diff --git a/greenswitch/esl.py b/greenswitch/esl.py
index 6c25f29..9f9bdaf 100644
--- a/greenswitch/esl.py
+++ b/greenswitch/esl.py
@@ -359,7 +359,12 @@ def connect(self):
         if self._outbound_connected:
             return self.session_data
 
-        resp = self.send('connect')
+        try:
+            resp = self.send('connect')
+        except OutboundSessionHasGoneAway as e:
+            # cleanup before raising exception
+            self.stop()
+            raise e
         self.session_data = resp.headers
         self._outbound_connected = True
 
diff --git a/tests/test_outbound_session.py b/tests/test_outbound_session.py
index 69205b3..dc5a863 100644
--- a/tests/test_outbound_session.py
+++ b/tests/test_outbound_session.py
@@ -25,6 +25,23 @@ def test_outbound_connected_is_updated_during_on_hangup_event(self):
         with self.assertRaises(esl.OutboundSessionHasGoneAway):
             self.outbound_session.raise_if_disconnected()
 
+    def test_raising_OutboundSessionHasGoneAway_in_session_connect_will_call_sock_close(self):
+        # Here we are socket connected, but not freeswitch connected
+        # So any exception raised in session.connect should call sock.close
+        self.outbound_session.connected = False
+
+        # make outbound_session.send raise OutboundSessionHasGoneAway
+        self.outbound_session.send = mock.MagicMock(side_effect=esl.OutboundSessionHasGoneAway)
+
+        # mock sock.close
+        self.outbound_session.sock.close = mock.MagicMock()
+
+        # attempt to connect and assert sock.close is called
+        with self.assertRaises(esl.OutboundSessionHasGoneAway):
+            self.outbound_session.connect()
+
+        assert self.outbound_session.sock.close.called
+
 
 @pytest.mark.usefixtures("outbound_session")
 @pytest.mark.usefixtures("disconnect_event")