diff --git a/telethon/client/telegrambaseclient.py b/telethon/client/telegrambaseclient.py
index 370f228d..1f2f98a0 100644
--- a/telethon/client/telegrambaseclient.py
+++ b/telethon/client/telegrambaseclient.py
@@ -320,24 +320,6 @@ class TelegramBaseClient(abc.ABC):
         self.api_id = int(api_id)
         self.api_hash = api_hash
 
-        # Current proxy implementation requires `sock_connect`, and some
-        # event loops lack this method. If the current loop is missing it,
-        # bail out early and suggest an alternative.
-        #
-        # TODO A better fix is obviously avoiding the use of `sock_connect`
-        #
-        # See https://github.com/LonamiWebs/Telethon/issues/1337 for details.
-        if not callable(getattr(self.loop, 'sock_connect', None)):
-            raise TypeError(
-                'Event loop of type {} lacks `sock_connect`, which is needed to use proxies.\n\n'
-                'Change the event loop in use to use proxies:\n'
-                '# https://github.com/LonamiWebs/Telethon/issues/1337\n'
-                'import asyncio\n'
-                'asyncio.set_event_loop(asyncio.SelectorEventLoop())'.format(
-                    self.loop.__class__.__name__
-                )
-            )
-
         if local_addr is not None:
             if use_ipv6 is False and ':' in local_addr:
                 raise TypeError(
@@ -537,6 +519,24 @@ class TelegramBaseClient(abc.ABC):
         elif self._loop != helpers.get_running_loop():
             raise RuntimeError('The asyncio event loop must not change after connection (see the FAQ for details)')
 
+        # Current proxy implementation requires `sock_connect`, and some
+        # event loops lack this method. If the current loop is missing it,
+        # bail out early and suggest an alternative.
+        #
+        # TODO A better fix is obviously avoiding the use of `sock_connect`
+        #
+        # See https://github.com/LonamiWebs/Telethon/issues/1337 for details.
+        if not callable(getattr(self._loop, 'sock_connect', None)):
+            raise TypeError(
+                'Event loop of type {} lacks `sock_connect`, which is needed to use proxies.\n\n'
+                'Change the event loop in use to use proxies:\n'
+                '# https://github.com/LonamiWebs/Telethon/issues/1337\n'
+                'import asyncio\n'
+                'asyncio.set_event_loop(asyncio.SelectorEventLoop())'.format(
+                    self._loop.__class__.__name__
+                )
+            )
+
         # ':' in session.server_address is True if it's an IPv6 address
         if (not self.session.server_address or
                 (':' in self.session.server_address) != self._use_ipv6):
diff --git a/telethon/network/mtprotosender.py b/telethon/network/mtprotosender.py
index 59cfab6c..c45e79dd 100644
--- a/telethon/network/mtprotosender.py
+++ b/telethon/network/mtprotosender.py
@@ -70,8 +70,7 @@ class MTProtoSender:
         # pending futures should be cancelled.
         self._user_connected = False
         self._reconnecting = False
-        self._disconnected = helpers.get_running_loop().create_future()
-        self._disconnected.set_result(None)
+        self.__disconnected = None
 
         # We need to join the loops upon disconnection
         self._send_loop_handle = None
@@ -217,6 +216,13 @@ class MTProtoSender:
         """
         return asyncio.shield(self._disconnected)
 
+    @property
+    def _disconnected(self):
+        if self.__disconnected is None:
+            self.__disconnected = helpers.get_running_loop().create_future()
+            self.__disconnected.set_result(None)
+        return self.__disconnected
+
     # Private methods
 
     async def _connect(self):
@@ -274,7 +280,7 @@ class MTProtoSender:
         # or errors after which the sender cannot continue such
         # as failing to reconnect or any unexpected error.
         if self._disconnected.done():
-            self._disconnected = loop.create_future()
+            self.__disconnected = loop.create_future()
 
         self._log.info('Connection to %s complete!', self._connection)