diff --git a/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py b/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py
index 9ee035c95..b3b8c40e6 100644
--- a/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py
+++ b/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py
@@ -34,6 +34,11 @@ class ReinforcementLearner_multiproc(ReinforcementLearner):
         train_df = data_dictionary["train_features"]
         test_df = data_dictionary["test_features"]
 
+        if self.train_env:
+            self.train_env.close()
+        if self.eval_env:
+            self.eval_env.close()
+
         env_info = self.pack_env_dict(dk.pair)
 
         env_id = "train_env"