diff --git a/Code/Mantid/Framework/Kernel/src/Math/ChebyshevPolyFit.cpp b/Code/Mantid/Framework/Kernel/src/Math/ChebyshevPolyFit.cpp
index 276e6a1675a06d46f945e5e633092b3862d0866b..1fe887ddf3397f5c1ced6c5520134e2ac717bf72 100644
--- a/Code/Mantid/Framework/Kernel/src/Math/ChebyshevPolyFit.cpp
+++ b/Code/Mantid/Framework/Kernel/src/Math/ChebyshevPolyFit.cpp
@@ -59,6 +59,7 @@ std::vector<double> ChebyshevPolyFitImpl::fit(const std::vector<double> &x,
   auto *work = gsl_multifit_linear_alloc (npts, degp1);
   double chisq(0.0);
   gsl_multifit_linear (MX, yw, c, cov, &chisq, work);
+  gsl_vector_free(yw);
   gsl_matrix_free(cov);
   gsl_matrix_free(MX);
   gsl_multifit_linear_free(work);