diff --git a/homeassistant/components/knx/climate.py b/homeassistant/components/knx/climate.py
index 37b6f0aeabd5..d0f76b01c716 100644
--- a/homeassistant/components/knx/climate.py
+++ b/homeassistant/components/knx/climate.py
@@ -554,7 +554,7 @@ class _KnxClimate(ClimateEntity, _KnxEntityBase):
 
     @property
     @override
-    def fan_mode(self) -> str:
+    def fan_mode(self) -> str | None:
         """Return the fan setting."""
 
         fan_speed = self._device.current_fan_speed
@@ -563,6 +563,10 @@ class _KnxClimate(ClimateEntity, _KnxEntityBase):
             return self.fan_zero_mode
 
         if self._device.fan_speed_mode is FanSpeedMode.STEP:
+            # DPT 5.010 fits any 1-byte value (0-255), so a gateway may report
+            # a step beyond the configured fan_max_step
+            if fan_speed >= len(self._attr_fan_modes):
+                return None
             return self._attr_fan_modes[fan_speed]
 
         # Find the closest fan mode percentage
diff --git a/tests/components/knx/test_climate.py b/tests/components/knx/test_climate.py
index 154681fc33cc..2d01aae29b2f 100644
--- a/tests/components/knx/test_climate.py
+++ b/tests/components/knx/test_climate.py
@@ -502,6 +502,45 @@ async def test_fan_speed_3_steps(hass: HomeAssistant, knx: KNXTestKit) -> None:
     knx.assert_state("climate.test", HVACMode.HEAT, fan_mode="off")
 
 
+@pytest.mark.parametrize("raw_value", [0x04, 0xFF])
+async def test_fan_speed_step_out_of_range(
+    hass: HomeAssistant, knx: KNXTestKit, raw_value: int
+) -> None:
+    """Test that fan step values beyond fan_max_step don't crash the entity."""
+    await knx.setup_integration(
+        {
+            ClimateSchema.PLATFORM: {
+                CONF_NAME: "test",
+                ClimateSchema.CONF_TEMPERATURE_ADDRESS: "1/2/3",
+                ClimateSchema.CONF_TARGET_TEMPERATURE_ADDRESS: "1/2/4",
+                ClimateSchema.CONF_TARGET_TEMPERATURE_STATE_ADDRESS: "1/2/5",
+                ClimateSchema.CONF_FAN_SPEED_ADDRESS: "1/2/6",
+                ClimateSchema.CONF_FAN_SPEED_STATE_ADDRESS: "1/2/7",
+                ClimateConf.FAN_SPEED_MODE: "step",
+                ClimateConf.FAN_MAX_STEP: 3,
+            }
+        }
+    )
+
+    # read states state updater
+    await knx.assert_read("1/2/3")
+    await knx.assert_read("1/2/5")
+
+    # StateUpdater initialize state
+    await knx.receive_response("1/2/5", RAW_FLOAT_22_0)
+    await knx.receive_response("1/2/3", RAW_FLOAT_21_0)
+
+    # Query status
+    await knx.assert_read("1/2/7")
+
+    # a gateway may report a step value beyond the configured fan_max_step
+    await knx.receive_write("1/2/7", (raw_value,))
+    await hass.async_block_till_done()
+
+    # the invalid telegram is published without breaking the state write
+    knx.assert_state("climate.test", HVACMode.HEAT, fan_mode=None)
+
+
 async def test_fan_speed_2_steps(hass: HomeAssistant, knx: KNXTestKit) -> None:
     """Test KNX climate fan speed 2 steps."""
     await knx.setup_integration(