diff --git a/onnxruntime/python/tools/quantization/shape_inference.py b/onnxruntime/python/tools/quantization/shape_inference.py
index eff3dc0bcdc35..b7d4726610387 100644
--- a/onnxruntime/python/tools/quantization/shape_inference.py
+++ b/onnxruntime/python/tools/quantization/shape_inference.py
@@ -99,7 +99,10 @@ def quant_pre_process(
                 sess_option = onnxruntime.SessionOptions()
                 sess_option.optimized_model_filepath = opt_model_path
                 sess_option.graph_optimization_level = onnxruntime.GraphOptimizationLevel.ORT_ENABLE_BASIC
-                _ = onnxruntime.InferenceSession(input_model_path, sess_option, providers=["CPUExecutionProvider"])
+                sess = onnxruntime.InferenceSession(input_model_path, sess_option, providers=["CPUExecutionProvider"])
+                # Close the session to avoid the cleanup error on Windows for temp folders
+                # https://github.com/microsoft/onnxruntime/issues/17627
+                del sess
             except Exception:
                 logger.error(
                     "ONNX Runtime Model Optimization Failed! Consider rerun with option `--skip_optimization'."