diff --git a/paramiko/client.py b/paramiko/client.py
index 594bba8..c809e4b 100644
--- a/paramiko/client.py
+++ b/paramiko/client.py
@@ -294,6 +294,8 @@ class SSHClient (object):
         """
         Close this SSHClient and its underlying L{Transport}.
         """
+        if self._transport is None:
+            return
         self._transport.close()
         self._transport = None