diff --git a/src/socks_connecter.cpp b/src/socks_connecter.cpp
index a112dbf6..da6cfc24 100644
--- a/src/socks_connecter.cpp
+++ b/src/socks_connecter.cpp
@@ -232,6 +232,9 @@ int zmq::socks_connecter_t::connect_to_proxy ()
     }
     zmq_assert (_addr->resolved.tcp_addr != NULL);
 
+    // Set the socket to non-blocking mode so that we get async connect().
+    unblock_socket (_s);
+
     const tcp_address_t *const tcp_addr = _addr->resolved.tcp_addr;
 
     int rc;
diff --git a/src/tcp.cpp b/src/tcp.cpp
index d9ac7eec..1592f51f 100644
--- a/src/tcp.cpp
+++ b/src/tcp.cpp
@@ -429,9 +429,6 @@ zmq::fd_t zmq::tcp_open_socket (const char *address_,
     if (!options_.bound_device.empty ())
         bind_to_device (s, options_.bound_device);
 
-    // Set the socket to non-blocking mode so that we get async connect().
-    unblock_socket (s);
-
     //  Set the socket buffer limits for the underlying socket.
     if (options_.sndbuf >= 0)
         set_tcp_send_buffer (s, options_.sndbuf);
diff --git a/src/tcp_connecter.cpp b/src/tcp_connecter.cpp
index 1ddee544..76ff9181 100644
--- a/src/tcp_connecter.cpp
+++ b/src/tcp_connecter.cpp
@@ -182,6 +182,9 @@ int zmq::tcp_connecter_t::open ()
     }
     zmq_assert (_addr->resolved.tcp_addr != NULL);
 
+    // Set the socket to non-blocking mode so that we get async connect().
+    unblock_socket (_s);
+
     const tcp_address_t *const tcp_addr = _addr->resolved.tcp_addr;
 
     int rc;