diff --git a/lib/cf-dns.c b/lib/cf-dns.c
index 437a3491c3..c9df2ff93f 100644
--- a/lib/cf-dns.c
+++ b/lib/cf-dns.c
@@ -306,7 +306,7 @@ static CURLcode cf_dns_cntrl(struct Curl_cfilter *cf,
 
 struct Curl_cftype Curl_cft_dns = {
   "DNS",
-  0,
+  CF_TYPE_SETUP,
   CURL_LOG_LVL_NONE,
   cf_dns_destroy,
   cf_dns_connect,
diff --git a/lib/cf-haproxy.c b/lib/cf-haproxy.c
index 782253e83e..46d0541055 100644
--- a/lib/cf-haproxy.c
+++ b/lib/cf-haproxy.c
@@ -185,7 +185,7 @@ static CURLcode cf_haproxy_adjust_pollset(struct Curl_cfilter *cf,
 
 struct Curl_cftype Curl_cft_haproxy = {
   "HAPROXY",
-  CF_TYPE_PROXY,
+  CF_TYPE_PROXY | CF_TYPE_SETUP,
   0,
   cf_haproxy_destroy,
   cf_haproxy_connect,
diff --git a/lib/cf-https-connect.c b/lib/cf-https-connect.c
index b07631ac40..5434cd7ed6 100644
--- a/lib/cf-https-connect.c
+++ b/lib/cf-https-connect.c
@@ -743,7 +743,7 @@ static void cf_hc_destroy(struct Curl_cfilter *cf, struct Curl_easy *data)
 
 struct Curl_cftype Curl_cft_http_connect = {
   "HTTPS-CONNECT",
-  0,
+  CF_TYPE_SETUP,
   CURL_LOG_LVL_NONE,
   cf_hc_destroy,
   cf_hc_connect,
diff --git a/lib/cf-ip-happy.c b/lib/cf-ip-happy.c
index 0659f56aed..2558053b47 100644
--- a/lib/cf-ip-happy.c
+++ b/lib/cf-ip-happy.c
@@ -958,7 +958,7 @@ static void cf_ip_happy_destroy(struct Curl_cfilter *cf,
 
 struct Curl_cftype Curl_cft_ip_happy = {
   "HAPPY-EYEBALLS",
-  0,
+  CF_TYPE_SETUP,
   CURL_LOG_LVL_NONE,
   cf_ip_happy_destroy,
   cf_ip_happy_connect,
diff --git a/lib/cfilters.c b/lib/cfilters.c
index 41e09bc9fc..2f8fd4a6b0 100644
--- a/lib/cfilters.c
+++ b/lib/cfilters.c
@@ -491,6 +491,24 @@ static void conn_report_connect_stats(struct Curl_cfilter *cf,
   }
 }
 
+static void conn_remove_setup_filters(struct Curl_easy *data,
+                                      int sockindex)
+{
+  struct Curl_cfilter **anchor = &data->conn->cfilter[sockindex];
+  while(*anchor) {
+    struct Curl_cfilter *cf = *anchor;
+    if(cf->connected && (cf->cft->flags & CF_TYPE_SETUP)) {
+      *anchor = cf->next;
+      cf->next = NULL;
+      CURL_TRC_CF(data, cf, "removing connected setup filter");
+      cf->cft->destroy(cf, data);
+      curlx_free(cf);
+    }
+    else
+      anchor = &cf->next;
+  }
+}
+
 CURLcode Curl_conn_connect(struct Curl_easy *data,
                            int sockindex,
                            bool blocking,
@@ -544,6 +562,7 @@ CURLcode Curl_conn_connect(struct Curl_easy *data,
       conn_report_connect_stats(cf, data);
       data->conn->keepalive = *Curl_pgrs_now(data);
       VERBOSE(result = cf_verboseconnect(data, cf));
+      conn_remove_setup_filters(data, sockindex);
       goto out;
     }
     else if(result) {
diff --git a/lib/cfilters.h b/lib/cfilters.h
index 77405b51ad..38311b24b8 100644
--- a/lib/cfilters.h
+++ b/lib/cfilters.h
@@ -199,12 +199,15 @@ typedef CURLcode Curl_cft_query(struct Curl_cfilter *cf,
  * CF_TYPE_MULTIPLEX:  provides multiplexing of easy handles
  * CF_TYPE_PROXY       provides proxying
  * CF_TYPE_HTTP        implement a version of the HTTP protocol
+ * CF_TYPE_SETUP       filter is only needed for connection setup and
+ *                     can be removed once connected
  */
 #define CF_TYPE_IP_CONNECT  (1 << 0)
 #define CF_TYPE_SSL         (1 << 1)
 #define CF_TYPE_MULTIPLEX   (1 << 2)
 #define CF_TYPE_PROXY       (1 << 3)
 #define CF_TYPE_HTTP        (1 << 4)
+#define CF_TYPE_SETUP       (1 << 5)
 
 /* A connection filter type, e.g. specific implementation. */
 struct Curl_cftype {
diff --git a/lib/http_proxy.c b/lib/http_proxy.c
index 5996c12f4e..4bdfe22240 100644
--- a/lib/http_proxy.c
+++ b/lib/http_proxy.c
@@ -391,7 +391,7 @@ static void http_proxy_cf_close(struct Curl_cfilter *cf,
 
 struct Curl_cftype Curl_cft_http_proxy = {
   "HTTP-PROXY",
-  CF_TYPE_IP_CONNECT | CF_TYPE_PROXY,
+  CF_TYPE_IP_CONNECT | CF_TYPE_PROXY | CF_TYPE_SETUP,
   0,
   http_proxy_cf_destroy,
   http_proxy_cf_connect,