diff --git a/swh/journal/cli.py b/swh/journal/cli.py
--- a/swh/journal/cli.py
+++ b/swh/journal/cli.py
@@ -7,6 +7,7 @@
 import logging
 import mmap
 import os
+import signal
 import time
 
 import click
@@ -24,6 +25,12 @@
 from swh.journal.backfill import JournalBackfiller
 
 
+def clean_exit(signal, frame):
+    """Raise a proper SystemExit exception when a signal gets intercepted. This
+    allows finally blocks to run."""
+    raise SystemExit(0)
+
+
 @click.group(name='journal', context_settings=CONTEXT_SETTINGS)
 @click.option('--config-file', '-C', default=None,
               type=click.Path(exists=True, dir_okay=False,),
@@ -48,6 +55,9 @@
 
     ctx.ensure_object(dict)
 
+    signal.signal(signal.SIGTERM, clean_exit)
+    signal.signal(signal.SIGINT, clean_exit)
+
     log_level = ctx.obj.get('log_level', logging.INFO)
     logging.root.setLevel(log_level)
     logging.getLogger('kafka').setLevel(logging.INFO)
@@ -106,10 +116,6 @@
                 # Log at most once per minute.
                 logger.info('Processed %d messages.' % nb_messages)
                 last_log_time = time.time()
-    except KeyboardInterrupt:
-        ctx.exit(0)
-    else:
-        print('Done.')
     finally:
         client.close()
 
@@ -225,10 +231,8 @@
                 # Log at most once per minute.
                 logger.info('Processed %d messages.' % nb_messages)
                 last_log_time = time.time()
-    except KeyboardInterrupt:
-        ctx.exit(0)
-    else:
-        print('Done.')
+    finally:
+        client.close()
 
 
 def main():