diff --git a/parfive/downloader.py b/parfive/downloader.py
index 586f123..29c3bba 100644
--- a/parfive/downloader.py
+++ b/parfive/downloader.py
@@ -3,6 +3,8 @@
 import asyncio
 import logging
 import pathlib
+import warnings
+import threading
 import contextlib
 import urllib.parse
 from typing import Union, Callable, Optional
@@ -223,6 +225,14 @@ def filepath(url, resp):
     def _add_shutdown_signals(loop, task):
         if os.name == "nt":
             return
+
+        if threading.current_thread() != threading.main_thread():
+            warnings.warn(
+                "This download has been started in a thread which is not the main thread. You will not be able to interrupt the download.",
+                UserWarning,
+            )
+            return
+
         for sig in (signal.SIGINT, signal.SIGTERM):
             loop.add_signal_handler(sig, task.cancel)
 
diff --git a/parfive/tests/test_downloader.py b/parfive/tests/test_downloader.py
index 602e556..58e8e6e 100644
--- a/parfive/tests/test_downloader.py
+++ b/parfive/tests/test_downloader.py
@@ -1,5 +1,6 @@
 import os
 import platform
+import threading
 from pathlib import Path
 from unittest import mock
 from unittest.mock import patch
@@ -463,3 +464,34 @@ def test_proxy_passed_as_kwargs_to_get(tmpdir, url, proxy):
             "proxy": proxy,
         },
     ]
+
+
+class CustomThread(threading.Thread):
+    def __init__(self, *args, **kwargs):
+        self.result = None
+        super().__init__(*args, **kwargs)
+
+    def run(self):
+        self.result = self._target(*self._args, **self._kwargs)
+
+
+@skip_windows
+def test_download_out_of_main_thread(httpserver, tmpdir):
+    tmpdir = str(tmpdir)
+    httpserver.serve_content(
+        "SIMPLE  = T", headers={"Content-Disposition": "attachment; filename=testfile.fits"}
+    )
+    dl = Downloader()
+
+    dl.enqueue_file(httpserver.url, path=Path(tmpdir), max_splits=None)
+
+    thread = CustomThread(target=dl.download)
+    thread.start()
+
+    with pytest.warns(
+        UserWarning,
+        match="This download has been started in a thread which is not the main thread. You will not be able to interrupt the download.",
+    ):
+        thread.join()
+
+    validate_test_file(thread.result)