You have a few options for where to buy gap insurance: through the dealership, a standard auto insurer, financing company or a specialty gap insurance company. A gap insurance policy through dealerships and lenders can be too expensive to make sense for some drivers, although it can be a convenient option. Shop around between the dealership, auto insurers and companies that specialize in gap insurance; your best deal may come from your existing car insurance carrier. If you already have full coverage, you may be able to add gap insurance for a marginal annual cost.