batch_size` must be greater than 1. See https://github.com/DLR-RM/stable-baselines3/issues/440"
 
         if self.env is not None:
             # Check that `n_steps * n_envs > 1` to avoid NaN
@@ -146,6 +149,7 @@ class PPO(OnPolicyAlgorithm):
         self.n_epochs = n_epochs
         self.clip_range = clip_range
         self.clip_range_vf = clip_range_vf
+        self.normalize_advantage = normalize_advantage
         self.target_kl = target_kl
 
         if _init_setup_model:
@@ -200,7 +204,8 @@ class PPO(OnPolicyAlgorithm):
                 values = values.flatten()
                 # Normalize advantage
                 advantages = rollout_data.advantages
-                advantages = (advantages - advantages.mean()) / (advantages.std() + 1e-8)
+                if self.normalize_advantage:
+                    advantages = (advantages - advantages.mean()) / (advantages.std() + 1e-8)
 
                 # ratio between old and new policy, should be one at the first iteration
                 ratio = th.exp(log_prob - rollout_data.old_log_prob)
diff --git a/tests/test_run.py b/tests/test_run.py
index 223776d..e4e8a2e 100644
--- a/tests/test_run.py
+++ b/tests/test_run.py
@@ -34,6 +34,13 @@ def test_a2c(env_id):
     model.learn(total_timesteps=1000, eval_freq=500)
 
 
+@pytest.mark.parametrize("model_class", [A2C, PPO])
+@pytest.mark.parametrize("normalize_advantage", [False, True])
+def test_advantage_normalization(model_class, normalize_advantage):
+    model = model_class("MlpPolicy", "CartPole-v1", n_steps=64, normalize_advantage=normalize_advantage)
+    model.learn(64)
+
+
 @pytest.mark.parametrize("env_id", ["CartPole-v1", "Pendulum-v1"])
 @pytest.mark.parametrize("clip_range_vf", [None, 0.2, -0.2])
 def test_ppo(env_id, clip_range_vf):