diff --git a/src/common/socket.cpp b/src/common/socket.cpp
index 0058d50318..330868a178 100644
--- a/src/common/socket.cpp
+++ b/src/common/socket.cpp
@@ -635,7 +635,8 @@ void wxSocketBase::RestoreState()
 //
 // XXX: Should it honour the wxSOCKET_BLOCK flag ?
 //
-bool wxSocketBase::_Wait(long seconds, long milliseconds,
+bool wxSocketBase::_Wait(long seconds,
+                         long milliseconds,
                          wxSocketEventFlags flags)
 {
   GSocketEventFlags result;
@@ -683,13 +684,10 @@ bool wxSocketBase::_Wait(long seconds, long milliseconds,
   {
     result = GSocket_Select(m_socket, flags | GSOCK_LOST_FLAG);
 
-    // Connection lost
-    if (result & GSOCK_LOST_FLAG)
-    {
-      timer.Stop();
-      Close();
-      return TRUE;
-    }
+    // The order in which we check events is important; in particular,
+    // GSOCKET_LOST events should be checked last (there might be still
+    // data to read in the incoming queue even after the peer has closed
+    // the connection).
 
     // Incoming connection (server) or connection established (client)
     if (result & GSOCK_CONNECTION_FLAG)
@@ -700,12 +698,21 @@ bool wxSocketBase::_Wait(long seconds, long milliseconds,
       return TRUE;
     }
 
+    // Input and output
     if ((result & GSOCK_INPUT_FLAG) || (result & GSOCK_OUTPUT_FLAG))
     {
       timer.Stop();
       return TRUE;
     }
 
+    // Connection lost
+    if (result & GSOCK_LOST_FLAG)
+    {
+      timer.Stop();
+      Close();
+      return TRUE;
+    }
+
     // Wait more?
     if ((timeout == 0) || (m_interrupt))
       break;
@@ -828,18 +835,20 @@ void wxSocketBase::OnRequest(wxSocketNotify req_evt)
 
   switch (req_evt)
   {
-    // This duplicates some code in _Wait(), but this doesn't
-    // hurt. It has to be here because we don't know whether
-    // WaitXXX will be used, and it has to be in _Wait as well
+    // This duplicates some code in _Wait(), but this doesn't hurt.
+    // It has to be here because we don't know whether the Wait()
+    // functions will be used, and it has to be in _Wait as well
     // because the event might be a bit delayed.
     //
+    // The order in which we check events is important; in particular,
+    // GSOCKET_LOST events should be checked last (there might be still
+    // data to read in the incoming queue even after the peer has
+    // closed the connection).
+
     case wxSOCKET_CONNECTION :
       m_establishing = FALSE;
       m_connected = TRUE;
       break;
-    case wxSOCKET_LOST:
-      Close();
-      break;
 
     // If we are in the middle of a R/W operation, do not
     // propagate events to users. Also, filter 'late' events
@@ -856,6 +865,10 @@ void wxSocketBase::OnRequest(wxSocketNotify req_evt)
         return;
       else
         break;
+
+    case wxSOCKET_LOST:
+      Close();
+      break;
   }
 
   if (((m_neededreq & flag) == flag) && m_notify_state)