diff --git a/CHANGES/4795.bugfix b/CHANGES/4795.bugfix
new file mode 100644
index 00000000000..489214cc383
--- /dev/null
+++ b/CHANGES/4795.bugfix
@@ -0,0 +1 @@
+Fix resolver task is not awaited when connector is cancelled
diff --git a/CONTRIBUTORS.txt b/CONTRIBUTORS.txt
index e8bc9e11e79..4f612399b39 100644
--- a/CONTRIBUTORS.txt
+++ b/CONTRIBUTORS.txt
@@ -238,6 +238,7 @@ Sebastien Geffroy
 SeongSoo Cho
 Sergey Ninua
 Sergey Skripnick
+Serhii Charykov
 Serhii Kostel
 Simon Kennedy
 Sin-Woo Bang
diff --git a/aiohttp/connector.py b/aiohttp/connector.py
index 10ad3311e01..4b4aeab5ce3 100644
--- a/aiohttp/connector.py
+++ b/aiohttp/connector.py
@@ -933,18 +933,27 @@ async def _create_direct_connection(
         sslcontext = self._get_ssl_context(req)
         fingerprint = self._get_fingerprint(req)
 
+        host = req.url.raw_host
+        assert host is not None
+        port = req.port
+        assert port is not None
+        host_resolved = asyncio.ensure_future(self._resolve_host(
+            host,
+            port,
+            traces=traces), loop=self._loop)
         try:
             # Cancelling this lookup should not cancel the underlying lookup
             #  or else the cancel event will get broadcast to all the waiters
             #  across all connections.
-            host = req.url.raw_host
-            assert host is not None
-            port = req.port
-            assert port is not None
-            hosts = await asyncio.shield(self._resolve_host(
-                host,
-                port,
-                traces=traces))
+            hosts = await asyncio.shield(host_resolved)
+        except asyncio.CancelledError:
+            def drop_exception(
+                    fut: 'asyncio.Future[List[Dict[str, Any]]]'
+            ) -> None:
+                with suppress(Exception, asyncio.CancelledError):
+                    fut.result()
+            host_resolved.add_done_callback(drop_exception)
+            raise
         except OSError as exc:
             # in case of proxy it is not ClientProxyConnectionError
             # it is problem of resolving proxy ip itself
diff --git a/tests/test_connector.py b/tests/test_connector.py
index 139736955b8..4a513ed20da 100644
--- a/tests/test_connector.py
+++ b/tests/test_connector.py
@@ -738,6 +738,50 @@ async def test_tcp_connector_dns_throttle_requests_cancelled_when_close(
             await f
 
 
+@pytest.fixture
+def dns_response_error(loop):
+    async def coro():
+        # simulates a network operation
+        await asyncio.sleep(0)
+        raise socket.gaierror(-3, 'Temporary failure in name resolution')
+    return coro
+
+
+async def test_tcp_connector_cancel_dns_error_captured(
+        loop,
+        dns_response_error) -> None:
+
+    exception_handler_called = False
+
+    def exception_handler(loop, context):
+        nonlocal exception_handler_called
+        exception_handler_called = True
+
+    loop.set_exception_handler(mock.Mock(side_effect=exception_handler))
+
+    with mock.patch('aiohttp.connector.DefaultResolver') as m_resolver:
+        req = ClientRequest(
+            method='GET',
+            url=URL('http://temporary-failure:80'),
+            loop=loop
+        )
+        conn = aiohttp.TCPConnector(
+            use_dns_cache=False,
+        )
+        m_resolver().resolve.return_value = dns_response_error()
+        f = loop.create_task(
+            conn._create_direct_connection(req, [], ClientTimeout(0))
+        )
+
+        await asyncio.sleep(0)
+        f.cancel()
+        with pytest.raises(asyncio.CancelledError):
+            await f
+
+        gc.collect()
+        assert exception_handler_called is False
+
+
 async def test_tcp_connector_dns_tracing(loop, dns_response) -> None:
     session = mock.Mock()
     trace_config_ctx = mock.Mock()