diff --git a/change/react-native-windows-11d58db5-55b8-4782-b499-1baaeb791c35.json b/change/react-native-windows-11d58db5-55b8-4782-b499-1baaeb791c35.json
new file mode 100644
index 00000000000..a2aa0be10f0
--- /dev/null
+++ b/change/react-native-windows-11d58db5-55b8-4782-b499-1baaeb791c35.json
@@ -0,0 +1,7 @@
+{
+  "type": "prerelease",
+  "comment": "Handle abrupt WebSocket connection interruption",
+  "packageName": "react-native-windows",
+  "email": "julio.rocha@microsoft.com",
+  "dependentChangeType": "patch"
+}
diff --git a/vnext/Desktop.IntegrationTests/WebSocketIntegrationTest.cpp b/vnext/Desktop.IntegrationTests/WebSocketIntegrationTest.cpp
index 6b308b6d33b..24a0be94a8a 100644
--- a/vnext/Desktop.IntegrationTests/WebSocketIntegrationTest.cpp
+++ b/vnext/Desktop.IntegrationTests/WebSocketIntegrationTest.cpp
@@ -385,6 +385,35 @@ TEST_CLASS (WebSocketIntegrationTest)
     Assert::AreEqual({}, errorMessage);
     Assert::AreEqual(expected, result);
   }
+
+  BEGIN_TEST_METHOD_ATTRIBUTE(AbruptDisconnectFailsWithSpecificMessage)
+  TEST_IGNORE() //TODO: Find a way to emulate abrupt disconnection using Test::WebSocketServer
+  END_TEST_METHOD_ATTRIBUTE()
+  TEST_METHOD(AbruptDisconnectFailsWithSpecificMessage)
+  {
+    promise<void> closedPromise;
+    auto ws = IWebSocketResource::Make();
+    IWebSocketResource::Error error{{}, IWebSocketResource::ErrorType::None};
+    CloseCode closeCode;
+    ws->SetOnClose([&closedPromise, &closeCode](CloseCode code, const string& reason)
+    {
+      closeCode = code;
+      closedPromise.set_value();
+    });
+    ws->SetOnError([&closedPromise, &error](IWebSocketResource::Error&& wsError)
+    {
+      error = std::move(wsError);
+    });
+
+    ws->Connect("ws://localhost:5555");
+
+    closedPromise.get_future().wait();
+
+    //NOTE: This message is implementation-specific (WinRTWebSocketResource)
+    Assert::AreEqual({"[0x80072EFE] Underlying TCP connection suddenly terminated"}, error.Message);
+    Assert::AreEqual(static_cast<size_t>(IWebSocketResource::ErrorType::Connection), static_cast<size_t>(error.Type));
+    Assert::AreEqual(static_cast<size_t>(CloseCode::BadPayload), static_cast<size_t>(closeCode));
+  }
 };
 
 uint16_t WebSocketIntegrationTest::s_port = 6666;
diff --git a/vnext/Shared/Networking/IWebSocketResource.h b/vnext/Shared/Networking/IWebSocketResource.h
index 5d18b6facaf..ed7109e20a1 100644
--- a/vnext/Shared/Networking/IWebSocketResource.h
+++ b/vnext/Shared/Networking/IWebSocketResource.h
@@ -71,7 +71,7 @@ struct IWebSocketResource {
 
   struct Error {
     std::string Message;
-    const ErrorType Type;
+    ErrorType Type;
   };
 
 #pragma endregion Inner types
diff --git a/vnext/Shared/Networking/WinRTWebSocketResource.cpp b/vnext/Shared/Networking/WinRTWebSocketResource.cpp
index 4bce0410a71..9c1a52e4833 100644
--- a/vnext/Shared/Networking/WinRTWebSocketResource.cpp
+++ b/vnext/Shared/Networking/WinRTWebSocketResource.cpp
@@ -316,7 +316,22 @@ void WinRTWebSocketResource::Connect(string &&url, const Protocols &protocols, c
           }
         } catch (hresult_error const &e) {
           if (self->m_errorHandler) {
-            self->m_errorHandler({Utilities::HResultToString(e), ErrorType::Receive});
+            string errorMessage;
+            ErrorType errorType;
+            // See
+            // https://docs.microsoft.com/uwp/api/windows.networking.sockets.messagewebsocketmessagereceivedeventargs.getdatareader?view=winrt-19041#remarks
+            if (e.code() == WININET_E_CONNECTION_ABORTED) {
+              errorMessage = "[0x80072EFE] Underlying TCP connection suddenly terminated";
+              errorType = ErrorType::Connection;
+              self->m_errorHandler({errorMessage, errorType});
+
+              // Note: We are not clear whether all read-related errors should close the socket.
+              self->Close(CloseCode::BadPayload, std::move(errorMessage));
+            } else {
+              errorMessage = Utilities::HResultToString(e);
+              errorType = ErrorType::Receive;
+              self->m_errorHandler({errorMessage, errorType});
+            }
           }
         }
       });