https://github.com/python/cpython/blob/3.5/Lib/socketserver.py#L627
Must be:
try:
    self.finish_request(request, client_address)
except:
    self.handle_error(request, client_address)
finally:
    self.shutdown_request(request)

I believe this is equivalent.

In general, bare excepts should be either made more specific or commented as intentional.  Since derived classes can override finish_request, and fail any which way, the latter is probably appropriate here:
    # derived classes may override finish_request

I suggest changing the “except” clause to “except BaseException”, which would make the intention clearer.

As an alternative, see also my Issue 23430, were I proposed not catching exceptions like KeyboardInterrupt and SystemExit, by changing this to:

try:
    self.finish_request(request, client_address)
except Exception:
    self.handle_error(request, client_address)
finally:
    self.shutdown_request(request)

I pushed the above code to 3.6, so closing this.