diff --git a/CHANGELOG.md b/CHANGELOG.md
index 18e61e2cdc6..39086421190 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -10,6 +10,7 @@ and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.
 
 ### Changed
 - Simplify internals of `#[pyo3(get)]` attribute. (Remove the hidden API `GetPropertyValue`.) [#934](https://github.com/PyO3/pyo3/pull/934)
+- Call `Py_Finalize` at exit to flush buffers, etc. [#943](https://github.com/PyO3/pyo3/pull/943)
 
 ### Removed
 - Remove `ManagedPyRef` (unused, and needs specialization) [#930](https://github.com/PyO3/pyo3/pull/930)
diff --git a/src/gil.rs b/src/gil.rs
index 7c333da2e5c..ec3666e8512 100644
--- a/src/gil.rs
+++ b/src/gil.rs
@@ -83,7 +83,12 @@ pub fn prepare_freethreaded_python() {
 
             // PyPy does not support the embedding API
             #[cfg(not(PyPy))]
-            ffi::Py_InitializeEx(0);
+            {
+                ffi::Py_InitializeEx(0);
+
+                // Make sure Py_Finalize will be called before exiting.
+                libc::atexit(finalize);
+            }
 
             // > Changed in version 3.7: This function is now called by Py_Initialize(), so you don’t have
             // > to call it yourself anymore.
@@ -356,6 +361,15 @@ fn decrement_gil_count() {
     })
 }
 
+extern "C" fn finalize() {
+    unsafe {
+        if ffi::Py_IsInitialized() != 0 {
+            ffi::PyGILState_Ensure();
+            ffi::Py_Finalize();
+        }
+    }
+}
+
 #[cfg(test)]
 mod test {
     use super::{gil_is_acquired, GILPool, GIL_COUNT, OWNED_OBJECTS, POOL};