diff --git a/CHANGES/3628.bugfix b/CHANGES/3628.bugfix
new file mode 100644
index 00000000000..22be2a07d27
--- /dev/null
+++ b/CHANGES/3628.bugfix
@@ -0,0 +1 @@
+Close session created inside ``aiohttp.request`` when unhandled exception occurs
diff --git a/CONTRIBUTORS.txt b/CONTRIBUTORS.txt
index b92e8ab4faf..a007c730cc4 100644
--- a/CONTRIBUTORS.txt
+++ b/CONTRIBUTORS.txt
@@ -198,6 +198,7 @@ Rafael Viotti
 Raúl Cumplido
 Required Field
 Robert Lu
+Robert Nikolich
 Roman Podoliaka
 Samuel Colvin
 Sean Hunt
diff --git a/aiohttp/client.py b/aiohttp/client.py
index f42ff68ad7c..c911bf48b1f 100644
--- a/aiohttp/client.py
+++ b/aiohttp/client.py
@@ -992,8 +992,13 @@ def __init__(self,
         self._session = session
 
     async def __aenter__(self) -> ClientResponse:
-        self._resp = await self._coro
-        return self._resp
+        try:
+            self._resp = await self._coro
+        except BaseException:
+            await self._session.close()
+            raise
+        else:
+            return self._resp
 
     async def __aexit__(self,
                         exc_type: Optional[Type[BaseException]],
diff --git a/tests/test_client_functional.py b/tests/test_client_functional.py
index eb5943271eb..139f3869c71 100644
--- a/tests/test_client_functional.py
+++ b/tests/test_client_functional.py
@@ -2346,6 +2346,24 @@ async def handler(request):
         assert resp.status == 200
 
 
+async def test_aiohttp_request_ctx_manager_close_sess_on_error(
+        ssl_ctx, aiohttp_server) -> None:
+    async def handler(request):
+        return web.Response()
+
+    app = web.Application()
+    app.router.add_get('/', handler)
+    server = await aiohttp_server(app, ssl=ssl_ctx)
+
+    cm = aiohttp.request('GET', server.make_url('/'))
+
+    with pytest.raises(aiohttp.ClientConnectionError):
+        async with cm:
+            pass
+
+    assert cm._session.closed
+
+
 async def test_aiohttp_request_ctx_manager_not_found() -> None:
 
     with pytest.raises(aiohttp.ClientConnectionError):