diff --git a/telethon/client/chats.py b/telethon/client/chats.py
index 91d0bd35..b85ea70c 100644
--- a/telethon/client/chats.py
+++ b/telethon/client/chats.py
@@ -61,6 +61,7 @@ class _ChatAction:
 
         self._running = True
         self._task = self._client.loop.create_task(self._update())
+        return self
 
     async def __aexit__(self, *args):
         self._running = False
diff --git a/telethon/client/downloads.py b/telethon/client/downloads.py
index 67388e44..6b16fc5d 100644
--- a/telethon/client/downloads.py
+++ b/telethon/client/downloads.py
@@ -92,7 +92,7 @@ class _DirectDownloadIter(RequestIter):
             self._sender = None
 
     async def __aenter__(self):
-        pass
+        return self
 
     async def __aexit__(self, *args):
         await self.close()