diff --git a/src/net/http/transport.go b/src/net/http/transport.go
index 57c70e72f95..2a549a9576b 100644
--- a/src/net/http/transport.go
+++ b/src/net/http/transport.go
@@ -1761,6 +1761,7 @@ func (t *Transport) dialConn(ctx context.Context, cm connectMethod) (pconn *pers
 		if t.OnProxyConnectResponse != nil {
 			err = t.OnProxyConnectResponse(ctx, cm.proxyURL, connectReq, resp)
 			if err != nil {
+				conn.Close()
 				return nil, err
 			}
 		}
diff --git a/src/net/http/transport_test.go b/src/net/http/transport_test.go
index 3057024b764..698a43530ad 100644
--- a/src/net/http/transport_test.go
+++ b/src/net/http/transport_test.go
@@ -1523,6 +1523,24 @@ func TestOnProxyConnectResponse(t *testing.T) {
 
 		c := proxy.Client()
 
+		var (
+			dials  atomic.Int32
+			closes atomic.Int32
+		)
+		c.Transport.(*Transport).DialContext = func(ctx context.Context, network, addr string) (net.Conn, error) {
+			conn, err := net.Dial(network, addr)
+			if err != nil {
+				return nil, err
+			}
+			dials.Add(1)
+			return noteCloseConn{
+				Conn: conn,
+				closeFunc: func() {
+					closes.Add(1)
+				},
+			}, nil
+		}
+
 		c.Transport.(*Transport).Proxy = ProxyURL(pu)
 		c.Transport.(*Transport).OnProxyConnectResponse = func(ctx context.Context, proxyURL *url.URL, connectReq *Request, connectRes *Response) error {
 			if proxyURL.String() != pu.String() {
@@ -1534,10 +1552,23 @@ func TestOnProxyConnectResponse(t *testing.T) {
 			}
 			return tcase.err
 		}
+		wantCloses := int32(0)
 		if _, err := c.Head(ts.URL); err != nil {
+			wantCloses = 1
 			if tcase.err != nil && !strings.Contains(err.Error(), tcase.err.Error()) {
 				t.Errorf("got %v, want %v", err, tcase.err)
 			}
+		} else {
+			if tcase.err != nil {
+				t.Errorf("got %v, want nil", err)
+			}
+		}
+		if got, want := dials.Load(), int32(1); got != want {
+			t.Errorf("got %v dials, want %v", got, want)
+		}
+		// #64804: If OnProxyConnectResponse returns an error, we should close the conn.
+		if got, want := closes.Load(), wantCloses; got != want {
+			t.Errorf("got %v closes, want %v", got, want)
 		}
 	}
 }