diff --git a/changelogs/fragments/winrm-ansible-conn-error.yaml b/changelogs/fragments/winrm-ansible-conn-error.yaml
new file mode 100644
index 00000000000..d5df68c75ec
--- /dev/null
+++ b/changelogs/fragments/winrm-ansible-conn-error.yaml
@@ -0,0 +1,3 @@
+---
+minor_changes:
+  - Raise AnsibleConnectionError on winrm connnection errors
diff --git a/lib/ansible/plugins/connection/winrm.py b/lib/ansible/plugins/connection/winrm.py
index 2d43c5f916a..55fb2dbfee7 100644
--- a/lib/ansible/plugins/connection/winrm.py
+++ b/lib/ansible/plugins/connection/winrm.py
@@ -134,6 +134,7 @@ try:
     import winrm
     from winrm import Response
     from winrm.protocol import Protocol
+    import requests.exceptions
     HAS_WINRM = True
 except ImportError as e:
     HAS_WINRM = False
@@ -479,6 +480,8 @@ class Connection(ConnectionBase):
                 raise AnsibleError('winrm send_input failed; \nstdout: %s\nstderr %s' % (to_native(response.std_out), to_native(stderr)))
 
             return response
+        except requests.exceptions.ConnectionError as exc:
+            raise AnsibleConnectionFailure('winrm connection error: %s' % to_native(exc))
         finally:
             if command_id:
                 self.protocol.cleanup_command(self.shell_id, command_id)