diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index eac5cba07..a9c21fb65 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -7,7 +7,7 @@ import time
 from abc import ABC, abstractmethod
 from pathlib import Path
 from threading import Lock
-from typing import Any, Dict, Tuple
+from typing import Any, Dict, List, Tuple
 
 import numpy as np
 import pandas as pd
@@ -27,13 +27,6 @@ pd.options.mode.chained_assignment = None
 logger = logging.getLogger(__name__)
 
 
-def threaded(fn):
-    def wrapper(*args, **kwargs):
-        threading.Thread(target=fn, args=args, kwargs=kwargs).start()
-
-    return wrapper
-
-
 class IFreqaiModel(ABC):
     """
     Class containing all tools for training and prediction in the strategy.
@@ -94,6 +87,9 @@ class IFreqaiModel(ABC):
         self.begin_time_train: float = 0
         self.base_tf_seconds = timeframe_to_seconds(self.config['timeframe'])
 
+        self._threads: List[threading.Thread] = []
+        self._stop_event = threading.Event()
+
     def assert_config(self, config: Dict[str, Any]) -> None:
 
         if not config.get("freqai", {}):
@@ -147,15 +143,34 @@ class IFreqaiModel(ABC):
         self.model = None
         self.dk = None
 
-    @threaded
-    def start_scanning(self, strategy: IStrategy) -> None:
+    def shutdown(self):
+        """
+        Cleans up threads on Shutdown, set stop event. Join threads to wait
+        for current training iteration.
+        """
+        logger.info("Stopping FreqAI")
+        self._stop_event.set()
+
+        logger.info("Waiting on Training iteration")
+        for _thread in self._threads:
+            _thread.join()
+
+    def start_scanning(self, *args, **kwargs) -> None:
+        """
+        Start `self._start_scanning` in a separate thread
+        """
+        _thread = threading.Thread(target=self._start_scanning, args=args, kwargs=kwargs)
+        self._threads.append(_thread)
+        _thread.start()
+
+    def _start_scanning(self, strategy: IStrategy) -> None:
         """
         Function designed to constantly scan pairs for retraining on a separate thread (intracandle)
         to improve model youth. This function is agnostic to data preparation/collection/storage,
         it simply trains on what ever data is available in the self.dd.
         :param strategy: IStrategy = The user defined strategy class
         """
-        while 1:
+        while not self._stop_event.is_set():
             time.sleep(1)
             for pair in self.config.get("exchange", {}).get("pair_whitelist"):
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 37bc6dfed..883417219 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -148,6 +148,8 @@ class FreqtradeBot(LoggingMixin):
 
         self.check_for_open_trades()
 
+        self.strategy.ft_bot_cleanup()
+
         self.rpc.cleanup()
         Trade.commit()
         self.exchange.close()
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c7ea95bda..562a16b18 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -168,6 +168,10 @@ class IStrategy(ABC, HyperStrategyMixin):
                     raise OperationalException(
                         'freqAI is not enabled. '
                         'Please enable it in your config to use this strategy.')
+
+                def cleanup(self, *args, **kwargs):
+                    pass
+
             self.freqai = DummyClass()  # type: ignore
 
     def ft_bot_start(self, **kwargs) -> None:
@@ -181,6 +185,12 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         self.ft_load_hyper_params(self.config.get('runmode') == RunMode.HYPEROPT)
 
+    def ft_bot_cleanup(self) -> None:
+        """
+        Clean up FreqAI and child threads
+        """
+        self.freqai.shutdown()
+
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """