diff --git a/telethon/telegram_bare_client.py b/telethon/telegram_bare_client.py
index b98ef976..2447a67d 100644
--- a/telethon/telegram_bare_client.py
+++ b/telethon/telegram_bare_client.py
@@ -811,7 +811,8 @@ class TelegramBareClient:
 
                 try:
                     import socks
-                    if isinstance(error, socks.GeneralProxyError):
+                    if isinstance(error, socks.GeneralProxyError) or \
+                            isinstance(error, socks.ProxyConnectionError):
                         # This is a known error, and it's not related to
                         # Telegram but rather to the proxy. Disconnect and
                         # hand it over to the main thread.