diff --git a/CHANGELOG.md b/CHANGELOG.md
index 7930081776..538ee3269f 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -11,6 +11,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Changed
 - Rename `IdsGenerator` to `IdGenerator`
   ([#350](https://github.com/open-telemetry/opentelemetry-python-contrib/pull/350))
+- `opentelemetry-exporter-datadog` Fix warning when DatadogFormat encounters a request with
+  no DD_ORIGIN headers ([#368](https://github.com/open-telemetry/opentelemetry-python-contrib/pull/368)).
 
 ## [0.18b0](https://github.com/open-telemetry/opentelemetry-python-contrib/releases/tag/v0.18b0) - 2021-02-16
 
@@ -21,7 +23,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   ([#345](https://github.com/open-telemetry/opentelemetry-python-contrib/pull/345))
 
 ### Removed
-- Remove `component` span attribute in instrumentations. 
+- Remove `component` span attribute in instrumentations.
   `opentelemetry-instrumentation-aiopg`, `opentelemetry-instrumentation-dbapi` Remove unused `database_type` parameter from `trace_integration` function.
   ([#301](https://github.com/open-telemetry/opentelemetry-python-contrib/pull/301))
 - `opentelemetry-instrumentation-asgi` Return header values using case insensitive keys
diff --git a/exporter/opentelemetry-exporter-datadog/src/opentelemetry/exporter/datadog/propagator.py b/exporter/opentelemetry-exporter-datadog/src/opentelemetry/exporter/datadog/propagator.py
index 9e28398579..bddf0cabba 100644
--- a/exporter/opentelemetry-exporter-datadog/src/opentelemetry/exporter/datadog/propagator.py
+++ b/exporter/opentelemetry-exporter-datadog/src/opentelemetry/exporter/datadog/propagator.py
@@ -27,8 +27,7 @@
 
 
 class DatadogFormat(TextMapPropagator):
-    """Propagator for the Datadog HTTP header format.
-    """
+    """Propagator for the Datadog HTTP header format."""
 
     TRACE_ID_KEY = "x-datadog-trace-id"
     PARENT_ID_KEY = "x-datadog-parent-id"
@@ -65,12 +64,15 @@ def extract(
         if trace_id is None or span_id is None:
             return set_span_in_context(trace.INVALID_SPAN, context)
 
+        trace_state = []
+        if origin is not None:
+            trace_state.append((constants.DD_ORIGIN, origin))
         span_context = trace.SpanContext(
             trace_id=int(trace_id),
             span_id=int(span_id),
             is_remote=True,
             trace_flags=trace_flags,
-            trace_state=trace.TraceState([(constants.DD_ORIGIN, origin)]),
+            trace_state=trace.TraceState(trace_state),
         )
 
         return set_span_in_context(