diff --git a/core/src/main/scala/org/apache/spark/api/python/PythonRDD.scala b/core/src/main/scala/org/apache/spark/api/python/PythonRDD.scala
index ad6eb9ef50277..c74f86548ef85 100644
--- a/core/src/main/scala/org/apache/spark/api/python/PythonRDD.scala
+++ b/core/src/main/scala/org/apache/spark/api/python/PythonRDD.scala
@@ -247,6 +247,11 @@ private[spark] class PythonRDD(
           // will kill the whole executor (see org.apache.spark.executor.Executor).
           _exception = e
           worker.shutdownOutput()
+      } finally {
+        // Release memory used by this thread for shuffles
+        env.shuffleMemoryManager.releaseMemoryForThisThread()
+        // Release memory used by this thread for unrolling blocks
+        env.blockManager.memoryStore.releaseUnrollMemoryForThisThread()
       }
     }
   }