diff --git a/aws_xray_sdk/core/context.py b/aws_xray_sdk/core/context.py
index 53d9cf80..309dc861 100644
--- a/aws_xray_sdk/core/context.py
+++ b/aws_xray_sdk/core/context.py
@@ -7,7 +7,7 @@
 log = logging.getLogger(__name__)
 
 MISSING_SEGMENT_MSG = 'cannot find the current segment/subsegment, please make sure you have a segment open'
-SUPPORTED_CONTEXT_MISSING = ('RUNTIME_ERROR', 'LOG_ERROR')
+SUPPORTED_CONTEXT_MISSING = ('RUNTIME_ERROR', 'LOG_ERROR', 'IGNORE')
 CXT_MISSING_STRATEGY_KEY = 'AWS_XRAY_CONTEXT_MISSING'
 
 
@@ -116,6 +116,8 @@ def handle_context_missing(self):
         if self.context_missing == 'RUNTIME_ERROR':
             log.error(MISSING_SEGMENT_MSG)
             raise SegmentNotFoundException(MISSING_SEGMENT_MSG)
+        elif self.context_missing == 'IGNORE':
+            return
         else:
             log.error(MISSING_SEGMENT_MSG)
 
diff --git a/docs/configurations.rst b/docs/configurations.rst
index eca0f693..fdc7b042 100644
--- a/docs/configurations.rst
+++ b/docs/configurations.rst
@@ -92,6 +92,7 @@ Supported strategies are:
 
 * RUNTIME_ERROR: throw an SegmentNotFoundException
 * LOG_ERROR: log an error and continue
+* IGNORE: do nothing
 
 Segment Dynamic Naming
 ----------------------