This paper investigates in detail the effects of measurement noise on the performance of reservoir computing. We focus on an application in which reservoir computers are used to learn the relationship between different state variables of a chaotic system. We recognize that noise can affect the training and testing phases differently. We find that the best performance of the reservoir is achieved when the strength of the noise that affects the input signal in the training phase equals the strength of the noise that affects the input signal in the testing phase. For all the cases we examined, we found that a good remedy to noise is to low-pass filter the input and the training/testing signals; this typically preserves the performance of the reservoir, while reducing the undesired effects of noise.