diff --git a/httpclient/client.go b/httpclient/client.go
index 5f03c5b..3d40cda 100644
--- a/httpclient/client.go
+++ b/httpclient/client.go
@@ -2,6 +2,7 @@ package httpclient
 
 import (
 	"bytes"
+	"context"
 	"io"
 	"io/ioutil"
 	"net/http"
@@ -138,11 +139,32 @@ func (c *Client) Do(request *http.Request) (*http.Response, error) {
 	multiErr := &valkyrie.MultiError{}
 	var response *http.Response
 
+outter:
 	for i := 0; i <= c.retryCount; i++ {
 		if response != nil {
 			response.Body.Close()
 		}
 
+		// Wait before retrying.
+		if i > 0 {
+			backoffTime := c.retrier.NextInterval(i - 1)
+			ctx, cancel := context.WithTimeout(context.Background(), backoffTime)
+
+			select {
+			case <-ctx.Done():
+				cancel()
+
+			case <-request.Context().Done():
+				cancel()
+
+				multiErr.Push(request.Context().Err().Error())
+				c.reportError(request, request.Context().Err())
+
+				// If the request context has already been cancelled, don't retry
+				break outter
+			}
+		}
+
 		c.reportRequestStart(request)
 		var err error
 		response, err = c.client.Do(request)
@@ -155,19 +177,18 @@ func (c *Client) Do(request *http.Request) (*http.Response, error) {
 		if err != nil {
 			multiErr.Push(err.Error())
 			c.reportError(request, err)
-			backoffTime := c.retrier.NextInterval(i)
-			time.Sleep(backoffTime)
+
 			continue
 		}
+
 		c.reportRequestEnd(request, response)
 
 		if response.StatusCode >= http.StatusInternalServerError {
-			backoffTime := c.retrier.NextInterval(i)
-			time.Sleep(backoffTime)
 			continue
 		}
 
-		multiErr = &valkyrie.MultiError{} // Clear errors if any iteration succeeds
+		// Clear errors if any iteration succeeds
+		multiErr = &valkyrie.MultiError{}
 		break
 	}
 
diff --git a/httpclient/client_test.go b/httpclient/client_test.go
index dbca35d..0e01dba 100644
--- a/httpclient/client_test.go
+++ b/httpclient/client_test.go
@@ -2,6 +2,7 @@ package httpclient
 
 import (
 	"bytes"
+	"context"
 	"io/ioutil"
 	"net/http"
 	"net/http/httptest"
@@ -417,6 +418,75 @@ func TestHTTPClientGetReturnsErrorOnFailure(t *testing.T) {
 	assert.Nil(t, response)
 }
 
+func TestHTTPClientDontRetryWhenContextIsCancelled(t *testing.T) {
+	noOfRetries := 3
+	// Set a huge backoffInterval that we won't have to wait anyway
+	backoffInterval := 1 * time.Hour
+	maximumJitterInterval := 1 * time.Millisecond
+
+	client := NewClient(
+		WithHTTPTimeout(10*time.Millisecond),
+		WithRetryCount(noOfRetries),
+		WithRetrier(heimdall.NewRetrier(heimdall.NewConstantBackoff(backoffInterval, maximumJitterInterval))),
+	)
+
+	tt := []struct {
+		Title          string
+		CancelTimeout  time.Duration
+		NotNilResponse bool
+	}{
+		{
+			Title:          "Cancel directly",
+			CancelTimeout:  0 * time.Millisecond,
+			NotNilResponse: false,
+		},
+		{
+			Title:          "Cancel afterwards",
+			CancelTimeout:  10 * time.Millisecond,
+			NotNilResponse: true,
+		},
+	}
+
+	for _, test := range tt {
+		test := test
+		t.Run(test.Title, func(t *testing.T) {
+			t.Parallel()
+
+			ctx, cancel := context.WithCancel(context.Background())
+
+			dummyHandler := func(w http.ResponseWriter, r *http.Request) {
+				if test.CancelTimeout == 0 {
+					cancel()
+				} else {
+					go func() {
+						time.Sleep(test.CancelTimeout)
+						cancel()
+					}()
+				}
+
+				w.WriteHeader(http.StatusInternalServerError)
+				w.Header().Set("Content-Type", "application/json")
+				w.Write([]byte(`{ "response": "something went wrong" }`))
+			}
+
+			server := httptest.NewServer(http.HandlerFunc(dummyHandler))
+			defer server.Close()
+
+			req, err := http.NewRequest(http.MethodGet, server.URL, nil)
+			require.NoError(t, err)
+
+			response, err := client.Do(req.WithContext(ctx))
+			require.Error(t, err, "should have failed to make request")
+
+			if test.NotNilResponse {
+				require.NotNil(t, response)
+			} else {
+				require.Nil(t, response)
+			}
+		})
+	}
+}
+
 func TestPluginMethodsCalled(t *testing.T) {
 	client := NewClient(WithHTTPTimeout(10 * time.Millisecond))
 	mockPlugin := &MockPlugin{}
diff --git a/httpclient/options_test.go b/httpclient/options_test.go
index b92ce71..2e93673 100644
--- a/httpclient/options_test.go
+++ b/httpclient/options_test.go
@@ -128,6 +128,5 @@ func ExampleWithRetrier() {
 	// Output: retry attempt 0
 	// retry attempt 1
 	// retry attempt 2
-	// retry attempt 3
 	// error
 }