diff --git a/fastapi/security/api_key.py b/fastapi/security/api_key.py
index 8b2c5c080..83b404b80 100644
--- a/fastapi/security/api_key.py
+++ b/fastapi/security/api_key.py
@@ -2,8 +2,9 @@ from typing import Optional
 
 from fastapi.openapi.models import APIKey, APIKeyIn
 from fastapi.security.base import SecurityBase
+from fastapi.security.utils import handle_exc_for_ws
 from starlette.exceptions import HTTPException
-from starlette.requests import Request
+from starlette.requests import HTTPConnection
 from starlette.status import HTTP_403_FORBIDDEN
 
 
@@ -28,7 +29,8 @@ class APIKeyQuery(APIKeyBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         api_key = request.query_params.get(self.model.name)
         if not api_key:
             if self.auto_error:
@@ -57,7 +59,8 @@ class APIKeyHeader(APIKeyBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         api_key = request.headers.get(self.model.name)
         if not api_key:
             if self.auto_error:
@@ -86,7 +89,8 @@ class APIKeyCookie(APIKeyBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         api_key = request.cookies.get(self.model.name)
         if not api_key:
             if self.auto_error:
diff --git a/fastapi/security/http.py b/fastapi/security/http.py
index 8fc0aafd9..764dfac07 100644
--- a/fastapi/security/http.py
+++ b/fastapi/security/http.py
@@ -6,9 +6,9 @@ from fastapi.exceptions import HTTPException
 from fastapi.openapi.models import HTTPBase as HTTPBaseModel
 from fastapi.openapi.models import HTTPBearer as HTTPBearerModel
 from fastapi.security.base import SecurityBase
-from fastapi.security.utils import get_authorization_scheme_param
+from fastapi.security.utils import get_authorization_scheme_param, handle_exc_for_ws
 from pydantic import BaseModel
-from starlette.requests import Request
+from starlette.requests import HTTPConnection
 from starlette.status import HTTP_401_UNAUTHORIZED, HTTP_403_FORBIDDEN
 
 
@@ -35,8 +35,9 @@ class HTTPBase(SecurityBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
+    @handle_exc_for_ws
     async def __call__(
-        self, request: Request
+        self, request: HTTPConnection
     ) -> Optional[HTTPAuthorizationCredentials]:
         authorization = request.headers.get("Authorization")
         scheme, credentials = get_authorization_scheme_param(authorization)
@@ -64,9 +65,8 @@ class HTTPBasic(HTTPBase):
         self.realm = realm
         self.auto_error = auto_error
 
-    async def __call__(  # type: ignore
-        self, request: Request
-    ) -> Optional[HTTPBasicCredentials]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[HTTPBasicCredentials]:
         authorization = request.headers.get("Authorization")
         scheme, param = get_authorization_scheme_param(authorization)
         if self.realm:
@@ -110,8 +110,9 @@ class HTTPBearer(HTTPBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
+    @handle_exc_for_ws
     async def __call__(
-        self, request: Request
+        self, request: HTTPConnection
     ) -> Optional[HTTPAuthorizationCredentials]:
         authorization = request.headers.get("Authorization")
         scheme, credentials = get_authorization_scheme_param(authorization)
@@ -145,8 +146,9 @@ class HTTPDigest(HTTPBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
+    @handle_exc_for_ws
     async def __call__(
-        self, request: Request
+        self, request: HTTPConnection
     ) -> Optional[HTTPAuthorizationCredentials]:
         authorization = request.headers.get("Authorization")
         scheme, credentials = get_authorization_scheme_param(authorization)
diff --git a/fastapi/security/oauth2.py b/fastapi/security/oauth2.py
index e4c4357e7..6b4d20dcc 100644
--- a/fastapi/security/oauth2.py
+++ b/fastapi/security/oauth2.py
@@ -5,8 +5,8 @@ from fastapi.openapi.models import OAuth2 as OAuth2Model
 from fastapi.openapi.models import OAuthFlows as OAuthFlowsModel
 from fastapi.param_functions import Form
 from fastapi.security.base import SecurityBase
-from fastapi.security.utils import get_authorization_scheme_param
-from starlette.requests import Request
+from fastapi.security.utils import get_authorization_scheme_param, handle_exc_for_ws
+from starlette.requests import HTTPConnection
 from starlette.status import HTTP_401_UNAUTHORIZED, HTTP_403_FORBIDDEN
 
