diff --git a/library/core/src/main/java/com/google/android/exoplayer2/offline/DownloadManager.java b/library/core/src/main/java/com/google/android/exoplayer2/offline/DownloadManager.java
index 24d7993141..32931d9f32 100644
--- a/library/core/src/main/java/com/google/android/exoplayer2/offline/DownloadManager.java
+++ b/library/core/src/main/java/com/google/android/exoplayer2/offline/DownloadManager.java
@@ -1284,8 +1284,6 @@ public final class DownloadManager {
       if (!isCanceled) {
         isCanceled = true;
         downloader.cancel();
-        // TODO - This will need propagating deeper as soon as we start using additional threads.
-        interrupt();
       }
     }
 
diff --git a/library/core/src/main/java/com/google/android/exoplayer2/offline/ProgressiveDownloader.java b/library/core/src/main/java/com/google/android/exoplayer2/offline/ProgressiveDownloader.java
index ad3f901653..6ad186b575 100644
--- a/library/core/src/main/java/com/google/android/exoplayer2/offline/ProgressiveDownloader.java
+++ b/library/core/src/main/java/com/google/android/exoplayer2/offline/ProgressiveDownloader.java
@@ -35,6 +35,8 @@ public final class ProgressiveDownloader implements Downloader {
   private final CacheDataSource dataSource;
   private final AtomicBoolean isCanceled;
 
+  @Nullable private volatile Thread downloadThread;
+
   /**
    * @param uri Uri of the data to be downloaded.
    * @param customCacheKey A custom key that uniquely identifies the original stream. Used for cache
@@ -74,6 +76,10 @@ public final class ProgressiveDownloader implements Downloader {
 
   @Override
   public void download(@Nullable ProgressListener progressListener) throws IOException {
+    downloadThread = Thread.currentThread();
+    if (isCanceled.get()) {
+      return;
+    }
     @Nullable PriorityTaskManager priorityTaskManager = dataSource.getUpstreamPriorityTaskManager();
     if (priorityTaskManager != null) {
       priorityTaskManager.add(C.PRIORITY_DOWNLOAD);
@@ -96,6 +102,10 @@ public final class ProgressiveDownloader implements Downloader {
   @Override
   public void cancel() {
     isCanceled.set(true);
+    @Nullable Thread downloadThread = this.downloadThread;
+    if (downloadThread != null) {
+      downloadThread.interrupt();
+    }
   }
 
   @Override
diff --git a/library/core/src/main/java/com/google/android/exoplayer2/offline/SegmentDownloader.java b/library/core/src/main/java/com/google/android/exoplayer2/offline/SegmentDownloader.java
index b332b85a4d..601945c69d 100644
--- a/library/core/src/main/java/com/google/android/exoplayer2/offline/SegmentDownloader.java
+++ b/library/core/src/main/java/com/google/android/exoplayer2/offline/SegmentDownloader.java
@@ -76,6 +76,8 @@ public abstract class SegmentDownloader<M extends FilterableManifest<M>> impleme
   private final Executor executor;
   private final AtomicBoolean isCanceled;
 
+  @Nullable private volatile Thread downloadThread;
+
   /**
    * @param manifestUri The {@link Uri} of the manifest to be downloaded.
    * @param manifestParser A parser for the manifest.
@@ -103,6 +105,10 @@ public abstract class SegmentDownloader<M extends FilterableManifest<M>> impleme
 
   @Override
   public final void download(@Nullable ProgressListener progressListener) throws IOException {
+    downloadThread = Thread.currentThread();
+    if (isCanceled.get()) {
+      return;
+    }
     @Nullable
     PriorityTaskManager priorityTaskManager =
         cacheDataSourceFactory.getUpstreamPriorityTaskManager();
@@ -183,6 +189,10 @@ public abstract class SegmentDownloader<M extends FilterableManifest<M>> impleme
   @Override
   public void cancel() {
     isCanceled.set(true);
+    @Nullable Thread downloadThread = this.downloadThread;
+    if (downloadThread != null) {
+      downloadThread.interrupt();
+    }
   }
 
   @Override