diff -r 97e01e107591 Modules/socketmodule.c
--- a/Modules/socketmodule.c	Sun Mar 08 15:29:39 2015 -0700
+++ b/Modules/socketmodule.c	Mon Mar 09 10:04:46 2015 +0100
@@ -2387,10 +2387,16 @@ static int
 internal_connect(PySocketSockObject *s, struct sockaddr *addr, int addrlen,
                  int *timeoutp)
 {
-    int res, timeout;
+    int res, timeout, async_err = 0;
 
     timeout = 0;
-    res = connect(s->sock_fd, addr, addrlen);
+    do {
+        Py_BEGIN_ALLOW_THREADS
+        res = connect(s->sock_fd, addr, addrlen);
+        Py_END_ALLOW_THREADS
+    } while (res < 0 && errno == EINTR && !(async_err = PyErr_CheckSignals()));
+    if (async_err)
+        return NULL;
 
 #ifdef MS_WINDOWS
 
@@ -2401,12 +2407,15 @@ internal_connect(PySocketSockObject *s, 
             fd_set fds;
             fd_set fds_exc;
             struct timeval tv;
+
             tv.tv_sec = (int)s->sock_timeout;
             tv.tv_usec = (int)((s->sock_timeout - tv.tv_sec) * 1e6);
             FD_ZERO(&fds);
             FD_SET(s->sock_fd, &fds);
             FD_ZERO(&fds_exc);
             FD_SET(s->sock_fd, &fds_exc);
+
+            Py_BEGIN_ALLOW_THREADS
             res = select(Py_SAFE_DOWNCAST(s->sock_fd+1, SOCKET_T, int),
                          NULL, &fds, &fds_exc, &tv);
             if (res == 0) {
@@ -2433,6 +2442,7 @@ internal_connect(PySocketSockObject *s, 
                 }
             }
             /* else if (res < 0) an error occurred */
+            Py_END_ALLOW_THREADS
         }
     }
 
@@ -2443,6 +2453,7 @@ internal_connect(PySocketSockObject *s, 
 
     if (s->sock_timeout > 0.0) {
         if (res < 0 && errno == EINPROGRESS && IS_SELECTABLE(s)) {
+            Py_BEGIN_ALLOW_THREADS
             timeout = internal_select(s, 1);
             if (timeout == 0) {
                 /* Bug #1019808: in case of an EINPROGRESS,
@@ -2460,6 +2471,7 @@ internal_connect(PySocketSockObject *s, 
             }
             else
                 res = EWOULDBLOCK;                      /* timed out */
+            Py_END_ALLOW_THREADS
         }
     }
 
@@ -2485,9 +2497,7 @@ sock_connect(PySocketSockObject *s, PyOb
     if (!getsockaddrarg(s, addro, SAS2SA(&addrbuf), &addrlen))
         return NULL;
 
-    Py_BEGIN_ALLOW_THREADS
     res = internal_connect(s, SAS2SA(&addrbuf), addrlen, &timeout);
-    Py_END_ALLOW_THREADS
 
     if (timeout == 1) {
         PyErr_SetString(socket_timeout, "timed out");
@@ -2519,9 +2529,7 @@ sock_connect_ex(PySocketSockObject *s, P
     if (!getsockaddrarg(s, addro, SAS2SA(&addrbuf), &addrlen))
         return NULL;
 
-    Py_BEGIN_ALLOW_THREADS
     res = internal_connect(s, SAS2SA(&addrbuf), addrlen, &timeout);
-    Py_END_ALLOW_THREADS
 
     /* Signals are not errors (though they may raise exceptions).  Adapted
        from PyErr_SetFromErrnoWithFilenameObject(). */