diff --git a/src/crystal/system/unix/socket.cr b/src/crystal/system/unix/socket.cr
index 222ec7216fb9..ae162fce47cc 100644
--- a/src/crystal/system/unix/socket.cr
+++ b/src/crystal/system/unix/socket.cr
@@ -22,7 +22,7 @@ module Crystal::System::Socket
     {% end %}
   end
 
-  private def system_connect(addr, timeout = nil, &)
+  private def system_connect(addr, timeout = nil)
     timeout = timeout.seconds unless timeout.is_a? ::Time::Span | Nil
     loop do
       if LibC.connect(fd, addr, addr.size) == 0
@@ -33,10 +33,10 @@ module Crystal::System::Socket
         return
       when Errno::EINPROGRESS, Errno::EALREADY
         wait_writable(timeout: timeout) do
-          return yield IO::TimeoutError.new("connect timed out")
+          return IO::TimeoutError.new("connect timed out")
         end
       else
-        return yield ::Socket::ConnectError.from_errno("connect")
+        return ::Socket::ConnectError.from_errno("connect")
       end
     end
   end
diff --git a/src/crystal/system/wasi/socket.cr b/src/crystal/system/wasi/socket.cr
index add7b751eada..6a3bc924dd27 100644
--- a/src/crystal/system/wasi/socket.cr
+++ b/src/crystal/system/wasi/socket.cr
@@ -15,7 +15,7 @@ module Crystal::System::Socket
   private def initialize_handle(fd)
   end
 
-  private def system_connect(addr, timeout = nil, &)
+  private def system_connect(addr, timeout = nil)
     raise NotImplementedError.new "Crystal::System::Socket#system_connect"
   end
 
diff --git a/src/crystal/system/win32/socket.cr b/src/crystal/system/win32/socket.cr
index 88278544dbf0..fee00f063cd4 100644
--- a/src/crystal/system/win32/socket.cr
+++ b/src/crystal/system/win32/socket.cr
@@ -94,20 +94,20 @@ module Crystal::System::Socket
     end
   end
 
-  private def system_connect(addr, timeout = nil, &)
+  private def system_connect(addr, timeout = nil)
     if type.stream?
-      system_connect_stream(addr, timeout) { |error| yield error }
+      system_connect_stream(addr, timeout)
     else
-      system_connect_connectionless(addr, timeout) { |error| yield error }
+      system_connect_connectionless(addr, timeout)
     end
   end
 
-  private def system_connect_stream(addr, timeout, &)
+  private def system_connect_stream(addr, timeout)
     address = LibC::SockaddrIn6.new
     address.sin6_family = family
     address.sin6_port = 0
     unless LibC.bind(fd, pointerof(address).as(LibC::Sockaddr*), sizeof(LibC::SockaddrIn6)) == 0
-      return yield ::Socket::BindError.from_wsa_error("Could not bind to '*'")
+      return ::Socket::BindError.from_wsa_error("Could not bind to '*'")
     end
 
     error = overlapped_connect(fd, "ConnectEx") do |overlapped|
@@ -116,7 +116,7 @@ module Crystal::System::Socket
     end
 
     if error
-      return yield error
+      return error
     end
 
     # from https://learn.microsoft.com/en-us/windows/win32/winsock/sol-socket-socket-options:
@@ -128,7 +128,7 @@ module Crystal::System::Socket
     # > functions are to be used on the connected socket.
     optname = LibC::SO_UPDATE_CONNECT_CONTEXT
     if LibC.setsockopt(fd, LibC::SOL_SOCKET, optname, nil, 0) == LibC::SOCKET_ERROR
-      return yield ::Socket::Error.from_wsa_error("setsockopt #{optname}")
+      return ::Socket::Error.from_wsa_error("setsockopt #{optname}")
     end
   end
 
@@ -166,10 +166,10 @@ module Crystal::System::Socket
     end
   end
 
-  private def system_connect_connectionless(addr, timeout, &)
+  private def system_connect_connectionless(addr, timeout)
     ret = LibC.connect(fd, addr, addr.size)
     if ret == LibC::SOCKET_ERROR
-      yield ::Socket::Error.from_wsa_error("connect")
+      ::Socket::Error.from_wsa_error("connect")
     end
   end
 
diff --git a/src/socket.cr b/src/socket.cr
index bce572624743..f5c43c94a113 100644
--- a/src/socket.cr
+++ b/src/socket.cr
@@ -91,7 +91,7 @@ class Socket < IO
   # ```
   def connect(host : String, port : Int, connect_timeout = nil) : Nil
     Addrinfo.resolve(host, port, @family, @type, @protocol) do |addrinfo|
-      connect(addrinfo, timeout: connect_timeout) { |error| error }
+      connect(addrinfo, timeout: connect_timeout)
     end
   end
 
@@ -110,7 +110,8 @@ class Socket < IO
   # Tries to connect to a remote address. Yields an `IO::TimeoutError` or an
   # `Socket::ConnectError` error if the connection failed.
   def connect(addr, timeout = nil, &)
-    system_connect(addr, timeout) { |error| yield error }
+    result = system_connect(addr, timeout)
+    yield result if result.is_a?(Exception)
   end
 
   # Binds the socket to a local address.