We study a spectral problem related to the Laplace operator in a singularly perturbed periodic waveguide. The waveguide is a quasi-cylinder which contains a periodic arrangement of inclusions. On the boundary of the waveguide, we consider both Neumann and Dirichlet conditions. We prove that provided the diameter of the inclusion is small enough the spectrum of Laplace operator contains band gaps, i.e. there are frequencies that do not propagate through the waveguide. The existence of the band gaps is verified using the asymptotic analysis of elliptic operators.