self.orig_cloud.delete_project(self.project.id)
             if self.role:
                 self.orig_cloud.delete_role(self.role.id)
-            sec_id = self.orig_cloud.list_security_groups(
+            secgroups = self.orig_cloud.list_security_groups(
                 filters={'name': 'default',
-                         'project_id': self.project.id})[0].id
-            self.orig_cloud.delete_security_group(sec_id)
+                         'project_id': self.project.id})
+            if secgroups:
+                sec_id = secgroups[0].id
+                self.orig_cloud.delete_security_group(sec_id)
         except Exception:  # pylint: disable=broad-except
             self.__logger.exception("Cannot clean all resources")