Some embodiments provide a method for proxying ARP requests. At an MFE that executes on a host computer operating at a first site to implement a distributed router along with at least one additional MFE at the first site, the method receives, from a router at a remote second site, an ARP request for an IP address associated with a logical switch that spans the first site and the remote second site, and to which both the distributed router and the router at the remote second site connect. The method determines whether a table that includes IP addresses for a set of DCNs that use the distributed router as a default gateway includes the IP address. When the IP address is in the table, the method proxies the request at the host computer. When the particular IP address is not in the table, the MFE does not proxy the request.