diff --git a/asyncpg/_testbase/fuzzer.py b/asyncpg/_testbase/fuzzer.py
index 88f6e5c1..5c0b870c 100644
--- a/asyncpg/_testbase/fuzzer.py
+++ b/asyncpg/_testbase/fuzzer.py
@@ -145,6 +145,10 @@ def _close_connection(self, connection):
         if conn_task is not None:
             conn_task.cancel()
 
+    def close_all_connections(self):
+        for conn in list(self.connections):
+            self.loop.call_soon_threadsafe(self._close_connection, conn)
+
 
 class Connection:
     def __init__(self, client_sock, backend_sock, proxy):
@@ -215,10 +219,11 @@ async def _read(self, sock, n):
             else:
                 return read_task.result()
         finally:
-            if not read_task.done():
-                read_task.cancel()
-            if not conn_event_task.done():
-                conn_event_task.cancel()
+            if not self.loop.is_closed():
+                if not read_task.done():
+                    read_task.cancel()
+                if not conn_event_task.done():
+                    conn_event_task.cancel()
 
     async def _write(self, sock, data):
         write_task = asyncio.ensure_future(
@@ -236,10 +241,11 @@ async def _write(self, sock, data):
             else:
                 return write_task.result()
         finally:
-            if not write_task.done():
-                write_task.cancel()
-            if not conn_event_task.done():
-                conn_event_task.cancel()
+            if not self.loop.is_closed():
+                if not write_task.done():
+                    write_task.cancel()
+                if not conn_event_task.done():
+                    conn_event_task.cancel()
 
     async def proxy_to_backend(self):
         buf = None
@@ -264,7 +270,8 @@ async def proxy_to_backend(self):
             pass
 
         finally:
-            self.loop.call_soon(self.close)
+            if not self.loop.is_closed():
+                self.loop.call_soon(self.close)
 
     async def proxy_from_backend(self):
         buf = None
@@ -289,4 +296,5 @@ async def proxy_from_backend(self):
             pass
 
         finally:
-            self.loop.call_soon(self.close)
+            if not self.loop.is_closed():
+                self.loop.call_soon(self.close)
diff --git a/asyncpg/connection.py b/asyncpg/connection.py
index 3511b633..f311d1e3 100644
--- a/asyncpg/connection.py
+++ b/asyncpg/connection.py
@@ -185,11 +185,16 @@ def add_close_listener(self, callback):
         :param callable callback:
             A callable receiving one argument:
             **connection**: a Connection the callback is registered with.
+
+        .. versionadded:: 0.21.0
         """
         self._close_listeners.add(callback)
 
     def remove_close_listener(self, callback):
-        """Remove a listening callback for the connection closing."""
+        """Remove a listening callback for the connection closing.
+
+        .. versionadded:: 0.21.0
+        """
         self._close_listeners.discard(callback)
 
     def get_server_pid(self):
diff --git a/tests/test_listeners.py b/tests/test_listeners.py
index 4879cd88..ebf698f3 100644
--- a/tests/test_listeners.py
+++ b/tests/test_listeners.py
@@ -6,6 +6,10 @@
 
 
 import asyncio
+import os
+import platform
+import sys
+import unittest
 
 from asyncpg import _testbase as tb
 from asyncpg import exceptions
@@ -272,3 +276,41 @@ def listener1(*args):
                         pass
 
                     con.add_log_listener(listener1)
+
+
+@unittest.skipIf(os.environ.get('PGHOST'), 'using remote cluster for testing')
+@unittest.skipIf(
+    platform.system() == 'Windows' and
+    sys.version_info >= (3, 8),
+    'not compatible with ProactorEventLoop which is default in Python 3.8')
+class TestConnectionCloseListener(tb.ProxiedClusterTestCase):
+
+    async def test_connection_close_callback_called_on_remote(self):
+
+        called = False
+
+        def close_cb(con):
+            nonlocal called
+            called = True
+
+        con = await self.connect()
+        con.add_close_listener(close_cb)
+        self.proxy.close_all_connections()
+        try:
+            await con.fetchval('SELECT 1')
+        except Exception:
+            pass
+        self.assertTrue(called)
+
+    async def test_connection_close_callback_called_on_local(self):
+
+        called = False
+
+        def close_cb(con):
+            nonlocal called
+            called = True
+
+        con = await self.connect()
+        con.add_close_listener(close_cb)
+        await con.close()
+        self.assertTrue(called)