diff --git "a/dll/win32/msafd/misc/dllmain.c" "b/dll/win32/msafd/misc/dllmain.c"
index 0e4dd446674..97330c2b4a0 100644
--- "a/dll/win32/msafd/misc/dllmain.c"
+++ "b/dll/win32/msafd/misc/dllmain.c"
@@ -2103,7 +2103,11 @@ WSPConnect(SOCKET Handle,
             Status = IOSB->Status;
         }
 
-        Socket->SharedData->SocketLastError = TranslateNtStatusError(Status);
+        if (Status == STATUS_LOCAL_DISCONNECT)
+            Socket->SharedData->SocketLastError = WSAETIMEDOUT;
+        else
+            Socket->SharedData->SocketLastError = TranslateNtStatusError(Status);
+
         if (Status != STATUS_SUCCESS)
             goto Leave;
 
@@ -2174,6 +2178,10 @@ Leave:
         }
     }
 
+    if (Status == STATUS_LOCAL_DISCONNECT && Errno == 0)
+    {
+        Status = STATUS_TIMEOUT;
+    }
     return MsafdReturnWithErrno(Status, lpErrno, 0, NULL);
 }