diff --git a/pkg/store/bucket.go b/pkg/store/bucket.go
index 865ea3878d1..fc9582055d1 100644
--- a/pkg/store/bucket.go
+++ b/pkg/store/bucket.go
@@ -1107,6 +1107,11 @@ func (b *blockSeriesClient) Close() {
 	runutil.CloseWithLogOnErr(b.logger, b.indexr, "series block")
 }
 
+func (b *blockSeriesClient) CloseSend() error {
+	b.Close()
+	return nil
+}
+
 func (b *blockSeriesClient) MergeStats(stats *queryStats) *queryStats {
 	stats.merge(b.indexr.stats)
 	if !b.skipChunks {
@@ -1574,8 +1579,6 @@ func (s *BucketStore) Series(req *storepb.SeriesRequest, seriesSrv storepb.Store
 				tenant,
 			)
 
-			defer blockClient.Close()
-
 			g.Go(func() error {
 
 				span, _ := tracing.StartSpan(gctx, "bucket_store_block_series", tracing.Tags{
diff --git a/pkg/store/proxy_merge.go b/pkg/store/proxy_merge.go
index 29d1e6560a3..2f4f9326053 100644
--- a/pkg/store/proxy_merge.go
+++ b/pkg/store/proxy_merge.go
@@ -446,8 +446,10 @@ func newAsyncRespSet(
 	emptyStreamResponses prometheus.Counter,
 ) (respSet, error) {
 
-	var span opentracing.Span
-	var closeSeries context.CancelFunc
+	var (
+		span   opentracing.Span
+		cancel context.CancelFunc
+	)
 
 	storeID, storeAddr, isLocalStore := storeInfo(st)
 	seriesCtx := grpc_opentracing.ClientAddContextTags(ctx, opentracing.Tags{
@@ -459,7 +461,7 @@ func newAsyncRespSet(
 		"store.addr":     storeAddr,
 	})
 
-	seriesCtx, closeSeries = context.WithCancel(seriesCtx)
+	seriesCtx, cancel = context.WithCancel(seriesCtx)
 
 	shardMatcher := shardInfo.Matcher(buffers)
 
@@ -474,7 +476,7 @@ func newAsyncRespSet(
 
 		span.SetTag("err", err.Error())
 		span.Finish()
-		closeSeries()
+		cancel()
 		return nil, err
 	}
 
@@ -490,6 +492,13 @@ func newAsyncRespSet(
 		}
 	}
 
+	closeSeries := func() {
+		cancel()
+		err := cl.CloseSend()
+		if err != nil {
+			level.Warn(logger).Log("msg", "detected close error", "err", err.Error())
+		}
+	}
 	switch retrievalStrategy {
 	case LazyRetrieval:
 		return newLazyRespSet(
diff --git a/pkg/store/proxy_test.go b/pkg/store/proxy_test.go
index e9e38894658..fcd7ddc5f63 100644
--- a/pkg/store/proxy_test.go
+++ b/pkg/store/proxy_test.go
@@ -2251,6 +2251,18 @@ func TestProxyStore_NotLeakingOnPrematureFinish(t *testing.T) {
 			MinTime: math.MinInt64,
 			MaxTime: math.MaxInt64,
 		},
+		&storetestutil.TestClient{
+			StoreClient: storepb.ServerAsClient(&storeServerStub{
+				delay: 50 * time.Millisecond,
+				responses: []*storepb.SeriesResponse{
+					storeSeriesResponse(t, labels.FromStrings("b", "a"), []sample{{0, 0}, {2, 1}, {3, 2}}),
+					storeSeriesResponse(t, labels.FromStrings("b", "b"), []sample{{0, 0}, {2, 1}, {3, 2}}),
+					storeSeriesResponse(t, labels.FromStrings("b", "c"), []sample{{0, 0}, {2, 1}, {3, 2}}),
+				},
+			}),
+			MinTime: math.MinInt64,
+			MaxTime: math.MaxInt64,
+		},
 	}
 
 	logger := log.NewNopLogger()
@@ -2258,7 +2270,7 @@ func TestProxyStore_NotLeakingOnPrematureFinish(t *testing.T) {
 		logger:            logger,
 		stores:            func() []Client { return clients },
 		metrics:           newProxyStoreMetrics(nil),
-		responseTimeout:   0,
+		responseTimeout:   50 * time.Millisecond,
 		retrievalStrategy: EagerRetrieval,
 		tsdbSelector:      DefaultSelector,
 	}
@@ -2275,6 +2287,32 @@ func TestProxyStore_NotLeakingOnPrematureFinish(t *testing.T) {
 		}))
 		testutil.NotOk(t, ctx.Err())
 	})
+	t.Run("client timeout", func(t *testing.T) {
+		ctx := context.Background()
+		testutil.NotOk(t, p.Series(&storepb.SeriesRequest{Matchers: []storepb.LabelMatcher{{}}, PartialResponseStrategy: storepb.PartialResponseStrategy_ABORT}, &mockedSeriesServer{
+			ctx: ctx,
+			send: func(*storepb.SeriesResponse) error {
+				return nil
+			},
+		}))
+	})
+}
+
+type storeServerStub struct {
+	storepb.StoreServer
+
+	delay     time.Duration
+	responses []*storepb.SeriesResponse
+}
+
+func (m *storeServerStub) Series(_ *storepb.SeriesRequest, server storepb.Store_SeriesServer) error {
+	for _, r := range m.responses {
+		<-time.After(m.delay)
+		if err := server.Send(r); err != nil {
+			return err
+		}
+	}
+	return nil
 }
 
 func TestProxyStore_storeMatchMetadata(t *testing.T) {
diff --git a/pkg/store/storepb/inprocess.go b/pkg/store/storepb/inprocess.go
index a5b792bca19..0c3e7641baa 100644
--- a/pkg/store/storepb/inprocess.go
+++ b/pkg/store/storepb/inprocess.go
@@ -55,6 +55,9 @@ func (c *inProcessClient) Recv() (*SeriesResponse, error) {
 		return nil, err
 	}
 	if !ok {
+		if c.ctx.Err() != nil {
+			return nil, c.ctx.Err()
+		}
 		return nil, io.EOF
 	}
 	return resp, err
diff --git a/pkg/store/storepb/testutil/store_series_client.go b/pkg/store/storepb/testutil/store_series_client.go
index 2580692ca2a..e370f7c984b 100644
--- a/pkg/store/storepb/testutil/store_series_client.go
+++ b/pkg/store/storepb/testutil/store_series_client.go
@@ -50,3 +50,4 @@ func (c *StoreSeriesClient) Recv() (*storepb.SeriesResponse, error) {
 func (c *StoreSeriesClient) Context() context.Context {
 	return c.Ctx
 }
+func (c *StoreSeriesClient) CloseSend() error { return nil }