diff --git a/rest_framework/views.py b/rest_framework/views.py
index d1b5e4ed9..5b0622069 100644
--- a/rest_framework/views.py
+++ b/rest_framework/views.py
@@ -3,7 +3,7 @@ Provides an APIView class that is the base of all views in REST framework.
 """
 from django.conf import settings
 from django.core.exceptions import PermissionDenied
-from django.db import connection, models, transaction
+from django.db import connections, models
 from django.http import Http404
 from django.http.response import HttpResponseBase
 from django.utils.cache import cc_delim_re, patch_vary_headers
@@ -63,9 +63,9 @@ def get_view_description(view, html=False):
 
 
 def set_rollback():
-    atomic_requests = connection.settings_dict.get('ATOMIC_REQUESTS', False)
-    if atomic_requests and connection.in_atomic_block:
-        transaction.set_rollback(True)
+    for db in connections.all():
+        if db.settings_dict['ATOMIC_REQUESTS'] and db.in_atomic_block:
+            db.set_rollback(True)
 
 
 def exception_handler(exc, context):
diff --git a/tests/conftest.py b/tests/conftest.py
index ac29e4a42..cc32cc637 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -24,6 +24,10 @@ def pytest_configure(config):
             'default': {
                 'ENGINE': 'django.db.backends.sqlite3',
                 'NAME': ':memory:'
+            },
+            'secondary': {
+                'ENGINE': 'django.db.backends.sqlite3',
+                'NAME': ':memory:'
             }
         },
         SITE_ID=1,
diff --git a/tests/test_atomic_requests.py b/tests/test_atomic_requests.py
index 15b41e02f..beda5cba1 100644
--- a/tests/test_atomic_requests.py
+++ b/tests/test_atomic_requests.py
@@ -130,6 +130,41 @@ class DBTransactionAPIExceptionTests(TestCase):
         assert BasicModel.objects.count() == 0
 
 
+@unittest.skipUnless(
+    connection.features.uses_savepoints,
+    "'atomic' requires transactions and savepoints."
+)
+class MultiDBTransactionAPIExceptionTests(TestCase):
+    databases = '__all__'
+
+    def setUp(self):
+        self.view = APIExceptionView.as_view()
+        connections.databases['default']['ATOMIC_REQUESTS'] = True
+        connections.databases['secondary']['ATOMIC_REQUESTS'] = True
+
+    def tearDown(self):
+        connections.databases['default']['ATOMIC_REQUESTS'] = False
+        connections.databases['secondary']['ATOMIC_REQUESTS'] = False
+
+    def test_api_exception_rollback_transaction(self):
+        """
+        Transaction is rollbacked by our transaction atomic block.
+        """
+        request = factory.post('/')
+        num_queries = 4 if connection.features.can_release_savepoints else 3
+        with self.assertNumQueries(num_queries):
+            # 1 - begin savepoint
+            # 2 - insert
+            # 3 - rollback savepoint
+            # 4 - release savepoint
+            with transaction.atomic(), transaction.atomic(using='secondary'):
+                response = self.view(request)
+                assert transaction.get_rollback()
+                assert transaction.get_rollback(using='secondary')
+        assert response.status_code == status.HTTP_500_INTERNAL_SERVER_ERROR
+        assert BasicModel.objects.count() == 0
+
+
 @unittest.skipUnless(
     connection.features.uses_savepoints,
     "'atomic' requires transactions and savepoints."