diff --git a/tests/test_connection.py b/tests/test_connection.py
index 75abcc02..09b2d9a0 100755
--- a/tests/test_connection.py
+++ b/tests/test_connection.py
@@ -22,14 +22,16 @@
 # FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public
 # License for more details.
 
-import ctypes
 import gc
 import os
 import re
-import subprocess as sp
 import sys
-import threading
 import time
+import ctypes
+import shutil
+import tempfile
+import threading
+import subprocess as sp
 from collections import deque
 from operator import attrgetter
 from weakref import ref
@@ -359,10 +361,11 @@ class ConnectionTests(ConnectingTestCase):
 
     @slow
     def test_multiprocess_close(self):
-        script = ("""\
+        dir = tempfile.mkdtemp()
+        try:
+            with open(os.path.join(dir, "mptest.py"), 'w') as f:
+                f.write("""\
 import time
-import threading
-import multiprocessing
 import psycopg2
 
 def thread():
@@ -374,16 +377,28 @@ def thread():
 
 def process():
     time.sleep(0.2)
-
-t = threading.Thread(target=thread, name='mythread')
-t.start()
-time.sleep(0.2)
-multiprocessing.Process(target=process, name='myprocess').start()
-t.join()
 """ % {'dsn': dsn})
 
-        out = sp.check_output([sys.executable, '-c', script], stderr=sp.STDOUT)
-        self.assertEqual(out, b'', out.decode('ascii'))
+            script = ("""\
+import sys
+sys.path.insert(0, %(dir)r)
+import time
+import threading
+import multiprocessing
+import mptest
+
+t = threading.Thread(target=mptest.thread, name='mythread')
+t.start()
+time.sleep(0.2)
+multiprocessing.Process(target=mptest.process, name='myprocess').start()
+t.join()
+""" % {'dir': dir})
+
+            out = sp.check_output(
+                [sys.executable, '-c', script], stderr=sp.STDOUT)
+            self.assertEqual(out, b'', out)
+        finally:
+            shutil.rmtree(dir, ignore_errors=True)
 
 
 class ParseDsnTestCase(ConnectingTestCase):