diff --git a/gunicorn/workers/async.py b/gunicorn/workers/async.py
index c5e26552..c1da8649 100644
--- a/gunicorn/workers/async.py
+++ b/gunicorn/workers/async.py
@@ -104,6 +104,13 @@ class AsyncWorker(base.Worker):
                     respiter.close()
             if resp.should_close():
                 raise StopIteration()
+        except Exception:
+            if resp.headers_sent:
+                # If the requests have already been sent, we should close the
+                # connection to indicate the error.
+                sock.shutdown(socket.SHUT_RDWR)
+                sock.close()
+            raise
         finally:
             try:
                 self.cfg.post_request(self, req, environ, resp)
diff --git a/gunicorn/workers/sync.py b/gunicorn/workers/sync.py
index 37d256a4..562fc2b7 100644
--- a/gunicorn/workers/sync.py
+++ b/gunicorn/workers/sync.py
@@ -138,6 +138,11 @@ class SyncWorker(base.Worker):
         except socket.error:
             raise
         except Exception as e:
+            if resp.headers_sent:
+                # If the requests have already been sent, we should close the
+                # connection to indicate the error.
+                client.shutdown(socket.SHUT_RDWR)
+                client.close()
             # Only send back traceback in HTTP in debug mode.
             self.handle_error(req, client, addr, e)
             return