diff --git a/dlls/winhttp/request.c b/dlls/winhttp/request.c
index aa8a6f96cb4..9a797543d53 100644
--- a/dlls/winhttp/request.c
+++ b/dlls/winhttp/request.c
@@ -217,6 +217,11 @@ static DWORD CALLBACK task_proc( LPVOID param )
         }
         case WAIT_OBJECT_0 + 1:
             TRACE("exiting\n");
+            CloseHandle( request->task_cancel );
+            CloseHandle( request->task_wait );
+            request->task_cs.DebugInfo->Spare[0] = 0;
+            DeleteCriticalSection( &request->task_cs );
+            request->hdr.vtbl->destroy( &request->hdr );
             return 0;
 
         default:
diff --git a/dlls/winhttp/session.c b/dlls/winhttp/session.c
index 109ca3aeaa5..2fae530cfd2 100644
--- a/dlls/winhttp/session.c
+++ b/dlls/winhttp/session.c
@@ -561,13 +561,13 @@ static void request_destroy( object_header_t *hdr )
 
     if (request->task_thread)
     {
+        /* Signal to the task proc to quit.  It will call
+           this again when it does. */
+        HANDLE thread = request->task_thread;
+        request->task_thread = 0;
         SetEvent( request->task_cancel );
-        WaitForSingleObject( request->task_thread, INFINITE );
-        CloseHandle( request->task_thread );
-        CloseHandle( request->task_cancel );
-        CloseHandle( request->task_wait );
-        request->task_cs.DebugInfo->Spare[0] = 0;
-        DeleteCriticalSection( &request->task_cs );
+        CloseHandle( thread );
+        return;
     }
     release_object( &request->connect->hdr );