diff --git a/kmip/pie/client.py b/kmip/pie/client.py
index 7a270a2..423cbea 100644
--- a/kmip/pie/client.py
+++ b/kmip/pie/client.py
@@ -134,11 +134,10 @@ class ProxyKmipClient(api.KmipClient):
         Close the client connection.
 
         Raises:
-            ClientConnectionNotOpen: if the client connection is not open
             Exception: if an error occurs while trying to close the connection
         """
         if not self._is_open:
-            raise exceptions.ClientConnectionNotOpen()
+            return
         else:
             try:
                 self.proxy.close()
diff --git a/kmip/tests/unit/pie/test_client.py b/kmip/tests/unit/pie/test_client.py
index c3cd087..92a572e 100644
--- a/kmip/tests/unit/pie/test_client.py
+++ b/kmip/tests/unit/pie/test_client.py
@@ -115,11 +115,10 @@ class TestProxyKmipClient(testtools.TestCase):
                 mock.MagicMock(spec_set=KMIPProxy))
     def test_close_on_close(self):
         """
-        Test that a ClientConnectionNotOpen exception is raised when trying
-        to close a closed client connection.
+        Test that a closed client connection can be closed with no error.
         """
         client = ProxyKmipClient()
-        self.assertRaises(ClientConnectionNotOpen, client.close)
+        client.close()
 
     @mock.patch('kmip.pie.client.KMIPProxy',
                 mock.MagicMock(spec_set=KMIPProxy))