diff --git a/src/backend/distributed/connection/remote_commands.c b/src/backend/distributed/connection/remote_commands.c
index a09aa877c..00bd0de81 100644
--- a/src/backend/distributed/connection/remote_commands.c
+++ b/src/backend/distributed/connection/remote_commands.c
@@ -781,6 +781,7 @@ WaitForAllConnections(List *connectionList, bool raiseInterrupts)
 
 		while (pendingConnectionsStartIndex < totalConnectionCount)
 		{
+			bool cancellationReceived = false;
 			int eventIndex = 0;
 			int eventCount = 0;
 			long timeout = -1;
@@ -837,9 +838,13 @@ WaitForAllConnections(List *connectionList, bool raiseInterrupts)
 					if (InterruptHoldoffCount > 0 && (QueryCancelPending ||
 													  ProcDiePending))
 					{
-						/* return immediately in case of cancellation */
-						FreeWaitEventSet(waitEventSet);
-						return;
+						/*
+						 * Break out of event loop immediately in case of cancellation.
+						 * We cannot use "return" here inside a PG_TRY() block since
+						 * then the exception stack won't be reset.
+						 */
+						cancellationReceived = true;
+						break;
 					}
 
 					continue;
@@ -905,6 +910,11 @@ WaitForAllConnections(List *connectionList, bool raiseInterrupts)
 				}
 			}
 
+			if (cancellationReceived)
+			{
+				break;
+			}
+
 			/* move non-ready connections to the back of the array */
 			for (connectionIndex = pendingConnectionsStartIndex;
 				 connectionIndex < totalConnectionCount; connectionIndex++)