diff --git a/docker/transport/unixconn.py b/docker/transport/unixconn.py
index d571833f04..56c741da22 100644
--- a/docker/transport/unixconn.py
+++ b/docker/transport/unixconn.py
@@ -22,8 +22,13 @@ def __init__(self, base_url, unix_socket, timeout=60):
 
     def connect(self):
         sock = socket.socket(socket.AF_UNIX, socket.SOCK_STREAM)
-        sock.settimeout(self.timeout)
-        sock.connect(self.unix_socket)
+        try:
+            sock.settimeout(self.timeout)
+            sock.connect(self.unix_socket)
+        except OSError:
+            sock.close()
+            raise
+
         self.sock = sock