diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 1872c23..69fce7d 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -28,6 +28,7 @@ Others:
 ^^^^^^^
 - Enabled Python 3.9 in GitHub CI
 - Fixed type annotations
+- Refactored ``predict()`` by moving the preprocessing to ``obs_to_tensor()`` method
 
 Documentation:
 ^^^^^^^^^^^^^^
diff --git a/stable_baselines3/common/policies.py b/stable_baselines3/common/policies.py
index 0ed6be5..1550e23 100644
--- a/stable_baselines3/common/policies.py
+++ b/stable_baselines3/common/policies.py
@@ -204,6 +204,46 @@ class BaseModel(nn.Module, ABC):
         """
         self.train(mode)
 
+    def obs_to_tensor(self, observation: Union[np.ndarray, Dict[str, np.ndarray]]) -> Tuple[th.Tensor, bool]:
+        """
+        Convert an input observation to a PyTorch tensor that can be fed to a model.
+        Includes sugar-coating to handle different observations (e.g. normalizing images).
+
+        :param observation: the input observation
+        :return: The observation as PyTorch tensor
+            and whether the observation is vectorized or not
+        """
+        vectorized_env = False
+        if isinstance(observation, dict):
+            # need to copy the dict as the dict in VecFrameStack will become a torch tensor
+            observation = copy.deepcopy(observation)
+            for key, obs in observation.items():
+                obs_space = self.observation_space.spaces[key]
+                if is_image_space(obs_space):
+                    obs_ = maybe_transpose(obs, obs_space)
+                else:
+                    obs_ = np.array(obs)
+                vectorized_env = vectorized_env or is_vectorized_observation(obs_, obs_space)
+                # Add batch dimension if needed
+                observation[key] = obs_.reshape((-1,) + self.observation_space[key].shape)
+
+        elif is_image_space(self.observation_space):
+            # Handle the different cases for images
+            # as PyTorch use channel first format
+            observation = maybe_transpose(observation, self.observation_space)
+
+        else:
+            observation = np.array(observation)
+
+        if not isinstance(observation, dict):
+            # Dict obs need to be handled separately
+            vectorized_env = is_vectorized_observation(observation, self.observation_space)
+            # Add batch dimension if needed
+            observation = observation.reshape((-1,) + self.observation_space.shape)
+
+        observation = obs_as_tensor(observation, self.device)
+        return observation, vectorized_env
+
 
 class BasePolicy(BaseModel):
     """The base policy object.
@@ -280,35 +320,7 @@ class BasePolicy(BaseModel):
         # Switch to eval mode (this affects batch norm / dropout)
         self.set_training_mode(False)
 
-        vectorized_env = False
-        if isinstance(observation, dict):
-            # need to copy the dict as the dict in VecFrameStack will become a torch tensor
-            observation = copy.deepcopy(observation)
-            for key, obs in observation.items():
-                obs_space = self.observation_space.spaces[key]
-                if is_image_space(obs_space):
-                    obs_ = maybe_transpose(obs, obs_space)
-                else:
-                    obs_ = np.array(obs)
-                vectorized_env = vectorized_env or is_vectorized_observation(obs_, obs_space)
-                # Add batch dimension if needed
-                observation[key] = obs_.reshape((-1,) + self.observation_space[key].shape)
-
-        elif is_image_space(self.observation_space):
-            # Handle the different cases for images
-            # as PyTorch use channel first format
-            observation = maybe_transpose(observation, self.observation_space)
-
-        else:
-            observation = np.array(observation)
-
-        if not isinstance(observation, dict):
-            # Dict obs need to be handled separately
-            vectorized_env = is_vectorized_observation(observation, self.observation_space)
-            # Add batch dimension if needed
-            observation = observation.reshape((-1,) + self.observation_space.shape)
-
-        observation = obs_as_tensor(observation, self.device)
+        observation, vectorized_env = self.obs_to_tensor(observation)
 
         with th.no_grad():
             actions = self._predict(observation, deterministic=deterministic)
@@ -324,9 +336,8 @@ class BasePolicy(BaseModel):
                 # out of bound error (e.g. if sampling from a Gaussian distribution)
                 actions = np.clip(actions, self.action_space.low, self.action_space.high)
 
+        # Remove batch dimension if needed
         if not vectorized_env:
-            if state is not None:
-                raise ValueError("Error: The environment must be vectorized when using recurrent policies.")
             actions = actions[0]
 
         return actions, state