diff --git a/changelog.d/6462.bugfix b/changelog.d/6462.bugfix
new file mode 100644
index 0000000000..c435939526
--- /dev/null
+++ b/changelog.d/6462.bugfix
@@ -0,0 +1 @@
+Fix bug which lead to exceptions being thrown in a loop when a cross-signed device is deleted.
diff --git a/synapse/storage/data_stores/main/end_to_end_keys.py b/synapse/storage/data_stores/main/end_to_end_keys.py
index d8ad59ad93..643327b57b 100644
--- a/synapse/storage/data_stores/main/end_to_end_keys.py
+++ b/synapse/storage/data_stores/main/end_to_end_keys.py
@@ -145,13 +145,28 @@ class EndToEndKeyWorkerStore(SQLBaseStore):
         txn.execute(signature_sql, signature_query_params)
         rows = self.cursor_to_dict(txn)
 
+        # add each cross-signing signature to the correct device in the result dict.
         for row in rows:
+            signing_user_id = row["user_id"]
+            signing_key_id = row["key_id"]
             target_user_id = row["target_user_id"]
             target_device_id = row["target_device_id"]
-            if target_user_id in result and target_device_id in result[target_user_id]:
-                result[target_user_id][target_device_id].setdefault(
-                    "signatures", {}
-                ).setdefault(row["user_id"], {})[row["key_id"]] = row["signature"]
+            signature = row["signature"]
+
+            target_user_result = result.get(target_user_id)
+            if not target_user_result:
+                continue
+
+            target_device_result = target_user_result.get(target_device_id)
+            if not target_device_result:
+                # note that target_device_result will be None for deleted devices.
+                continue
+
+            target_device_signatures = target_device_result.setdefault("signatures", {})
+            signing_user_signatures = target_device_signatures.setdefault(
+                signing_user_id, {}
+            )
+            signing_user_signatures[signing_key_id] = signature
 
         log_kv(result)
         return result