diff -r 00db71b3c5bd Modules/_io/_iomodule.c
--- a/Modules/_io/_iomodule.c	Mon Jul 23 18:43:18 2012 +0200
+++ b/Modules/_io/_iomodule.c	Tue Jul 24 17:24:46 2012 +0300
@@ -427,6 +427,14 @@
 
         buffer = PyObject_CallFunction(Buffered_class, "Oi", raw, buffering);
     }
+    if (PyErr_Occurred()) {
+        PyObject *ptype, *pvalue, *ptraceback;
+        PyErr_Fetch(&ptype, &pvalue, &ptraceback);
+        /* Close the file explicitly, otherwise a warning is printed.
+         * (#11466) */
+        PyObject_CallMethod(raw, "close", NULL);
+        PyErr_Restore(ptype, pvalue, ptraceback);
+    }
     Py_CLEAR(raw);
     if (buffer == NULL)
         goto error;