diff --git a/CHANGES/11100.bugfix.rst b/CHANGES/11100.bugfix.rst
new file mode 100644
index 00000000000..a7c54059a14
--- /dev/null
+++ b/CHANGES/11100.bugfix.rst
@@ -0,0 +1,3 @@
+Fixed spurious "Future exception was never retrieved" warnings for connection lost errors when the connector is not closed -- by :user:`bdraco`.
+
+When connections are lost, the exception is now marked as retrieved since it is always propagated through other means, preventing unnecessary warnings in logs.
diff --git a/aiohttp/client_proto.py b/aiohttp/client_proto.py
index 6a0318e553a..2d8c2e578c4 100644
--- a/aiohttp/client_proto.py
+++ b/aiohttp/client_proto.py
@@ -97,6 +97,12 @@ def connection_lost(self, exc: Optional[BaseException]) -> None:
                 ),
                 original_connection_error,
             )
+            # Mark the exception as retrieved to prevent
+            # "Future exception was never retrieved" warnings
+            # The exception is always passed on through
+            # other means, so this is safe
+            with suppress(Exception):
+                self.closed.exception()
 
         if self._payload_parser is not None:
             with suppress(Exception):  # FIXME: log this somehow?
diff --git a/tests/test_client_proto.py b/tests/test_client_proto.py
index af1286dc310..c7fb79a5f44 100644
--- a/tests/test_client_proto.py
+++ b/tests/test_client_proto.py
@@ -247,3 +247,22 @@ async def test_connection_lost_sets_transport_to_none(loop, mocker) -> None:
     proto.connection_lost(OSError())
 
     assert proto.transport is None
+
+
+async def test_connection_lost_exception_is_marked_retrieved(
+    loop: asyncio.AbstractEventLoop,
+) -> None:
+    """Test that connection_lost properly handles exceptions without warnings."""
+    proto = ResponseHandler(loop=loop)
+    proto.connection_made(mock.Mock())
+
+    # Simulate an SSL shutdown timeout error
+    ssl_error = TimeoutError("SSL shutdown timed out")
+    proto.connection_lost(ssl_error)
+
+    # Verify the exception was set on the closed future
+    assert proto.closed.done()
+    exc = proto.closed.exception()
+    assert exc is not None
+    assert "Connection lost: SSL shutdown timed out" in str(exc)
+    assert exc.__cause__ is ssl_error