diff --git a/kafka/conn.py b/kafka/conn.py
index d778c3189..67ff194c8 100644
--- a/kafka/conn.py
+++ b/kafka/conn.py
@@ -919,6 +919,7 @@ def connect():
                 for response, future in self.recv():
                     future.success(response)
                 selector.select(1)
+            selector.close()
 
             if f.succeeded():
                 if isinstance(request, ApiVersionRequest[0]):