diff --git a/src/websockets/cli.py b/src/websockets/cli.py
index 4531d566..6157613c 100644
--- a/src/websockets/cli.py
+++ b/src/websockets/cli.py
@@ -4,6 +4,7 @@
 import asyncio
 import os
 import sys
+from asyncio import CancelledError
 from typing import Generator
 
 from .asyncio.client import ClientConnection, connect
@@ -123,7 +124,7 @@ async def interactive_client(uri: str) -> None:
             [incoming, outgoing],
             return_when=asyncio.FIRST_COMPLETED,
         )
-    except (KeyboardInterrupt, EOFError):  # ^C, ^D  # pragma: no cover
+    except CancelledError:  # ^C, ^D  # pragma: no cover
         pass
     finally:
         incoming.cancel()