diff --git a/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/predicates.scala b/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/predicates.scala
index dff8f6f4d7..fcd533dc5f 100644
--- a/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/predicates.scala
+++ b/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/predicates.scala
@@ -554,6 +554,16 @@ case class InSet(child: Expression, hset: Set[Any]) extends UnaryExpression with
   }
 
   @transient private[this] lazy val hasNull: Boolean = hset.contains(null)
+  @transient private[this] lazy val isNaN: Any => Boolean = child.dataType match {
+    case DoubleType => (value: Any) => java.lang.Double.isNaN(value.asInstanceOf[java.lang.Double])
+    case FloatType => (value: Any) => java.lang.Float.isNaN(value.asInstanceOf[java.lang.Float])
+    case _ => (_: Any) => false
+  }
+  @transient private[this] lazy val hasNaN = child.dataType match {
+    case DoubleType | FloatType => set.exists(isNaN)
+    case _ => false
+  }
+
 
   override def nullable: Boolean = child.nullable || hasNull
 
@@ -562,6 +572,8 @@ case class InSet(child: Expression, hset: Set[Any]) extends UnaryExpression with
   protected override def nullSafeEval(value: Any): Any = {
     if (set.contains(value)) {
       true
+    } else if (isNaN(value)) {
+      hasNaN
     } else if (hasNull) {
       null
     } else {
@@ -593,15 +605,33 @@ case class InSet(child: Expression, hset: Set[Any]) extends UnaryExpression with
   private def genCodeWithSet(ctx: CodegenContext, ev: ExprCode): ExprCode = {
     nullSafeCodeGen(ctx, ev, c => {
       val setTerm = ctx.addReferenceObj("set", set)
+
       val setIsNull = if (hasNull) {
         s"${ev.isNull} = !${ev.value};"
       } else {
         ""
       }
-      s"""
-         |${ev.value} = $setTerm.contains($c);
-         |$setIsNull
-       """.stripMargin
+
+      val ret = child.dataType match {
+        case DoubleType => Some((v: Any) => s"java.lang.Double.isNaN($v)")
+        case FloatType => Some((v: Any) => s"java.lang.Float.isNaN($v)")
+        case _ => None
+      }
+
+      ret.map { isNaN =>
+        s"""
+          |if ($setTerm.contains($c)) {
+          |  ${ev.value} = true;
+          |} else if (${isNaN(c)}) {
+          |  ${ev.value} =  $hasNaN;
+          |}
+          |$setIsNull
+          |""".stripMargin
+      }.getOrElse(
+        s"""
+           |${ev.value} = $setTerm.contains($c);
+           |$setIsNull
+         """.stripMargin)
     })
   }
 
diff --git a/sql/catalyst/src/test/scala/org/apache/spark/sql/catalyst/expressions/PredicateSuite.scala b/sql/catalyst/src/test/scala/org/apache/spark/sql/catalyst/expressions/PredicateSuite.scala
index 6f75623dc5..c34b37d7c6 100644
--- a/sql/catalyst/src/test/scala/org/apache/spark/sql/catalyst/expressions/PredicateSuite.scala
+++ b/sql/catalyst/src/test/scala/org/apache/spark/sql/catalyst/expressions/PredicateSuite.scala
@@ -644,4 +644,18 @@ class PredicateSuite extends SparkFunSuite with ExpressionEvalHelper {
     checkExpr(GreaterThan, Double.NaN, Double.NaN, false)
     checkExpr(GreaterThan, 0.0, -0.0, false)
   }
+
+  test("SPARK-36792: InSet should handle Double.NaN and Float.NaN") {
+    checkInAndInSet(In(Literal(Double.NaN), Seq(Literal(Double.NaN), Literal(2d))), true)
+    checkInAndInSet(In(Literal.create(null, DoubleType),
+      Seq(Literal(Double.NaN), Literal(2d), Literal.create(null, DoubleType))), null)
+    checkInAndInSet(In(Literal.create(null, DoubleType),
+      Seq(Literal(Double.NaN), Literal(2d))), null)
+    checkInAndInSet(In(Literal(3d),
+      Seq(Literal(Double.NaN), Literal(2d))), false)
+    checkInAndInSet(In(Literal(3d),
+      Seq(Literal(Double.NaN), Literal(2d), Literal.create(null, DoubleType))), null)
+    checkInAndInSet(In(Literal(Double.NaN),
+      Seq(Literal(Double.NaN), Literal(2d), Literal.create(null, DoubleType))), true)
+  }
 }