diff --git a/src/connection.js b/src/connection.js
index 1b1cccde..3e2560e2 100644
--- a/src/connection.js
+++ b/src/connection.js
@@ -447,9 +447,14 @@ function Connection(options, queues = {}, { onopen = noop, onend = noop, onclose
     socket.removeAllListeners()
     socket = null
 
-    if (initial)
-      return reconnect()
+    if (initial) {
+      if (options.host[++retries])
+        return reconnect()
+
+      errored(Errors.connection('CONNECTION_CLOSED', options, socket))
+    }
 
+    retries = 0
     !hadError && (query || sent.length) && error(Errors.connection('CONNECTION_CLOSED', options, socket))
     closedTime = performance.now()
     hadError && options.shared.retries++
diff --git a/tests/index.js b/tests/index.js
index 23e6c4d4..354018ff 100644
--- a/tests/index.js
+++ b/tests/index.js
@@ -1060,6 +1060,25 @@ t('Connection errors are caught using begin()', {
   ]
 })
 
+t('Connection errors are caught when all hosts fail', {
+  timeout: 2
+}, async() => {
+  let error
+  try {
+    const sql = postgres({ host: ['localhost', 'localhost'], port: [1, 1] })
+
+    await sql`select 1`
+  } catch (err) {
+    error = err
+  }
+
+  return [
+    true,
+    error.code === 'ECONNREFUSED' ||
+    error.message === 'Connection refused (os error 61)'
+  ]
+})
+
 t('dynamic table name', async() => {
   await sql`create table test(a int)`
   return [