Index: lib/drb/drb.rb
===================================================================
--- lib/drb/drb.rb	(revision 39716)
+++ lib/drb/drb.rb	(working copy)
@@ -981,6 +981,8 @@ module DRb
     def set_sockopt(soc) # :nodoc:
       soc.setsockopt(Socket::IPPROTO_TCP, Socket::TCP_NODELAY, 1)
       soc.fcntl(Fcntl::F_SETFD, Fcntl::FD_CLOEXEC) if defined? Fcntl::FD_CLOEXEC
+    rescue Errno::EINVAL
+      # socket was closed
     end
   end
 
Index: test/drb/test_drbtcp.rb
===================================================================
--- test/drb/test_drbtcp.rb	(revision 0)
+++ test/drb/test_drbtcp.rb	(working copy)
@@ -0,0 +1,23 @@
+require 'drb'
+
+class TestDRbTCP < Test::Unit::TestCase
+
+  def test_set_sockopt
+    server = DRb::DRbServer.new('druby://:0')
+
+    host, port, = DRb::DRbTCPSocket.send(:parse_uri, server.uri)
+
+    socket = TCPSocket.open host, port
+    socket.shutdown
+
+    client = DRb::DRbTCPSocket.new(server.uri, socket)
+
+    assert client
+
+    client.close
+
+    server.stop_service
+  end
+
+end
+