diff --git a/CHANGELOG.md b/CHANGELOG.md
index 717682764..16ef5a347 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -20,6 +20,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Update mypy checking and fix issues with it ([#248](https://github.com/tinkoff-ai/etna-ts/pull/248))
 - Add histogram method in outliers notebook ([#252](https://github.com/tinkoff-ai/etna-ts/pull/252)) 
 - Joblib parameters for backtest and ensembles ([#253](https://github.com/tinkoff-ai/etna-ts/pull/253))
+- Replace cycle over segments with vectorized expression in TSDataset._check_endings ([#264](https://github.com/tinkoff-ai/etna-ts/pull/264))
 
 ### Fixed
 - Fixed broken links in docs command section ([#223](https://github.com/tinkoff-ai/etna-ts/pull/223))
diff --git a/etna/datasets/tsdataset.py b/etna/datasets/tsdataset.py
index ae56e84af..fa32362d3 100644
--- a/etna/datasets/tsdataset.py
+++ b/etna/datasets/tsdataset.py
@@ -249,9 +249,8 @@ def _merge_exog(self, df: pd.DataFrame) -> pd.DataFrame:
     def _check_endings(self):
         """Check that all targets ends at the same timestamp."""
         max_index = self.df.index.max()
-        for segment in self.df.columns.get_level_values("segment"):
-            if np.isnan(self.df.loc[max_index, pd.IndexSlice[segment, "target"]]):
-                raise ValueError(f"All segments should end at the same timestamp")
+        if np.any(pd.isna(self.df.loc[max_index, pd.IndexSlice[:, "target"]])):
+            raise ValueError(f"All segments should end at the same timestamp")
 
     def inverse_transform(self):
         """Apply inverse transform method of transforms to the data.
diff --git a/tests/test_datasets/test_dataset.py b/tests/test_datasets/test_dataset.py
index ed5e6241d..97c6082b2 100644
--- a/tests/test_datasets/test_dataset.py
+++ b/tests/test_datasets/test_dataset.py
@@ -52,7 +52,8 @@ def df_and_regressors() -> Tuple[pd.DataFrame, pd.DataFrame]:
     return df, df_exog
 
 
-def test_same_ending_error_raise():
+def test_check_endings_error_raise():
+    """Check that _check_endings method raises exception if some segments end with nan."""
     timestamp = pd.date_range("2021-01-01", "2021-02-01")
     df1 = pd.DataFrame({"timestamp": timestamp, "target": 11, "segment": "1"})
     df2 = pd.DataFrame({"timestamp": timestamp[:-5], "target": 12, "segment": "2"})
@@ -61,17 +62,18 @@ def test_same_ending_error_raise():
     ts = TSDataset(df=df, freq="D")
 
     with pytest.raises(ValueError):
-        ts.fit_transform([])
+        ts._check_endings()
 
 
-def test_same_ending_error_pass():
+def test_check_endings_error_pass():
+    """Check that _check_endings method passes if there is no nans at the end of all segments."""
     timestamp = pd.date_range("2021-01-01", "2021-02-01")
     df1 = pd.DataFrame({"timestamp": timestamp, "target": 11, "segment": "1"})
     df2 = pd.DataFrame({"timestamp": timestamp, "target": 12, "segment": "2"})
     df = pd.concat([df1, df2], ignore_index=True)
     df = TSDataset.to_dataset(df)
     ts = TSDataset(df=df, freq="D")
-    ts.fit_transform([])
+    ts._check_endings()
 
 
 def test_categorical_after_call_to_pandas():