diff --git a/src/async_io.rs b/src/async_io.rs
index bf7a265..e05a60b 100644
--- a/src/async_io.rs
+++ b/src/async_io.rs
@@ -570,6 +570,20 @@ impl Async<TcpStream> {
         // Wait for connect to complete.
         let wait_connect = |mut stream: &TcpStream| match stream.write(&[]) {
             Err(err) if err.kind() == io::ErrorKind::NotConnected => {
+                // On other systems, if a non-blocking connect call fails, a
+                // sensible error code is returned by the send (write) call.
+                //
+                // But not on Windows. If a non-blocking connect call fails, the
+                // send call always returns NotConnected. We have to use
+                // take_error (i.e., getsockopt SO_ERROR) to find out whether
+                // the connect call has failed, and retrieve the error code if
+                // it has.
+                #[cfg(windows)]
+                {
+                    if let Some(e) = stream.take_error()? {
+                        return Err(e);
+                    }
+                }
                 Err(io::ErrorKind::WouldBlock.into())
             }
             res => res.map(|_| ()),
diff --git a/tests/async_io.rs b/tests/async_io.rs
index 9c0c7cf..6cda9c1 100644
--- a/tests/async_io.rs
+++ b/tests/async_io.rs
@@ -35,6 +35,9 @@ fn tcp_connection() -> io::Result<()> {
             stream1.get_ref().local_addr()?
         );
 
+        // Now that the listener is closed, connect should fail.
+        Async::<TcpStream>::connect(&addr).await.unwrap_err();
+
         Ok(())
     })
 }