diff --git a/freqtrade/exchange/exchange_ws.py b/freqtrade/exchange/exchange_ws.py
index 70a373781..be99cb30f 100644
--- a/freqtrade/exchange/exchange_ws.py
+++ b/freqtrade/exchange/exchange_ws.py
@@ -55,8 +55,12 @@ class ExchangeWS:
         logger.debug("Stopped")
 
     async def _cleanup_async(self) -> None:
-        await self.ccxt_object.close()
-        self.__cleanup_called = True
+        try:
+            await self.ccxt_object.close()
+        except Exception:
+            logger.exception("Exception in _cleanup_async")
+        finally:
+            self.__cleanup_called = True
 
     def cleanup_expired(self) -> None:
         """
diff --git a/tests/exchange/test_exchange_ws.py b/tests/exchange/test_exchange_ws.py
index c6684b250..5e93de1f4 100644
--- a/tests/exchange/test_exchange_ws.py
+++ b/tests/exchange/test_exchange_ws.py
@@ -46,6 +46,7 @@ async def test_exchangews_ohlcv(mocker):
     config = MagicMock()
     ccxt_object = MagicMock()
     ccxt_object.watch_ohlcv = AsyncMock()
+    ccxt_object.close = AsyncMock()
     mocker.patch("freqtrade.exchange.exchange_ws.ExchangeWS._start_forever", MagicMock())
 
     exchange_ws = ExchangeWS(config, ccxt_object)