diff --git a/Lib/urllib.py b/Lib/urllib.py
index 38c5ee49f11..541cec88882 100644
--- a/Lib/urllib.py
+++ b/Lib/urllib.py
@@ -233,41 +233,45 @@ class URLopener:
             except IOError, msg:
                 pass
         fp = self.open(url, data)
-        headers = fp.info()
-        if filename:
-            tfp = open(filename, 'wb')
-        else:
-            import tempfile
-            garbage, path = splittype(url)
-            garbage, path = splithost(path or "")
-            path, garbage = splitquery(path or "")
-            path, garbage = splitattr(path or "")
-            suffix = os.path.splitext(path)[1]
-            (fd, filename) = tempfile.mkstemp(suffix)
-            self.__tempfiles.append(filename)
-            tfp = os.fdopen(fd, 'wb')
-        result = filename, headers
-        if self.tempcache is not None:
-            self.tempcache[url] = result
-        bs = 1024*8
-        size = -1
-        read = 0
-        blocknum = 0
-        if reporthook:
-            if "content-length" in headers:
-                size = int(headers["Content-Length"])
-            reporthook(blocknum, bs, size)
-        while 1:
-            block = fp.read(bs)
-            if block == "":
-                break
-            read += len(block)
-            tfp.write(block)
-            blocknum += 1
-            if reporthook:
-                reporthook(blocknum, bs, size)
-        fp.close()
-        tfp.close()
+        try:
+            headers = fp.info()
+            if filename:
+                tfp = open(filename, 'wb')
+            else:
+                import tempfile
+                garbage, path = splittype(url)
+                garbage, path = splithost(path or "")
+                path, garbage = splitquery(path or "")
+                path, garbage = splitattr(path or "")
+                suffix = os.path.splitext(path)[1]
+                (fd, filename) = tempfile.mkstemp(suffix)
+                self.__tempfiles.append(filename)
+                tfp = os.fdopen(fd, 'wb')
+            try:
+                result = filename, headers
+                if self.tempcache is not None:
+                    self.tempcache[url] = result
+                bs = 1024*8
+                size = -1
+                read = 0
+                blocknum = 0
+                if reporthook:
+                    if "content-length" in headers:
+                        size = int(headers["Content-Length"])
+                    reporthook(blocknum, bs, size)
+                while 1:
+                    block = fp.read(bs)
+                    if block == "":
+                        break
+                    read += len(block)
+                    tfp.write(block)
+                    blocknum += 1
+                    if reporthook:
+                        reporthook(blocknum, bs, size)
+            finally:
+                tfp.close()
+        finally:
+            fp.close()
         del fp
         del tfp
 
diff --git a/Misc/NEWS b/Misc/NEWS
index 9cb75b2f260..b6eeaa96d12 100644
--- a/Misc/NEWS
+++ b/Misc/NEWS
@@ -92,6 +92,9 @@ Core and Builtins
 Library
 -------
 
+- Issue #5536: urllib.urlretrieve makes sure to close the file it's writing to
+  even if an exception occurs.
+
 - Fix Decimal.__format__ bug that swapped the meanings of the '<' and
   '>' alignment characters.