diff --git a/gevent_zeromq/core.py b/gevent_zeromq/core.py
index 6badd0a..03a320c 100644
--- a/gevent_zeromq/core.py
+++ b/gevent_zeromq/core.py
@@ -10,6 +10,8 @@
 from gevent.event import Event
 from gevent.hub import get_hub
 
+from gevent_zeromq.helpers import create_weakmethod
+
 
 class _Context(_original_Context):
     """Replacement for :class:`zmq.core.context.Context`
@@ -48,29 +50,41 @@ class _Socket(_original_Socket):
     """
 
     def __init__(self, context, socket_type):
+        self._state_event = None
         super(_Socket, self).__init__(context, socket_type)
         self.__setup_events()
 
-    def close(self):
-        # close the _state_event event, keeps the number of active file descriptors down
-        if not self.closed and getattr(self, '_state_event', None):
+    def __del__(self):
+        """Unregisters itself from the event loop.
+        """
+        # We need __del__. We would not be able to access
+        # the object properties inside close() called
+        # from _original_Socket.__dealloc__().
+        if self._state_event is not None:
             try:
                 self._state_event.stop()
             except AttributeError, e:
                 # gevent<1.0 compat
                 self._state_event.cancel()
+            self._state_event = None
+
+    def close(self):
+        # close the _state_event event, keeps the number of active file descriptors down
+        if not self.closed and getattr(self, '_state_event', None):
+            self.__del__()
         super(_Socket, self).close()
 
     def __setup_events(self):
         self.__readable = Event()
         self.__writable = Event()
+        callback = create_weakmethod(_Socket.__state_changed, self, _Socket)
         try:
             self._state_event = get_hub().loop.io(self.getsockopt(FD), 1) # read state watcher
-            self._state_event.start(self.__state_changed)
+            self._state_event.start(callback)
         except AttributeError:
             # for gevent<1.0 compatibility
             from gevent.core import read_event
-            self._state_event = read_event(self.getsockopt(FD), self.__state_changed, persist=True)
+            self._state_event = read_event(self.getsockopt(FD), callback, persist=True)
 
     def __state_changed(self, event=None, _evtype=None):
         if self.closed:
diff --git a/gevent_zeromq/core.pyx b/gevent_zeromq/core.pyx
index f3f29ea..27ed22e 100644
--- a/gevent_zeromq/core.pyx
+++ b/gevent_zeromq/core.pyx
@@ -10,6 +10,8 @@ from zmq.core.socket cimport Socket as _original_Socket
 from gevent.event import Event
 from gevent.hub import get_hub
 
+from gevent_zeromq.helpers import create_weakmethod
+
 
 cdef class _Socket(_original_Socket)
 
@@ -50,6 +52,7 @@ cdef class _Socket(_original_Socket):
     """
     cdef object __readable
     cdef object __writable
+    cdef object __weakref__
     cdef public object _state_event
 
     def __init__(self, _Context context, int socket_type):
@@ -69,13 +72,14 @@ cdef class _Socket(_original_Socket):
     cdef __setup_events(self) with gil:
         self.__readable = Event()
         self.__writable = Event()
+        callback = create_weakmethod(_Socket.__state_changed, self, _Socket)
         try:
             self._state_event = get_hub().loop.io(self.getsockopt(FD), 1) # read state watcher
-            self._state_event.start(self.__state_changed)
+            self._state_event.start(callback)
         except AttributeError, e:
             # for gevent<1.0 compatibility
             from gevent.core import read_event
-            self._state_event = read_event(self.getsockopt(FD), self.__state_changed, persist=True)
+            self._state_event = read_event(self.getsockopt(FD), callback, persist=True)
 
     def __state_changed(self, event=None, _evtype=None):
         if self.closed:
diff --git a/gevent_zeromq/helpers.py b/gevent_zeromq/helpers.py
new file mode 100644
index 0000000..98a76b9
--- /dev/null
+++ b/gevent_zeromq/helpers.py
@@ -0,0 +1,18 @@
+
+import weakref
+import types
+
+
+def create_weakmethod(unbound_method, im_self, im_class):
+    """Allows the given callback to disappear
+    when nobody else is referencing it.
+    """
+    ref = weakref.ref(im_self)
+    im_self = None
+    def wrapper(*args, **kw):
+        obj = ref()
+        if obj is None:
+            return
+        types.MethodType(unbound_method, obj, im_class)(*args, **kw)
+
+    return wrapper