diff --git a/lib/peep/statsd.ex b/lib/peep/statsd.ex
index 0108ca9..3ab2bc1 100644
--- a/lib/peep/statsd.ex
+++ b/lib/peep/statsd.ex
@@ -86,6 +86,7 @@ defmodule Peep.Statsd do
           %__MODULE__{state | statsd_opts: new_opts}
 
         {:error, _reason} ->
+          :gen_udp.close(socket)
           %__MODULE__{state | socket: nil}
       end