diff --git a/tests/testthat/setup.R b/tests/testthat/setup.R
index f8ce4cf7f..c14c61b0a 100644
--- a/tests/testthat/setup.R
+++ b/tests/testthat/setup.R
@@ -786,11 +786,30 @@ if (run_cvvs) {
   # diagnostics. Additionally to suppressWarnings(), suppressMessages() could be
   # used here (because of the refits in K-fold CV):
   cvvss <- suppressWarnings(lapply(args_cvvs, function(args_cvvs_i) {
-    do.call(cv_varsel, c(
+    cvvs_expr <- expression(do.call(cv_varsel, c(
       list(object = refmods[[args_cvvs_i$tstsetup_ref]]),
       excl_nonargs(args_cvvs_i)
-    ))
+    )))
+    if (args_cvvs_i$mod_nm == "gamm" &&
+        !identical(args_cvvs_i$cv_method, "kfold")) {
+      # Due to issue #239, we have to wrap the call to cv_varsel() in try():
+      return(try(eval(cvvs_expr), silent = TRUE))
+    } else {
+      return(eval(cvvs_expr))
+    }
   }))
+  success_cvvs <- !sapply(cvvss, inherits, "try-error")
+  err_ok <- sapply(cvvss[!success_cvvs], function(cvvs_err) {
+    attr(cvvs_err, "condition")$message ==
+      "Not enough (non-NA) data to do anything meaningful"
+  })
+  expect_true(
+    all(err_ok),
+    info = paste("Unexpected error for",
+                 paste(names(cvvss[!success_cvvs])[!err_ok], collapse = ", "))
+  )
+  cvvss <- cvvss[success_cvvs]
+  args_cvvs <- args_cvvs[success_cvvs]
 }
 
 ## Projection -------------------------------------------------------------