diff --git a/Project.toml b/Project.toml
index f51f636ad..1a787c897 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,7 +1,7 @@
 name = "SciMLBase"
 uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 authors = ["Chris Rackauckas <accounts@chrisrackauckas.com> and contributors"]
-version = "2.0.2"
+version = "2.0.3"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
diff --git a/src/problems/sde_problems.jl b/src/problems/sde_problems.jl
index 2e28757f5..5c850590c 100644
--- a/src/problems/sde_problems.jl
+++ b/src/problems/sde_problems.jl
@@ -109,6 +109,10 @@ struct SDEProblem{uType, tType, isinplace, P, NP, F, G, K, ND} <:
             noise, kwargs,
             noise_rate_prototype, seed)
     end
+
+    function SDEProblem{iip}(f, g, u0, tspan, p = NullParameters(); kwargs...) where {iip}
+        SDEProblem(SDEFunction{iip}(f, g), u0, tspan, p; kwargs...)
+    end
 end
 
 TruncatedStacktraces.@truncate_stacktrace SDEProblem 3 1 2
@@ -118,7 +122,8 @@ function SDEProblem(f::AbstractSDEFunction, u0, tspan, p = NullParameters(); kwa
 end
 
 function SDEProblem(f, g, u0, tspan, p = NullParameters(); kwargs...)
-    SDEProblem(SDEFunction(f, g), u0, tspan, p; kwargs...)
+    iip = isinplace(f, 4)
+    SDEProblem{iip}(SDEFunction{iip}(f, g), u0, tspan, p; kwargs...)
 end
 
 """