diff --git a/Project.toml b/Project.toml
index 88aca27b..995839b0 100644
--- a/Project.toml
+++ b/Project.toml
@@ -26,5 +26,5 @@ Conda = "1"
 JSON = "0.18,0.19,0.20,0.21,1"
 MbedTLS = "0.5,0.6,0.7,1"
 SoftGlobalScope = "1"
-ZMQ = "1"
+ZMQ = "1.3"
 julia = "1.6"
diff --git a/src/handlers.jl b/src/handlers.jl
index 4e84f709..52630953 100644
--- a/src/handlers.jl
+++ b/src/handlers.jl
@@ -189,6 +189,9 @@ function connect_request(socket, msg)
 end
 
 function shutdown_request(socket, msg)
+    # stop heartbeat thread by closing the context
+    close(heartbeat_context[])
+
     send_ipython(requests[], msg_reply(msg, "shutdown_reply",
                                      msg.content))
     sleep(0.1) # short delay (like in ipykernel), to hopefully ensure shutdown_reply is sent
diff --git a/src/heartbeat.jl b/src/heartbeat.jl
index c0e58e4b..7ae55415 100644
--- a/src/heartbeat.jl
+++ b/src/heartbeat.jl
@@ -7,10 +7,9 @@
 import Libdl
 
 const threadid = zeros(Int, 128) # sizeof(uv_thread_t) <= 8 on Linux, OSX, Win
-const zmq_proxy = Ref(C_NULL)
 
 # entry point for new thread
-function heartbeat_thread(sock::Ptr{Cvoid})
+function heartbeat_thread(heartbeat::Ptr{Cvoid})
     @static if VERSION ≥ v"1.9.0-DEV.1588" # julia#46609
         # julia automatically "adopts" this thread because
         # we entered a Julia cfunction.  We then have to enable
@@ -19,14 +18,16 @@ function heartbeat_thread(sock::Ptr{Cvoid})
         # (see julia#47196)
         ccall(:jl_gc_safe_enter, Int8, ())
     end
-    ccall(zmq_proxy[], Cint, (Ptr{Cvoid}, Ptr{Cvoid}, Ptr{Cvoid}),
-          sock, sock, C_NULL)
-    nothing
+    ret = ZMQ.lib.zmq_proxy(heartbeat, heartbeat, C_NULL)
+    @static if VERSION ≥ v"1.9.0-DEV.1588" # julia#46609
+        # leave safe region if zmq_proxy returns (when context is closed)
+        ccall(:jl_gc_safe_leave, Int8, ())
+    end
+    return ret
 end
 
-function start_heartbeat(sock)
-    zmq_proxy[] = Libdl.dlsym(Libdl.dlopen(ZMQ.libzmq), :zmq_proxy)
-    heartbeat_c = @cfunction(heartbeat_thread, Cvoid, (Ptr{Cvoid},))
+function start_heartbeat(heartbeat)
+    heartbeat_c = @cfunction(heartbeat_thread, Cint, (Ptr{Cvoid},))
     ccall(:uv_thread_create, Cint, (Ptr{Int}, Ptr{Cvoid}, Ptr{Cvoid}),
-          threadid, heartbeat_c, sock)
+          threadid, heartbeat_c, heartbeat)
 end
diff --git a/src/init.jl b/src/init.jl
index 231a33d7..66521b9f 100644
--- a/src/init.jl
+++ b/src/init.jl
@@ -25,6 +25,7 @@ const raw_input = Ref{Socket}()
 const requests = Ref{Socket}()
 const control = Ref{Socket}()
 const heartbeat = Ref{Socket}()
+const heartbeat_context = Ref{Context}()
 const profile = Dict{String,Any}()
 const read_stdout = Ref{Base.PipeEndpoint}()
 const read_stderr = Ref{Base.PipeEndpoint}()
@@ -87,7 +88,8 @@ function init(args)
     raw_input[] = Socket(ROUTER)
     requests[] = Socket(ROUTER)
     control[] = Socket(ROUTER)
-    heartbeat[] = Socket(ROUTER)
+    heartbeat_context[] = Context()
+    heartbeat = Socket(heartbeat_context[], ROUTER)
     sep = profile["transport"]=="ipc" ? "-" : ":"
     bind(publish[], "$(profile["transport"])://$(profile["ip"])$(sep)$(profile["iopub_port"])")
     bind(requests[], "$(profile["transport"])://$(profile["ip"])$(sep)$(profile["shell_port"])")
@@ -97,7 +99,7 @@ function init(args)
 
     # associate a lock with each socket so that multi-part messages
     # on a given socket don't get inter-mingled between tasks.
-    for s in (publish[], raw_input[], requests[], control[], heartbeat[])
+    for s in (publish[], raw_input[], requests[], control[])
         socket_locks[s] = ReentrantLock()
     end