diff --git a/mitmproxy/master.py b/mitmproxy/master.py
index 20ac6acd5..ecb8090bb 100644
--- a/mitmproxy/master.py
+++ b/mitmproxy/master.py
@@ -119,7 +119,15 @@ class Master:
         """
         if not self.should_exit.is_set():
             self.should_exit.set()
-            asyncio.run_coroutine_threadsafe(self._shutdown(), loop = self.channel.loop)
+            ret = asyncio.run_coroutine_threadsafe(self._shutdown(), loop=self.channel.loop)
+            # Weird band-aid to make sure that self._shutdown() is actually executed,
+            # which otherwise hangs the process as the proxy server is threaded.
+            # This all needs to be simplified when the proxy server runs on asyncio as well.
+            if not self.channel.loop.is_running():  # pragma: no cover
+                try:
+                    self.channel.loop.run_until_complete(asyncio.wrap_future(ret))
+                except RuntimeError:
+                    pass  # Event loop stopped before Future completed.
 
     def _change_reverse_host(self, f):
         """
diff --git a/mitmproxy/tools/main.py b/mitmproxy/tools/main.py
index 789bef636..acae9ee33 100644
--- a/mitmproxy/tools/main.py
+++ b/mitmproxy/tools/main.py
@@ -119,9 +119,6 @@ def run(
         if extra:
             opts.update(**extra(args))
 
-        def cleankill(*args, **kwargs):
-            master.shutdown()
-        signal.signal(signal.SIGTERM, cleankill)
         loop = asyncio.get_event_loop()
         for signame in ('SIGINT', 'SIGTERM'):
             try:
@@ -129,6 +126,15 @@ def run(
             except NotImplementedError:
                 # Not supported on Windows
                 pass
+
+        # Make sure that we catch KeyboardInterrupts on Windows.
+        # https://stackoverflow.com/a/36925722/934719
+        if os.name == "nt":
+            async def wakeup():
+                while True:
+                    await asyncio.sleep(0.2)
+            asyncio.ensure_future(wakeup())
+
         master.run()
     except exceptions.OptionsError as e:
         print("%s: %s" % (sys.argv[0], e), file=sys.stderr)
diff --git a/test/mitmproxy/proxy/test_server.py b/test/mitmproxy/proxy/test_server.py
index 52970c9b3..01ab068d5 100644
--- a/test/mitmproxy/proxy/test_server.py
+++ b/test/mitmproxy/proxy/test_server.py
@@ -787,7 +787,7 @@ class TestServerConnect(tservers.HTTPProxyTest):
         """A replayed/fake response with no upstream_cert should not connect to an upstream server"""
         self.set_addons(AFakeResponse())
         assert self.pathod("200").status_code == 200
-        asyncio.sleep(0.1)
+        await asyncio.sleep(0.1)
         assert not self.proxy.tmaster.has_log("serverconnect")