diff --git a/src/mcp/shared/session.py b/src/mcp/shared/session.py
index c807e291c..5a2897cc5 100644
--- a/src/mcp/shared/session.py
+++ b/src/mcp/shared/session.py
@@ -180,6 +180,7 @@ class BaseSession(
     _in_flight: dict[RequestId, RequestResponder[ReceiveRequestT, SendResultT]]
     _progress_callbacks: dict[RequestId, ProgressFnT]
     _response_routers: list["ResponseRouter"]
+    _closing: bool = False
 
     def __init__(
         self,
@@ -252,6 +253,9 @@ async def send_request(
         Do not use this method to emit notifications! Use send_notification()
         instead.
         """
+        if self._closing:
+            raise McpError(ErrorData(code=CONNECTION_CLOSED, message="Connection closed"))
+
         request_id = self._request_id
         self._request_id = request_id + 1
 
@@ -307,7 +311,8 @@ async def send_request(
                 return result_type.model_validate(response_or_error.result)
 
         finally:
-            self._response_streams.pop(request_id, None)
+            self._response_streams.pop(request_id, None) if not self._closing else None
+
             self._progress_callbacks.pop(request_id, None)
             await response_stream.aclose()
             await response_stream_reader.aclose()
@@ -444,15 +449,17 @@ async def _receive_loop(self) -> None:
             finally:
                 # after the read stream is closed, we need to send errors
                 # to any pending requests
-                for id, stream in self._response_streams.items():
-                    error = ErrorData(code=CONNECTION_CLOSED, message="Connection closed")
-                    try:
-                        await stream.send(JSONRPCError(jsonrpc="2.0", id=id, error=error))
-                        await stream.aclose()
-                    except Exception:  # pragma: no cover
-                        # Stream might already be closed
-                        pass
-                self._response_streams.clear()
+                self._closing = True
+                with anyio.CancelScope(shield=True):
+                    for id, stream in self._response_streams.items():
+                        error = ErrorData(code=CONNECTION_CLOSED, message="Connection closed")
+                        try:
+                            await stream.send(JSONRPCError(jsonrpc="2.0", id=id, error=error))
+                            await stream.aclose()
+                        except Exception:  # pragma: no cover
+                            # Stream might already be closed
+                            pass
+                    self._response_streams.clear()
 
     def _normalize_request_id(self, response_id: RequestId) -> RequestId:
         """
@@ -508,7 +515,7 @@ async def _handle_response(self, message: SessionMessage) -> None:
                     return  # Handled
 
         # Fall back to normal response streams
-        stream = self._response_streams.pop(response_id, None)
+        stream = self._response_streams.pop(response_id, None) if not self._closing else None
         if stream:  # pragma: no cover
             await stream.send(root)
         else:  # pragma: no cover
diff --git a/tests/shared/test_session.py b/tests/shared/test_session.py
index b355a4bf2..3142270fc 100644
--- a/tests/shared/test_session.py
+++ b/tests/shared/test_session.py
@@ -337,3 +337,74 @@ async def mock_server():
                 await ev_closed.wait()
             with anyio.fail_after(1):
                 await ev_response.wait()
+
+
+@pytest.mark.anyio
+async def test_session_aexit_cleanup():
+    """Test that the session is closing properly, cleaning up all resources."""
+    pending_request_ids: list[int | str] = []
+    requests_received = anyio.Event()
+    client_session_closed = anyio.Event()
+
+    async with (
+        anyio.create_task_group() as tg,
+        create_client_server_memory_streams() as (client_streams, server_streams),
+    ):
+        client_read, client_write = client_streams
+        server_read, _ = server_streams
+
+        async def mock_server():
+            """Block responses to simulate a server that does not respond."""
+            # Wait for two ping requests
+            for _ in range(2):
+                message = await server_read.receive()
+                assert isinstance(message, SessionMessage)
+                root = message.message.root
+                assert isinstance(root, JSONRPCRequest)
+                assert root.method == "ping"
+                pending_request_ids.append(root.id)
+
+            # Signal that both requests have been received
+            requests_received.set()
+
+            # Wait for the client session to be closed
+            # This ensures the cleanup logic in finally block has time to run
+            await client_session_closed.wait()
+
+        async def send_ping(session: ClientSession):
+            # Since we are closing the session, "Connection closed" McpError is expected
+            with pytest.raises(McpError) as e:
+                await session.send_ping()
+            assert "Connection closed" in str(e.value)
+
+        # Start the mock server in the background
+        tg.start_soon(mock_server)
+
+        # Create a session and send multiple ping requests in background
+        async with ClientSession(read_stream=client_read, write_stream=client_write) as session:
+            # Verify initial state
+            assert len(session._response_streams) == 0
+
+            # Start two ping requests in background
+            tg.start_soon(send_ping, session)
+            tg.start_soon(send_ping, session)
+
+            # Wait for both requests to be sent and received by server
+            await requests_received.wait()
+            await anyio.sleep(0.1)  # Give time for streams to be created
+
+            # Verify we have 2 response streams
+            assert len(session._response_streams) == 2
+
+        # We close the session by escaping the async with block
+        client_session_closed.set()
+
+        # Since the sesssion has been closed, "Connection closed" McpError is expected
+        with pytest.raises(McpError) as e:
+            await session.send_ping()
+        assert "Connection closed" in str(e.value)
+
+        # Verify all response streams have been cleaned up
+        # (This happens when the async with block exits and __aexit__ is called)
+        assert session is not None
+        assert len(session._response_streams) == 0