diff --git a/Common/Net/HTTPRequest.cpp b/Common/Net/HTTPRequest.cpp
index b41d18c093..6f260b099b 100644
--- a/Common/Net/HTTPRequest.cpp
+++ b/Common/Net/HTTPRequest.cpp
@@ -168,6 +168,11 @@ restart:
 }
 
 void RequestManager::CancelAll() {
+	// Including ones started since the last Update (headless never calls it).
+	for (auto &iter : newDownloads_) {
+		downloads_.push_back(iter);
+	}
+	newDownloads_.clear();
 	for (size_t i = 0; i < downloads_.size(); i++) {
 		downloads_[i]->Cancel();
 	}
diff --git a/Core/HLE/sceNet.cpp b/Core/HLE/sceNet.cpp
index 290a8190e8..6005446bcd 100644
--- a/Core/HLE/sceNet.cpp
+++ b/Core/HLE/sceNet.cpp
@@ -660,6 +660,12 @@ void __NetApctlShutdown() {
 }
 
 void __NetShutdown() {
+	// A Netconf dialog may have started the json download. Don't leave it running past us.
+	if (g_infraDL) {
+		g_infraDL->Cancel();
+		g_infraDL.reset();
+	}
+
 	// Network Cleanup
 	Net_Term();
 
diff --git a/UI/NativeApp.cpp b/UI/NativeApp.cpp
index 1f4bdef0c7..420e3061a5 100644
--- a/UI/NativeApp.cpp
+++ b/UI/NativeApp.cpp
@@ -1862,6 +1862,9 @@ void NativeShutdown() {
 
 	__UPnPShutdown();
 
+	// A request finishing while globals are destroyed at exit touches g_OSD, which may be gone by then.
+	g_DownloadManager.CancelAll();
+
 	net::Shutdown();
 
 	g_Discord.Shutdown();
diff --git a/headless/Headless.cpp b/headless/Headless.cpp
index 2efcb855ea..e687ec7971 100644
--- a/headless/Headless.cpp
+++ b/headless/Headless.cpp
@@ -50,6 +50,7 @@
 #include "Common/Thread/ThreadManager.h"
 #include "Common/GPU/Vulkan/VulkanGraphicsContext.h"
 #include "Core/CmdLine.h"
+#include "Common/Net/HTTPRequest.h"
 #include "Core/Config.h"
 #include "Core/ConfigValues.h"
 #include "Core/Core.h"
@@ -1185,6 +1186,9 @@ int main(int argc, const char* argv[]) {
 	}
 #endif
 
+	// A request finishing while globals are destroyed at exit touches g_OSD, which may be gone by then.
+	g_DownloadManager.CancelAll();
+
 	g_VFS.Clear();
 	g_logManager.Shutdown();
 	if (cmdLineOptions.DebuggerPort().has_value()) {