diff --git a/src/backend/iocp.zig b/src/backend/iocp.zig
index 671d08c..3a92e8c 100644
--- a/src/backend/iocp.zig
+++ b/src/backend/iocp.zig
@@ -545,13 +545,47 @@ pub const Loop = struct {
             .close => |v| .{ .result = .{ .close = windows.CloseHandle(v.fd) } },
 
             .connect => |*v| action: {
-                const result = windows.ws2_32.connect(asSocket(v.socket), &v.addr.any, @as(i32, @intCast(v.addr.getOsSockLen())));
-                if (result != 0) {
-                    const err = windows.ws2_32.WSAGetLastError();
-                    break :action switch (err) {
-                        else => .{ .result = .{ .connect = windows.unexpectedWSAError(err) } },
+                const as_socket = asSocket(v.socket);
+                // Associate our socket with loop's completion port.
+                self.associate_fd(completion.handle().?) catch unreachable;
+
+                // ConnectEx requires socket to be initially bound.
+                // https://github.com/tigerbeetle/tigerbeetle/blob/main/src/io/windows.zig#L467
+                {
+                    const inaddr_any = std.mem.zeroes([4]u8);
+                    const bind_addr = std.net.Address.initIp4(inaddr_any, 0);
+                    // NOTE: This may return many other errors; we should extend `ConnectError` set.
+                    posix.bind(as_socket, &bind_addr.any, bind_addr.getOsSockLen()) catch unreachable;
+                }
+
+                // Dynamically load the ConnectEx function.
+                const ConnectEx = windows.loadWinsockExtensionFunction(windows.LPFN_CONNECTEX, as_socket, windows.ws2_32.WSAID_CONNECTEX) catch |err| switch (err) {
+                    error.OperationNotSupported => unreachable, // Something other than sockets has given.
+                    error.FileDescriptorNotASocket => unreachable, // Must be preferred on a socket.
+                    error.ShortRead => unreachable,
+                    error.Unexpected => break :action .{ .result = .{ .connect = error.Unexpected } },
+                };
+
+                // Connect attempt.
+                var bytes_transferred: windows.DWORD = 0;
+                const result = ConnectEx(as_socket, &v.addr.any, v.addr.getOsSockLen(), null, 0, &bytes_transferred, &completion.overlapped);
+
+                // If ConnectEx returns `windows.TRUE`, it means operation completed immediately.
+                // Which is most of the time not the case; we should check it anyways though!
+                if (result == windows.FALSE) {
+                    // NOTE: This may return many other errors; we should extend `ConnectError` set.
+                    break :action switch (windows.ws2_32.WSAGetLastError()) {
+                        .WSA_IO_PENDING, .WSAEWOULDBLOCK, .WSA_IO_INCOMPLETE => .{ .submitted = {} }, // Operation will be completed in the future.
+                        else => |err| .{ .result = .{ .connect = windows.unexpectedWSAError(err) } },
                     };
                 }
+
+                // Surprisingly, we connected immediately.
+                // The following is necessary for various functions (shutdown, getsockopt, setsockopt, getsockname, getpeername) to work.
+                // https://learn.microsoft.com/en-us/windows/win32/api/mswsock/nc-mswsock-lpfn_connectex#remarks
+                // https://stackoverflow.com/questions/13598530/connectex-requires-the-socket-to-be-initially-bound-but-to-what
+                _ = windows.ws2_32.setsockopt(as_socket, windows.ws2_32.SOL.SOCKET, windows.ws2_32.SO.UPDATE_CONNECT_CONTEXT, null, 0);
+
                 break :action .{ .result = .{ .connect = {} } };
             },
 
@@ -950,7 +984,7 @@ pub const Completion = struct {
     /// Returns a handle for the current operation if it makes sense.
     fn handle(self: Completion) ?windows.HANDLE {
         return switch (self.op) {
-            inline .accept => |*v| v.socket,
+            inline .accept, .connect => |*v| v.socket,
             inline .read, .pread, .write, .pwrite, .recv, .send, .recvfrom, .sendto => |*v| v.fd,
             else => null,
         };
@@ -960,7 +994,7 @@ pub const Completion = struct {
     /// operation for the completion.
     pub fn perform(self: *Completion) Result {
         return switch (self.op) {
-            .noop, .close, .connect, .shutdown, .timer, .cancel => {
+            .noop, .close, .shutdown, .timer, .cancel => {
                 std.log.warn("perform op={s}", .{@tagName(self.op)});
                 unreachable;
             },
@@ -985,6 +1019,26 @@ pub const Completion = struct {
                 return .{ .accept = self.op.accept.internal_accept_socket.? };
             },
 
+            .connect => |*v| r: {
+                const as_socket = asSocket(v.socket);
+                var transferred: windows.DWORD = 0;
+                var flags: windows.DWORD = 0;
+                const result = windows.ws2_32.WSAGetOverlappedResult(as_socket, &self.overlapped, &transferred, windows.FALSE, &flags);
+
+                // Connected successfully.
+                if (result == windows.TRUE) {
+                    // The following is necessary for various functions (shutdown, getsockopt, setsockopt, getsockname, getpeername) to work.
+                    // https://learn.microsoft.com/en-us/windows/win32/api/mswsock/nc-mswsock-lpfn_connectex#remarks
+                    // https://stackoverflow.com/questions/13598530/connectex-requires-the-socket-to-be-initially-bound-but-to-what
+                    _ = windows.ws2_32.setsockopt(as_socket, windows.ws2_32.SOL.SOCKET, windows.ws2_32.SO.UPDATE_CONNECT_CONTEXT, null, 0);
+
+                    break :r .{ .connect = {} };
+                }
+
+                // We got an error.
+                break :r .{ .connect = windows.unexpectedWSAError(windows.ws2_32.WSAGetLastError()) };
+            },
+
             .read => |*v| {
                 var bytes_transferred: windows.DWORD = 0;
                 const result = windows.kernel32.GetOverlappedResult(v.fd, &self.overlapped, &bytes_transferred, windows.FALSE);
diff --git a/src/windows.zig b/src/windows.zig
index 7e13a73..6d149c7 100644
--- a/src/windows.zig
+++ b/src/windows.zig
@@ -33,9 +33,21 @@ pub const QueryPerformanceFrequency = windows.QueryPerformanceFrequency;
 pub const GetQueuedCompletionStatusEx = windows.GetQueuedCompletionStatusEx;
 pub const PostQueuedCompletionStatus = windows.PostQueuedCompletionStatus;
 pub const CreateIoCompletionPort = windows.CreateIoCompletionPort;
+pub const loadWinsockExtensionFunction = windows.loadWinsockExtensionFunction;
 
 pub extern "kernel32" fn DeleteFileW(lpFileName: [*:0]const u16) callconv(windows.WINAPI) windows.BOOL;
 
+/// https://learn.microsoft.com/en-us/windows/win32/api/mswsock/nc-mswsock-lpfn_connectex
+pub const LPFN_CONNECTEX = *const fn (
+    Socket: windows.ws2_32.SOCKET,
+    SockAddr: *const windows.ws2_32.sockaddr,
+    SockLen: posix.socklen_t,
+    SendBuf: ?*const anyopaque,
+    SendBufLen: windows.DWORD,
+    BytesSent: *windows.DWORD,
+    Overlapped: *windows.OVERLAPPED,
+) callconv(.winapi) windows.BOOL;
+
 pub const exp = struct {
     pub const STATUS_PENDING = 0x00000103;
     pub const STILL_ACTIVE = STATUS_PENDING;