diff --git a/tornado/gen.py b/tornado/gen.py
index 7bfbaf012c..313740503f 100644
--- a/tornado/gen.py
+++ b/tornado/gen.py
@@ -221,7 +221,7 @@ def wrapper(*args, **kwargs):
             result = ctx_run(func, *args, **kwargs)
         except (Return, StopIteration) as e:
             result = _value_from_stopiteration(e)
-        except Exception:
+        except (Exception, asyncio.CancelledError):
             future_set_exc_info(future, sys.exc_info())
             try:
                 return future
@@ -241,7 +241,7 @@ def wrapper(*args, **kwargs):
                     future_set_result_unless_cancelled(
                         future, _value_from_stopiteration(e)
                     )
-                except Exception:
+                except (Exception, asyncio.CancelledError):
                     future_set_exc_info(future, sys.exc_info())
                 else:
                     # Provide strong references to Runner objects as long