diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 813938f99..dc17f6217 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -170,7 +170,9 @@ class Exchange:
 
     def close(self):
         logger.debug("Exchange object destroyed, closing async loop")
-        if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
+        if (self._api_async and inspect.iscoroutinefunction(self._api_async.close)
+                and self._api_async.session):
+            logger.info("Closing async ccxt session.")
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index fff187ef9..6f9acf930 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -126,6 +126,7 @@ class FreqtradeBot(LoggingMixin):
 
         self.rpc.cleanup()
         cleanup_db()
+        self.exchange.close()
 
     def startup(self) -> None:
         """