diff --git a/fastapi/security/api_key.py b/fastapi/security/api_key.py
index 496c815a7..416049970 100644
--- a/fastapi/security/api_key.py
+++ b/fastapi/security/api_key.py
@@ -3,8 +3,9 @@ from typing import Optional
 from annotated_doc import Doc
 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
 from typing_extensions import Annotated
 
@@ -108,7 +109,8 @@ 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)
         return self.check_api_key(api_key, self.auto_error)
 
@@ -196,7 +198,8 @@ 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)
         return self.check_api_key(api_key, self.auto_error)
 
@@ -284,6 +287,7 @@ 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)
         return self.check_api_key(api_key, self.auto_error)
diff --git a/fastapi/security/http.py b/fastapi/security/http.py
index 3a5985650..df2cb6b43 100644
--- a/fastapi/security/http.py
+++ b/fastapi/security/http.py
@@ -7,9 +7,9 @@ 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
 from typing_extensions import Annotated
 
@@ -80,8 +80,9 @@ 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)
@@ -185,9 +186,8 @@ 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:
@@ -299,8 +299,9 @@ 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)
@@ -401,8 +402,9 @@ 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 f8d97d762..8c15e905f 100644
--- a/fastapi/security/oauth2.py
+++ b/fastapi/security/oauth2.py
@@ -6,8 +6,8 @@ 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
@@ -377,7 +377,8 @@ 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:
@@ -486,7 +487,8 @@ 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":
@@ -596,7 +598,8 @@ 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 5e99798e6..291160193 100644
--- a/fastapi/security/open_id_connect_url.py
+++ b/fastapi/security/open_id_connect_url.py
@@ -3,8 +3,9 @@ from typing import Optional
 from annotated_doc import Doc
 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
 from typing_extensions import Annotated
 
@@ -73,7 +74,8 @@ 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