diff --git a/glutin/src/application.rs b/glutin/src/application.rs
index 163bc9f9..79fcf745 100644
--- a/glutin/src/application.rs
+++ b/glutin/src/application.rs
@@ -92,10 +92,11 @@ where
         application,
         compositor,
         renderer,
-        context,
         runtime,
         debug,
         receiver,
+        context,
+        settings.exit_on_close_request,
     ));
 
     let mut context = task::Context::from_waker(task::noop_waker_ref());
@@ -139,10 +140,11 @@ async fn run_instance<A, E, C>(
     mut application: A,
     mut compositor: C,
     mut renderer: A::Renderer,
-    context: glutin::ContextWrapper<glutin::PossiblyCurrent, Window>,
     mut runtime: Runtime<E, Proxy<A::Message>, A::Message>,
     mut debug: Debug,
     mut receiver: mpsc::UnboundedReceiver<glutin::event::Event<'_, A::Message>>,
+    context: glutin::ContextWrapper<glutin::PossiblyCurrent, Window>,
+    exit_on_close_request: bool,
 ) where
     A: Application + 'static,
     E: Executor + 'static,
@@ -212,6 +214,8 @@ async fn run_instance<A, E, C>(
                     // Update window
                     state.synchronize(&application, context.window());
 
+                    let should_exit = application.should_exit();
+
                     user_interface =
                         ManuallyDrop::new(application::build_user_interface(
                             &mut application,
@@ -220,6 +224,10 @@ async fn run_instance<A, E, C>(
                             state.logical_size(),
                             &mut debug,
                         ));
+
+                    if should_exit {
+                        break;
+                    }
                 }
 
                 debug.draw_started();
@@ -290,6 +298,7 @@ async fn run_instance<A, E, C>(
                 ..
             } => {
                 if application::requests_exit(&window_event, state.modifiers())
+                    && exit_on_close_request
                 {
                     break;
                 }
diff --git a/src/application.rs b/src/application.rs
index 83ce900a..7b7de6d4 100644
--- a/src/application.rs
+++ b/src/application.rs
@@ -184,6 +184,13 @@ pub trait Application: Sized {
         1.0
     }
 
+    /// Returns whether the [`Application`] should be terminated.
+    ///
+    /// By default, it returns `false`.
+    fn should_exit(&self) -> bool {
+        false
+    }
+
     /// Runs the [`Application`].
     ///
     /// On native platforms, this method will take control of the current thread
@@ -284,6 +291,10 @@ where
     fn scale_factor(&self) -> f64 {
         self.0.scale_factor()
     }
+
+    fn should_exit(&self) -> bool {
+        self.0.should_exit()
+    }
 }
 
 #[cfg(target_arch = "wasm32")]
diff --git a/src/settings.rs b/src/settings.rs
index c82a1354..2b32258d 100644
--- a/src/settings.rs
+++ b/src/settings.rs
@@ -25,6 +25,10 @@ pub struct Settings<Flags> {
     /// The default value is 20.
     pub default_text_size: u16,
 
+    /// Whether the [`Application`] should exit when the user requests the
+    /// window to close (e.g. the user presses the close button).
+    pub exit_on_close_request: bool,
+
     /// If set to true, the renderer will try to perform antialiasing for some
     /// primitives.
     ///
@@ -46,10 +50,11 @@ impl<Flags> Settings<Flags> {
 
         Self {
             flags,
-            antialiasing: default_settings.antialiasing,
+            window: default_settings.window,
             default_font: default_settings.default_font,
             default_text_size: default_settings.default_text_size,
-            window: default_settings.window,
+            exit_on_close_request: default_settings.exit_on_close_request,
+            antialiasing: default_settings.antialiasing,
         }
     }
 }
@@ -61,10 +66,11 @@ where
     fn default() -> Self {
         Self {
             flags: Default::default(),
-            antialiasing: Default::default(),
+            window: Default::default(),
             default_font: Default::default(),
             default_text_size: 20,
-            window: Default::default(),
+            exit_on_close_request: true,
+            antialiasing: false,
         }
     }
 }
@@ -75,6 +81,7 @@ impl<Flags> From<Settings<Flags>> for iced_winit::Settings<Flags> {
         iced_winit::Settings {
             window: settings.window.into(),
             flags: settings.flags,
+            exit_on_close_request: settings.exit_on_close_request,
         }
     }
 }
diff --git a/winit/src/application.rs b/winit/src/application.rs
index ef6c8463..106d5218 100644
--- a/winit/src/application.rs
+++ b/winit/src/application.rs
@@ -91,6 +91,13 @@ pub trait Application: Program<Clipboard = Clipboard> {
     fn scale_factor(&self) -> f64 {
         1.0
     }
+
+    /// Returns whether the [`Application`] should be terminated.
+    ///
+    /// By default, it returns `false`.
+    fn should_exit(&self) -> bool {
+        false
+    }
 }
 
 /// Runs an [`Application`] with an executor, compositor, and the provided
@@ -149,10 +156,11 @@ where
         application,
         compositor,
         renderer,
-        window,
         runtime,
         debug,
         receiver,
+        window,
+        settings.exit_on_close_request,
     ));
 
     let mut context = task::Context::from_waker(task::noop_waker_ref());
@@ -196,10 +204,11 @@ async fn run_instance<A, E, C>(
     mut application: A,
     mut compositor: C,
     mut renderer: A::Renderer,
-    window: winit::window::Window,
     mut runtime: Runtime<E, Proxy<A::Message>, A::Message>,
     mut debug: Debug,
     mut receiver: mpsc::UnboundedReceiver<winit::event::Event<'_, A::Message>>,
+    window: winit::window::Window,
+    exit_on_close_request: bool,
 ) where
     A: Application + 'static,
     E: Executor + 'static,
@@ -279,6 +288,8 @@ async fn run_instance<A, E, C>(
                     // Update window
                     state.synchronize(&application, &window);
 
+                    let should_exit = application.should_exit();
+
                     user_interface = ManuallyDrop::new(build_user_interface(
                         &mut application,
                         cache,
@@ -286,6 +297,10 @@ async fn run_instance<A, E, C>(
                         state.logical_size(),
                         &mut debug,
                     ));
+
+                    if should_exit {
+                        break;
+                    }
                 }
 
                 debug.draw_started();
@@ -358,7 +373,9 @@ async fn run_instance<A, E, C>(
                 event: window_event,
                 ..
             } => {
-                if requests_exit(&window_event, state.modifiers()) {
+                if requests_exit(&window_event, state.modifiers())
+                    && exit_on_close_request
+                {
                     break;
                 }
 
diff --git a/winit/src/settings.rs b/winit/src/settings.rs
index 2e8715cd..9ce5cfc5 100644
--- a/winit/src/settings.rs
+++ b/winit/src/settings.rs
@@ -23,6 +23,10 @@ pub struct Settings<Flags> {
     ///
     /// [`Application`]: crate::Application
     pub flags: Flags,
+
+    /// Whether the [`Application`] should exit when the user requests the
+    /// window to close (e.g. the user presses the close button).
+    pub exit_on_close_request: bool,
 }
 
 /// The window settings of an application.