diff --git a/tsdb/chunks/chunks.go b/tsdb/chunks/chunks.go
index ffd3e5302..5a824d965 100644
--- a/tsdb/chunks/chunks.go
+++ b/tsdb/chunks/chunks.go
@@ -217,7 +217,7 @@ func (w *Writer) cut() error {
 	return nil
 }
 
-func cutSegmentFile(dirFile *os.File, magicNumber uint32, chunksFormat byte, allocSize int64) (headerSize int, newFile *os.File, seq int, err error) {
+func cutSegmentFile(dirFile *os.File, magicNumber uint32, chunksFormat byte, allocSize int64) (headerSize int, newFile *os.File, seq int, returnErr error) {
 	p, seq, err := nextSequenceFile(dirFile.Name())
 	if err != nil {
 		return 0, nil, 0, errors.Wrap(err, "next sequence file")
@@ -227,6 +227,18 @@ func cutSegmentFile(dirFile *os.File, magicNumber uint32, chunksFormat byte, all
 	if err != nil {
 		return 0, nil, 0, errors.Wrap(err, "open temp file")
 	}
+	defer func() {
+		if returnErr != nil {
+			var merr tsdb_errors.MultiError
+			merr.Add(returnErr)
+			if f != nil {
+				merr.Add(f.Close())
+			}
+			// Calling RemoveAll on a non-existent file does not return error.
+			merr.Add(os.RemoveAll(ptmp))
+			returnErr = merr.Err()
+		}
+	}()
 	if allocSize > 0 {
 		if err = fileutil.Preallocate(f, allocSize, true); err != nil {
 			return 0, nil, 0, errors.Wrap(err, "preallocate")
@@ -248,6 +260,7 @@ func cutSegmentFile(dirFile *os.File, magicNumber uint32, chunksFormat byte, all
 	if err := f.Close(); err != nil {
 		return 0, nil, 0, errors.Wrap(err, "close temp file")
 	}
+	f = nil
 
 	if err := fileutil.Rename(ptmp, p); err != nil {
 		return 0, nil, 0, errors.Wrap(err, "replace file")
@@ -257,7 +270,7 @@ func cutSegmentFile(dirFile *os.File, magicNumber uint32, chunksFormat byte, all
 	if err != nil {
 		return 0, nil, 0, errors.Wrap(err, "open final file")
 	}
-	// Skip the header for the further writes.
+	// Skip header for further writes.
 	if _, err := f.Seek(int64(n), 0); err != nil {
 		return 0, nil, 0, errors.Wrap(err, "seek in final file")
 	}