diff --git a/src/agents/sandbox/session/dependencies.py b/src/agents/sandbox/session/dependencies.py
index 1a3f1fd40d..10a54ecbe9 100644
--- a/src/agents/sandbox/session/dependencies.py
+++ b/src/agents/sandbox/session/dependencies.py
@@ -268,14 +268,22 @@ async def _close(self) -> None:
             await asyncio.gather(*active_tasks, return_exceptions=True)
 
         seen_ids: set[int] = set()
+        cancellation: asyncio.CancelledError | None = None
         for value in reversed(self._owned_results):
             value_id = id(value)
             if value_id in seen_ids:
                 continue
             seen_ids.add(value_id)
-            await _close_best_effort(value)
+            try:
+                await _close_best_effort(value)
+            except asyncio.CancelledError as exc:
+                if cancellation is None:
+                    cancellation = exc
 
         self._pending.clear()
         self._active_tasks.clear()
         self._cache.clear()
         self._owned_results.clear()
+
+        if cancellation is not None:
+            raise cancellation
diff --git a/tests/sandbox/test_dependencies.py b/tests/sandbox/test_dependencies.py
index b0d37a94b0..cbb2274185 100644
--- a/tests/sandbox/test_dependencies.py
+++ b/tests/sandbox/test_dependencies.py
@@ -44,6 +44,15 @@ async def close(self) -> None:
         self.calls += 1
 
 
+class _CancellingAsyncClosable:
+    def __init__(self) -> None:
+        self.calls = 0
+
+    async def aclose(self) -> None:
+        self.calls += 1
+        raise asyncio.CancelledError("dependency close cancelled")
+
+
 class _SyncClosable:
     def __init__(self) -> None:
         self.calls = 0
@@ -435,6 +444,34 @@ async def test_dependencies_aclose_continues_after_waiter_cancellation() -> None
     assert value.completed
 
 
+@pytest.mark.asyncio
+async def test_dependencies_aclose_finishes_owned_cleanup_before_propagating_cancellation() -> None:
+    dependencies = Dependencies()
+    earlier = _AsyncClosable()
+    cancelling = _CancellingAsyncClosable()
+    dependencies.bind_factory(
+        "tests.earlier_owned", lambda _dependencies: earlier, owns_result=True
+    )
+    dependencies.bind_factory(
+        "tests.cancelling_owned", lambda _dependencies: cancelling, owns_result=True
+    )
+
+    _ = await dependencies.require("tests.earlier_owned")
+    _ = await dependencies.require("tests.cancelling_owned")
+
+    with pytest.raises(asyncio.CancelledError):
+        await dependencies.aclose()
+
+    assert cancelling.calls == 1
+    assert earlier.calls == 1
+
+    with pytest.raises(asyncio.CancelledError):
+        await dependencies.aclose()
+
+    assert cancelling.calls == 1
+    assert earlier.calls == 1
+
+
 @pytest.mark.asyncio
 async def test_dependencies_bound_values_are_not_closed() -> None:
     dependencies = Dependencies()