diff --git a/lib/dispatcher/socks5-proxy-agent.js b/lib/dispatcher/socks5-proxy-agent.js
index 909c7f50247..121879e865f 100644
--- a/lib/dispatcher/socks5-proxy-agent.js
+++ b/lib/dispatcher/socks5-proxy-agent.js
@@ -115,6 +115,7 @@ class Socks5ProxyAgent extends DispatcherBase {
     const authenticationReady = Promise.withResolvers()
 
     const authenticationTimeout = setTimeout(() => {
+      socks5Client.destroy()
       authenticationReady.reject(new Error('SOCKS5 authentication timeout'))
     }, 5000)
 
@@ -148,6 +149,7 @@ class Socks5ProxyAgent extends DispatcherBase {
     const connectionReady = Promise.withResolvers()
 
     const connectionTimeout = setTimeout(() => {
+      socks5Client.destroy()
       connectionReady.reject(new Error('SOCKS5 connection timeout'))
     }, 5000)
 
diff --git a/test/issue-5704.js b/test/issue-5704.js
new file mode 100644
index 00000000000..90ce93d9716
--- /dev/null
+++ b/test/issue-5704.js
@@ -0,0 +1,75 @@
+'use strict'
+
+const assert = require('node:assert')
+const { Duplex } = require('node:stream')
+const { test } = require('node:test')
+const FakeTimers = require('@sinonjs/fake-timers')
+const Socks5ProxyAgent = require('../lib/dispatcher/socks5-proxy-agent')
+
+function createSocket ({ authenticate = false } = {}) {
+  let handshake = true
+  const socket = new Duplex({
+    read () {},
+    write (_chunk, _encoding, callback) {
+      callback()
+
+      if (authenticate && handshake) {
+        handshake = false
+        queueMicrotask(() => socket.push(Buffer.from([0x05, 0x00])))
+      }
+    }
+  })
+
+  return socket
+}
+
+function createAgent (socket) {
+  return new Socks5ProxyAgent('socks5://localhost:1080', {
+    connect (_options, callback) {
+      callback(null, socket)
+    }
+  })
+}
+
+async function advanceToTimeout (clock) {
+  for (let attempt = 0; attempt < 10 && clock.countTimers() === 0; attempt++) {
+    await Promise.resolve()
+  }
+
+  assert.strictEqual(clock.countTimers(), 1)
+  await clock.tickAsync(5000)
+}
+
+test('SOCKS5 authentication timeout destroys the socket', async (t) => {
+  const clock = FakeTimers.install({ toFake: ['setTimeout', 'clearTimeout'] })
+  const socket = createSocket()
+  const agent = createAgent(socket)
+
+  t.after(() => clock.uninstall())
+  t.after(() => socket.destroy())
+  t.after(() => agent.destroy())
+
+  const connection = agent.createSocks5Connection('example.com', 80)
+  const rejected = assert.rejects(connection, /SOCKS5 authentication timeout/)
+  await advanceToTimeout(clock)
+
+  await rejected
+  assert.strictEqual(socket.destroyed, true)
+})
+
+test('SOCKS5 connection timeout destroys the socket', async (t) => {
+  const clock = FakeTimers.install({ toFake: ['setTimeout', 'clearTimeout'] })
+  const socket = createSocket({ authenticate: true })
+  const agent = createAgent(socket)
+
+  t.after(() => clock.uninstall())
+  t.after(() => socket.destroy())
+  t.after(() => agent.destroy())
+
+  const connection = agent.createSocks5Connection('example.com', 80)
+  const rejected = assert.rejects(connection, /SOCKS5 connection timeout/)
+  await advanceToTimeout(clock)
+
+  await rejected
+  assert.strictEqual(socket.destroyed, true)
+})