diff --git a/Include/pythonrun.h b/Include/pythonrun.h
--- a/Include/pythonrun.h
+++ b/Include/pythonrun.h
@@ -221,6 +221,7 @@ PyAPI_FUNC(void) _PyGC_DumpShutdownStats
 PyAPI_FUNC(void) _PyGC_Fini(void);
 PyAPI_FUNC(void) PySlice_Fini(void);
 PyAPI_FUNC(void) _PyType_Fini(void);
+PyAPI_FUNC(void) _PyRandom_Fini(void);
 
 PyAPI_DATA(PyThreadState *) _Py_Finalizing;
 #endif
diff --git a/Python/pythonrun.c b/Python/pythonrun.c
--- a/Python/pythonrun.c
+++ b/Python/pythonrun.c
@@ -625,6 +625,7 @@ Py_Finalize(void)
     PyDict_Fini();
     PySlice_Fini();
     _PyGC_Fini();
+    _PyRandom_Fini();
 
     /* Cleanup Unicode implementation */
     _PyUnicode_Fini();
diff --git a/Python/random.c b/Python/random.c
--- a/Python/random.c
+++ b/Python/random.c
@@ -90,6 +90,7 @@ vms_urandom(unsigned char *buffer, Py_ss
 
 
 #if !defined(MS_WINDOWS) && !defined(__VMS)
+static int urandom_fd = -1;
 
 /* Read size bytes from /dev/urandom into buffer.
    Call Py_FatalError() on error. */
@@ -133,14 +134,26 @@ dev_urandom_python(char *buffer, Py_ssiz
     if (size <= 0)
         return 0;
 
-    Py_BEGIN_ALLOW_THREADS
-    fd = open("/dev/urandom", O_RDONLY);
-    Py_END_ALLOW_THREADS
-    if (fd < 0)
-    {
-        PyErr_SetString(PyExc_NotImplementedError,
-                        "/dev/urandom (or equivalent) not found");
-        return -1;
+    if (urandom_fd >= 0)
+        fd = urandom_fd;
+    else {
+        Py_BEGIN_ALLOW_THREADS
+        fd = open("/dev/urandom", O_RDONLY);
+        Py_END_ALLOW_THREADS
+        if (fd < 0)
+        {
+            PyErr_SetString(PyExc_NotImplementedError,
+                            "/dev/urandom (or equivalent) not found");
+            return -1;
+        }
+        if (urandom_fd >= 0) {
+            /* urandom_fd was initialized by another thread while we were
+               not holding the GIL, keep it. */
+            close(fd);
+            fd = urandom_fd;
+        }
+        else
+            urandom_fd = fd;
     }
 
     Py_BEGIN_ALLOW_THREADS
@@ -164,12 +177,20 @@ dev_urandom_python(char *buffer, Py_ssiz
             PyErr_Format(PyExc_RuntimeError,
                          "Failed to read %zi bytes from /dev/urandom",
                          size);
-        close(fd);
         return -1;
     }
-    close(fd);
     return 0;
 }
+
+static void
+dev_urandom_close(void)
+{
+    if (urandom_fd >= 0) {
+        close(urandom_fd);
+        urandom_fd = -1;
+    }
+}
+
 #endif /* !defined(MS_WINDOWS) && !defined(__VMS) */
 
 /* Fill buffer with pseudo-random bytes generated by a linear congruent
@@ -267,3 +288,11 @@ void
 #endif
     }
 }
+
+void
+_PyRandom_Fini(void)
+{
+#if !defined(MS_WINDOWS) && !defined(__VMS)
+    dev_urandom_close();
+#endif
+}