diff --git a/gdbstub/gdbstub_sys.c b/gdbstub/gdbstub_sys.c
index 00b78f10..ca8dd2db 100644
--- a/gdbstub/gdbstub_sys.c
+++ b/gdbstub/gdbstub_sys.c
@@ -81,6 +81,11 @@ int dbg_sys_getc(void)
         size_t len = sizeof packet;
         const enum read_socket_err err = ReadSocket(client_socket, &packet, &len);
 
+#ifdef _POSIX_VERSION
+        if (exit_loop)
+            pthread_exit(NULL);
+#endif
+
         switch (err) {
             case READ_SOCKET_OK:
                 return packet;
@@ -130,6 +135,9 @@ static int wait_hit_or_break(struct msg *msg)
     do {
         int ret = mq_receive(in_queue, (char *)msg, sizeof *msg, 0);
 
+        if (exit_loop)
+            return 1;
+
         if (ret < 0 && errno == EAGAIN) {
             /* Breakpoint has not been hit yet, look for incoming messages from gdb. */
             char packet;
@@ -213,6 +221,9 @@ static int wait_ack(struct msg *msg)
     int ret;
 
     do {
+        if (exit_loop)
+            return 1;
+
         ret = mq_receive(in_queue, (char *)msg, sizeof *msg, 0);
     } while (ret < 0 && errno == EAGAIN);
 
diff --git a/gui/LnxMain.c b/gui/LnxMain.c
index 2e087ee3..4af1100d 100644
--- a/gui/LnxMain.c
+++ b/gui/LnxMain.c
@@ -466,8 +466,6 @@ int main(int argc, char *argv[]) {
 		psxCpu->Execute();
 	}
 
-	if (Config.GdbServer) dbg_stop();
-
 	return 0;
 }
 
@@ -515,6 +513,7 @@ void SysClose() {
 	ReleasePlugins();
 
 	StopDebugger();
+	if (Config.GdbServer) dbg_stop();
 
 	if (emuLog != NULL) fclose(emuLog);
 }
diff --git a/win32/gui/WndMain.c b/win32/gui/WndMain.c
index 6f7d0749..5602f41a 100644
--- a/win32/gui/WndMain.c
+++ b/win32/gui/WndMain.c
@@ -244,8 +244,6 @@ int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR lpCmdLine
 
 	RunGui();
 
-	if (Config.GdbServer) dbg_stop();
-
 	return 0;
 }
 
@@ -2018,6 +2016,7 @@ void SysClose() {
 	ReleasePlugins();
 
 	StopDebugger();
+	if (Config.GdbServer) dbg_stop();
 
 	if (Config.PsxOut) CloseConsole();