diff --git a/docs/python-api.rst b/docs/python-api.rst
index f9371d5..267591a 100644
--- a/docs/python-api.rst
+++ b/docs/python-api.rst
@@ -123,6 +123,27 @@ You can pass ``strict=True`` to enable `SQLite STRICT mode <https://www.sqlite.o
 
     db = Database("my_database.db", strict=True)
 
+.. _python_api_close:
+
+Closing a database
+------------------
+
+Database objects maintain a connection to the underlying SQLite database. You can explicitly close this connection using the ``.close()`` method:
+
+.. code-block:: python
+
+    db = Database("my_database.db")
+    # ... use the database ...
+    db.close()
+
+The ``Database`` object also works as a context manager, which will automatically close the connection when the ``with`` block exits:
+
+.. code-block:: python
+
+    with Database("my_database.db") as db:
+        db["my_table"].insert({"name": "Example"})
+    # Connection is automatically closed here
+
 .. _python_api_attach:
 
 Attaching additional databases
diff --git a/sqlite_utils/db.py b/sqlite_utils/db.py
index c057eab..f6fe5ed 100644
--- a/sqlite_utils/db.py
+++ b/sqlite_utils/db.py
@@ -382,6 +382,12 @@ class Database:
             pm.hook.prepare_connection(conn=self.conn)
         self.strict = strict
 
+    def __enter__(self) -> "Database":
+        return self
+
+    def __exit__(self, exc_type, exc_val, exc_tb) -> None:
+        self.close()
+
     def close(self) -> None:
         "Close the SQLite connection, and the underlying database file"
         self.conn.close()