diff --git a/sqlmesh/core/config/connection.py b/sqlmesh/core/config/connection.py
index 49d49e40e7..415e916365 100644
--- a/sqlmesh/core/config/connection.py
+++ b/sqlmesh/core/config/connection.py
@@ -348,11 +348,28 @@ def init(cursor: duckdb.DuckDBPyConnection) -> None:
                 except Exception as e:
                     raise ConfigError(f"Failed to load extension {extension['name']}: {e}")
 
-            for field, setting in self.connector_config.items():
-                try:
-                    cursor.execute(f"SET {field} = '{setting}'")
-                except Exception as e:
-                    raise ConfigError(f"Failed to set connector config {field} to {setting}: {e}")
+            if self.connector_config:
+                option_names = list(self.connector_config)
+                in_part = ",".join("?" for _ in range(len(option_names)))
+
+                cursor.execute(
+                    f"SELECT name, value FROM duckdb_settings() WHERE name IN ({in_part})",
+                    option_names,
+                )
+
+                existing_values = {field: setting for field, setting in cursor.fetchall()}
+
+                # only set connector_config items if the values differ from what is already set
+                # trying to set options like 'temp_directory' even to the same value can throw errors like:
+                # Not implemented Error: Cannot switch temporary directory after the current one has been used
+                for field, setting in self.connector_config.items():
+                    if existing_values.get(field) != setting:
+                        try:
+                            cursor.execute(f"SET {field} = '{setting}'")
+                        except Exception as e:
+                            raise ConfigError(
+                                f"Failed to set connector config {field} to {setting}: {e}"
+                            )
 
             if self.secrets:
                 duckdb_version = duckdb.__version__
diff --git a/tests/core/engine_adapter/integration/test_integration_duckdb.py b/tests/core/engine_adapter/integration/test_integration_duckdb.py
index ce7fb1b80d..a53c559a55 100644
--- a/tests/core/engine_adapter/integration/test_integration_duckdb.py
+++ b/tests/core/engine_adapter/integration/test_integration_duckdb.py
@@ -106,3 +106,36 @@ def _open_connection() -> bool:
 
     for future in as_completed(futures):
         assert future.result()
+
+
+def test_connector_config_from_multiple_connections(tmp_path: Path):
+    config = DuckDBConnectionConfig(
+        concurrent_tasks=2,
+        extensions=["tpch"],
+        connector_config={"temp_directory": str(tmp_path), "memory_limit": "16mb"},
+    )
+
+    adapter = config.create_engine_adapter()
+    pool = adapter._connection_pool
+
+    assert isinstance(pool, ThreadLocalSharedConnectionPool)
+
+    adapter.execute("CALL dbgen(sf = 0.1)")
+
+    # check that temporary files exist so that calling "SET temp_directory = 'anything'" will throw an error
+    assert len(adapter.fetchall("select path from duckdb_temporary_files()")) > 0
+
+    def _open_connection() -> bool:
+        # This triggers cursor_init() which should only SET values if they have changed
+        pool.get_cursor()
+        return True
+
+    thread_pool = ThreadPoolExecutor(max_workers=4)
+    futures = []
+    for _ in range(4):
+        futures.append(thread_pool.submit(_open_connection))
+
+    for future in as_completed(futures):
+        assert future.result()
+
+    pool.close_all()