 # TODO: import from typing when deprecating Python 3.9
@@ -131,7 +131,8 @@ class OAuth2(SecurityBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         authorization = request.headers.get("Authorization")
         if not authorization:
             if self.auto_error:
@@ -164,7 +165,8 @@ class OAuth2PasswordBearer(OAuth2):
             auto_error=auto_error,
         )
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         authorization = request.headers.get("Authorization")
         scheme, param = get_authorization_scheme_param(authorization)
         if not authorization or scheme.lower() != "bearer":
@@ -210,7 +212,8 @@ class OAuth2AuthorizationCodeBearer(OAuth2):
             auto_error=auto_error,
         )
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         authorization = request.headers.get("Authorization")
         scheme, param = get_authorization_scheme_param(authorization)
         if not authorization or scheme.lower() != "bearer":
diff --git a/fastapi/security/open_id_connect_url.py b/fastapi/security/open_id_connect_url.py
index 4e65f1f6c..390e99749 100644
--- a/fastapi/security/open_id_connect_url.py
+++ b/fastapi/security/open_id_connect_url.py
@@ -2,8 +2,9 @@ from typing import Optional
 
 from fastapi.openapi.models import OpenIdConnect as OpenIdConnectModel
 from fastapi.security.base import SecurityBase
+from fastapi.security.utils import handle_exc_for_ws
 from starlette.exceptions import HTTPException
-from starlette.requests import Request
+from starlette.requests import HTTPConnection
 from starlette.status import HTTP_403_FORBIDDEN
 
 
@@ -22,7 +23,8 @@ class OpenIdConnect(SecurityBase):
         self.scheme_name = scheme_name or self.__class__.__name__
         self.auto_error = auto_error
 
-    async def __call__(self, request: Request) -> Optional[str]:
+    @handle_exc_for_ws
+    async def __call__(self, request: HTTPConnection) -> Optional[str]:
         authorization = request.headers.get("Authorization")
         if not authorization:
             if self.auto_error:
diff --git a/fastapi/security/utils.py b/fastapi/security/utils.py
index fa7a450b7..2a0849303 100644
--- a/fastapi/security/utils.py
+++ b/fastapi/security/utils.py
@@ -1,4 +1,10 @@
-from typing import Optional, Tuple
+from functools import wraps
+from typing import Any, Awaitable, Callable, Optional, Tuple, TypeVar
+
+from fastapi.exceptions import HTTPException, WebSocketException
+from starlette.requests import HTTPConnection
+from starlette.status import WS_1008_POLICY_VIOLATION
+from starlette.websockets import WebSocket
 
 
 def get_authorization_scheme_param(
@@ -8,3 +14,24 @@ def get_authorization_scheme_param(
         return "", ""
     scheme, _, param = authorization_header_value.partition(" ")
     return scheme, param
+
+
+_SecurityDepFunc = TypeVar(
+    "_SecurityDepFunc", bound=Callable[[Any, HTTPConnection], Awaitable]
+)
+
+
+def handle_exc_for_ws(func: _SecurityDepFunc) -> _SecurityDepFunc:
+    @wraps(func)
+    async def wrapper(self, request: HTTPConnection, *args, **kwargs):
+        try:
+            return await func(self, request, *args, **kwargs)
+        except HTTPException as e:
+            if not isinstance(request, WebSocket):
+                raise e
+            await request.accept()
+            raise WebSocketException(
+                code=WS_1008_POLICY_VIOLATION, reason=e.detail
+            ) from None
+
+    return wrapper  # type: ignore