diff --git a/sql/core/src/main/scala/org/apache/spark/sql/execution/adaptive/AdaptiveSparkPlanExec.scala b/sql/core/src/main/scala/org/apache/spark/sql/execution/adaptive/AdaptiveSparkPlanExec.scala
index 13c9528323ae..0d2875cd76d2 100644
--- a/sql/core/src/main/scala/org/apache/spark/sql/execution/adaptive/AdaptiveSparkPlanExec.scala
+++ b/sql/core/src/main/scala/org/apache/spark/sql/execution/adaptive/AdaptiveSparkPlanExec.scala
@@ -18,7 +18,7 @@
 package org.apache.spark.sql.execution.adaptive
 
 import java.util
-import java.util.concurrent.LinkedBlockingQueue
+import java.util.concurrent.{ConcurrentHashMap, LinkedBlockingQueue}
 
 import scala.collection.JavaConverters._
 import scala.collection.concurrent.TrieMap
@@ -255,6 +255,7 @@ case class AdaptiveSparkPlanExec(
 
           // Start materialization of all new stages and fail fast if any stages failed eagerly
           reorderedNewStages.foreach { stage =>
+            context.runningStages.put(stage.id, stage)
             try {
               stage.materialize().onComplete { res =>
                 if (res.isSuccess) {
@@ -278,8 +279,10 @@ case class AdaptiveSparkPlanExec(
         events.drainTo(rem)
         (Seq(nextMsg) ++ rem.asScala).foreach {
           case StageSuccess(stage, res) =>
+            context.runningStages.remove(stage.id)
             stage.resultOption.set(Some(res))
           case StageFailure(stage, ex) =>
+            context.runningStages.remove(stage.id)
             errors.append(ex)
         }
 
@@ -322,6 +325,7 @@ case class AdaptiveSparkPlanExec(
         Some((planChangeLogger, "AQE Post Stage Creation")))
       isFinalPlan = true
       executionId.foreach(onUpdatePlan(_, Seq(currentPhysicalPlan)))
+      cancelRunningStages()
       currentPhysicalPlan
     }
   }
@@ -739,6 +743,26 @@ case class AdaptiveSparkPlanExec(
     }
     throw e
   }
+
+  /**
+   * Cancel job which is still running after the plan finished.
+   * e.g., a inner join with empty left and large right, we will convert it to LocalRelation
+   * once left is materialized but the right side job is still running.
+   */
+  private def cancelRunningStages(): Unit = {
+    if (!isSubquery && !context.runningStages.isEmpty) {
+      logInfo(s"Cancel query stages (${context.runningStages.keys().asScala.mkString(", ")}), " +
+        s"because the plan is finished.")
+      context.runningStages.values().asScala.foreach { stage =>
+        try {
+          stage.cancel()
+        } catch {
+          case NonFatal(t) =>
+            logWarning(s"Exception in cancelling query stage: ${stage.treeString}", t)
+        }
+      }
+    }
+  }
 }
 
 object AdaptiveSparkPlanExec {
@@ -795,6 +819,11 @@ case class AdaptiveExecutionContext(session: SparkSession, qe: QueryExecution) {
    */
   val stageCache: TrieMap[SparkPlan, QueryStageExec] =
     new TrieMap[SparkPlan, QueryStageExec]()
+
+  /**
+   * The running stage map of the entire query, including sub-queries.
+   */
+  val runningStages = new ConcurrentHashMap[Int, QueryStageExec]
 }
 
 /**
diff --git a/sql/core/src/test/scala/org/apache/spark/sql/execution/adaptive/AdaptiveQueryExecSuite.scala b/sql/core/src/test/scala/org/apache/spark/sql/execution/adaptive/AdaptiveQueryExecSuite.scala
index c9d10e0e6cd9..812a86a83453 100644
--- a/sql/core/src/test/scala/org/apache/spark/sql/execution/adaptive/AdaptiveQueryExecSuite.scala
+++ b/sql/core/src/test/scala/org/apache/spark/sql/execution/adaptive/AdaptiveQueryExecSuite.scala
@@ -23,7 +23,7 @@ import java.net.URI
 import org.apache.log4j.Level
 import org.scalatest.PrivateMethodTester
 
-import org.apache.spark.scheduler.{SparkListener, SparkListenerEvent, SparkListenerJobStart}
+import org.apache.spark.scheduler.{JobFailed, SparkListener, SparkListenerEvent, SparkListenerJobEnd, SparkListenerJobStart}
 import org.apache.spark.sql.{Dataset, QueryTest, Row, SparkSession, Strategy}
 import org.apache.spark.sql.catalyst.optimizer.{BuildLeft, BuildRight}
 import org.apache.spark.sql.catalyst.plans.logical.{Aggregate, LogicalPlan}
@@ -2192,6 +2192,46 @@ class AdaptiveQueryExecSuite
       }
     }
   }
+
+  test("SPARK-37043: Cancel all running job after AQE plan finished") {
+    spark.range(1).createOrReplaceTempView("v")
+    withTempView("v") {
+      withSQLConf(SQLConf.AUTO_BROADCASTJOIN_THRESHOLD.key -> "-1") {
+        // we should have two jobs for the two shuffle node in Join,
+        // LocalTableScanExec doesn't need job
+        @volatile var firstJob = true
+        @volatile var failedJob: JobFailed = null
+        val listener = new SparkListener {
+          override def onJobEnd(jobEnd: SparkListenerJobEnd): Unit = {
+            if (firstJob) {
+              firstJob = false
+            } else {
+              jobEnd.jobResult match {
+                case job: JobFailed => failedJob = job
+                case _ =>
+              }
+            }
+          }
+        }
+        spark.sparkContext.addSparkListener(listener)
+        try {
+          val (origin, adaptive) = runAdaptiveAndVerifyResult(
+            """
+              |SELECT * FROM emptyTestData t1 JOIN (
+              | SELECT id, java_method('java.lang.Thread', 'sleep', 3000L) FROM v
+              |) t2 ON t1.key = t2.id
+              |""".stripMargin)
+          assert(origin.isInstanceOf[SortMergeJoinExec])
+          assert(adaptive.isInstanceOf[LocalTableScanExec])
+          spark.sparkContext.listenerBus.waitUntilEmpty(5000)
+          assert(failedJob != null)
+          assert(failedJob.exception.getMessage.contains("cancelled"))
+        } finally {
+          spark.sparkContext.removeSparkListener(listener)
+        }
+      }
+    }
+  }
 }
 
 /**