diff --git a/prometheus_client/exposition.py b/prometheus_client/exposition.py
index 87e524f9..e2f10a1c 100644
--- a/prometheus_client/exposition.py
+++ b/prometheus_client/exposition.py
@@ -6,6 +6,7 @@
 import socket
 import time
 import threading
+from contextlib import closing
 
 from . import core
 try:
@@ -125,6 +126,6 @@ def _use_gateway(method, gateway, job, registry, grouping_key, timeout):
 
 def instance_ip_grouping_key():
     '''Grouping key with instance set to the IP Address of this host.'''
-    s = socket.socket(socket.AF_INET, socket.SOCK_DGRAM)
-    s.connect(('localhost', 0))
-    return {'instance': s.getsockname()[0]}
+    with closing(socket.socket(socket.AF_INET, socket.SOCK_DGRAM)) as s:
+        s.connect(('localhost', 0))
+        return {'instance': s.getsockname()[0]}