diff --git a/psycopg/connection_int.c b/psycopg/connection_int.c
index 51ebfd28..c48dc811 100644
--- a/psycopg/connection_int.c
+++ b/psycopg/connection_int.c
@@ -613,6 +613,11 @@ _conn_async_connect(connectionObject *self)
 
     PQsetNoticeProcessor(pgconn, conn_notice_callback, (void*)self);
 
+    /* Set the connection to nonblocking now. */
+    if (pq_set_non_blocking(self, 1) != 0) {
+        return -1;
+    }
+
     /* The connection will be completed banging on poll():
      * First with _conn_poll_connecting() that will finish connection,
      * then with _conn_poll_setup_async() that will do the same job
@@ -787,11 +792,6 @@ _conn_poll_setup_async(connectionObject *self)
 
     switch (self->status) {
     case CONN_STATUS_CONNECTING:
-        /* Set the connection to nonblocking now. */
-        if (pq_set_non_blocking(self, 1) != 0) {
-            break;
-        }
-
         self->equote = conn_get_standard_conforming_strings(self->pgconn);
         self->protocol = conn_get_protocol_version(self->pgconn);
         self->server_version = conn_get_server_version(self->pgconn);