diff --git a/core/client/client.go b/core/client/client.go
index 2f35a07..153ffbd 100644
--- a/core/client/client.go
+++ b/core/client/client.go
@@ -133,14 +133,19 @@ func (c *clientImpl) connect() error {
 	c.conn = conn
 	if udpEnabled {
 		c.udpSM = newUDPSessionManager(&udpIOImpl{Conn: conn})
-		go func() {
-			c.udpSM.Run()
-			// TODO: Mark connection as closed
-		}()
 	}
 	return nil
 }
 
+// openStream wraps the stream with QStream, which handles Close() properly
+func (c *clientImpl) openStream() (quic.Stream, error) {
+	stream, err := c.conn.OpenStream()
+	if err != nil {
+		return nil, err
+	}
+	return &utils.QStream{Stream: stream}, nil
+}
+
 func (c *clientImpl) DialTCP(addr string) (net.Conn, error) {
 	stream, err := c.openStream()
 	if err != nil {
@@ -272,12 +277,3 @@ func (io *udpIOImpl) SendMessage(buf []byte, msg *protocol.UDPMessage) error {
 	}
 	return io.Conn.SendMessage(buf[:msgN])
 }
-
-// openStream wraps the stream with QStream, which handles Close() properly
-func (c *clientImpl) openStream() (quic.Stream, error) {
-	stream, err := c.conn.OpenStream()
-	if err != nil {
-		return nil, err
-	}
-	return &utils.QStream{Stream: stream}, nil
-}
diff --git a/core/client/udp.go b/core/client/udp.go
index 6cca1af..762f947 100644
--- a/core/client/udp.go
+++ b/core/client/udp.go
@@ -6,6 +6,7 @@ import (
 	"math/rand"
 	"sync"
 
+	coreErrs "github.com/apernet/hysteria/core/errors"
 	"github.com/apernet/hysteria/core/internal/frag"
 	"github.com/apernet/hysteria/core/internal/protocol"
 	"github.com/quic-go/quic-go"
@@ -86,21 +87,22 @@ type udpSessionManager struct {
 	mutex  sync.Mutex
 	m      map[uint32]*udpConn
 	nextID uint32
+
+	closed bool
 }
 
 func newUDPSessionManager(io udpIO) *udpSessionManager {
-	return &udpSessionManager{
+	m := &udpSessionManager{
 		io:     io,
 		m:      make(map[uint32]*udpConn),
 		nextID: 1,
 	}
+	go m.run()
+	return m
 }
 
-// Run runs the session manager main loop.
-// Exit and returns error when the underlying io returns error (e.g. closed).
-func (m *udpSessionManager) Run() error {
-	defer m.cleanup()
-
+func (m *udpSessionManager) run() error {
+	defer m.closeCleanup()
 	for {
 		msg, err := m.io.ReceiveMessage()
 		if err != nil {
@@ -110,13 +112,14 @@ func (m *udpSessionManager) Run() error {
 	}
 }
 
-func (m *udpSessionManager) cleanup() {
+func (m *udpSessionManager) closeCleanup() {
 	m.mutex.Lock()
 	defer m.mutex.Unlock()
 
 	for _, conn := range m.m {
 		m.close(conn)
 	}
+	m.closed = true
 }
 
 func (m *udpSessionManager) feed(msg *protocol.UDPMessage) {
@@ -142,6 +145,10 @@ func (m *udpSessionManager) NewUDP() (HyUDPConn, error) {
 	m.mutex.Lock()
 	defer m.mutex.Unlock()
 
+	if m.closed {
+		return nil, coreErrs.ClosedError{}
+	}
+
 	id := m.nextID
 	m.nextID++
 
diff --git a/core/errors/errors.go b/core/errors/errors.go
index 094ce1f..7643ee4 100644
--- a/core/errors/errors.go
+++ b/core/errors/errors.go
@@ -47,6 +47,13 @@ func (c DialError) Error() string {
 	return "dial error: " + c.Message
 }
 
+// ClosedError is returned when the client attempts to use a closed connection.
+type ClosedError struct{}
+
+func (c ClosedError) Error() string {
+	return "connection closed"
+}
+
 // ProtocolError is returned when the server/client runs into an unexpected
 // or malformed request/response/message.
 type ProtocolError struct {