diff --git a/CHANGES.rst b/CHANGES.rst
index 3d0ec49826c..190f7717c43 100644
--- a/CHANGES.rst
+++ b/CHANGES.rst
@@ -39,7 +39,9 @@ CHANGES
 - Do not pause transport during set_parser stage #1211
 
 - Lingering close doesn't terminate before timeout #1559
-  
+
+- `setsockopt` may raise `OSError` exception if socket is closed already #1595
+
 - Lots of CancelledError when requests are interrupted #1565
 
 - Allow users to specify what should happen to decoding errors
diff --git a/aiohttp/parsers.py b/aiohttp/parsers.py
index ef2e3071315..6b71a233173 100644
--- a/aiohttp/parsers.py
+++ b/aiohttp/parsers.py
@@ -243,16 +243,23 @@ def set_tcp_nodelay(self, value):
         value = bool(value)
         if self._tcp_nodelay == value:
             return
-        self._tcp_nodelay = value
         if self._socket is None:
             return
         if self._socket.family not in (socket.AF_INET, socket.AF_INET6):
             return
-        if self._tcp_cork:
-            self._tcp_cork = False
-            if CORK is not None:  # pragma: no branch
-                self._socket.setsockopt(socket.IPPROTO_TCP, CORK, False)
-        self._socket.setsockopt(socket.IPPROTO_TCP, socket.TCP_NODELAY, value)
+
+        # socket may be closed already, on windows OSError get raised
+        try:
+            if self._tcp_cork:
+                if CORK is not None:  # pragma: no branch
+                    self._socket.setsockopt(socket.IPPROTO_TCP, CORK, False)
+                    self._tcp_cork = False
+
+            self._socket.setsockopt(
+                socket.IPPROTO_TCP, socket.TCP_NODELAY, value)
+            self._tcp_nodelay = value
+        except OSError:
+            pass
 
     @property
     def tcp_cork(self):
@@ -262,18 +269,21 @@ def set_tcp_cork(self, value):
         value = bool(value)
         if self._tcp_cork == value:
             return
-        self._tcp_cork = value
         if self._socket is None:
             return
         if self._socket.family not in (socket.AF_INET, socket.AF_INET6):
             return
-        if self._tcp_nodelay:
-            self._socket.setsockopt(socket.IPPROTO_TCP,
-                                    socket.TCP_NODELAY,
-                                    False)
-            self._tcp_nodelay = False
-        if CORK is not None:  # pragma: no branch
-            self._socket.setsockopt(socket.IPPROTO_TCP, CORK, value)
+
+        try:
+            if self._tcp_nodelay:
+                self._socket.setsockopt(
+                    socket.IPPROTO_TCP, socket.TCP_NODELAY, False)
+                self._tcp_nodelay = False
+            if CORK is not None:  # pragma: no branch
+                self._socket.setsockopt(socket.IPPROTO_TCP, CORK, value)
+                self._tcp_cork = value
+        except OSError:
+            pass
 
 
 class StreamProtocol(asyncio.streams.FlowControlMixin, asyncio.Protocol):
diff --git a/tests/test_stream_writer.py b/tests/test_stream_writer.py
index 62b9336c6a4..d13f636d594 100644
--- a/tests/test_stream_writer.py
+++ b/tests/test_stream_writer.py
@@ -41,6 +41,20 @@ def test_set_nodelay_no_change(loop):
     assert not s.getsockopt(socket.IPPROTO_TCP, socket.TCP_NODELAY)
 
 
+def test_set_nodelay_exception(loop):
+    transport = mock.Mock()
+    s = mock.Mock()
+    s.setsockopt = mock.Mock()
+    s.family = (socket.AF_INET,)
+    s.setsockopt.side_effect = OSError
+    transport.get_extra_info.return_value = s
+    proto = mock.Mock()
+    reader = mock.Mock()
+    writer = StreamWriter(transport, proto, reader, loop)
+    writer.set_tcp_nodelay(True)
+    assert not writer.tcp_nodelay
+
+
 def test_set_nodelay_enable(loop):
     transport = mock.Mock()
     s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
@@ -82,6 +96,7 @@ def test_set_nodelay_enable_ipv6(loop):
 @pytest.mark.skipif(not hasattr(socket, 'AF_UNIX'),
                     reason="requires unix sockets")
 def test_set_nodelay_enable_unix(loop):
+    # do not set nodelay for unix socket
     transport = mock.Mock()
     s = socket.socket(socket.AF_UNIX, socket.SOCK_STREAM)
     transport.get_extra_info.return_value = s
@@ -89,7 +104,7 @@ def test_set_nodelay_enable_unix(loop):
     reader = mock.Mock()
     writer = StreamWriter(transport, proto, reader, loop)
     writer.set_tcp_nodelay(True)
-    assert writer.tcp_nodelay
+    assert not writer.tcp_nodelay
 
 
 def test_set_nodelay_enable_no_socket(loop):
@@ -99,7 +114,7 @@ def test_set_nodelay_enable_no_socket(loop):
     reader = mock.Mock()
     writer = StreamWriter(transport, proto, reader, loop)
     writer.set_tcp_nodelay(True)
-    assert writer.tcp_nodelay
+    assert not writer.tcp_nodelay
     assert writer._socket is None
 
 
@@ -182,7 +197,7 @@ def test_set_cork_enable_unix(loop):
     reader = mock.Mock()
     writer = StreamWriter(transport, proto, reader, loop)
     writer.set_tcp_cork(True)
-    assert writer.tcp_cork
+    assert not writer.tcp_cork
 
 
 @pytest.mark.skipif(CORK is None, reason="TCP_CORK or TCP_NOPUSH required")
@@ -197,6 +212,19 @@ def test_set_cork_enable_no_socket(loop):
     assert writer._socket is None
 
 
+def test_set_cork_exception(loop):
+    transport = mock.Mock()
+    s = mock.Mock()
+    s.setsockopt = mock.Mock()
+    s.family = (socket.AF_INET,)
+    s.setsockopt.side_effect = OSError
+    proto = mock.Mock()
+    reader = mock.Mock()
+    writer = StreamWriter(transport, proto, reader, loop)
+    writer.set_tcp_cork(True)
+    assert not writer.tcp_cork
+
+
 # cork and nodelay interference
 
 @pytest.mark.skipif(CORK is None, reason="TCP_CORK or TCP_NOPUSH required")