diff --git a/pandas/_config/config.py b/pandas/_config/config.py
index 5c3db40828fe3..aef5c3049f295 100644
--- a/pandas/_config/config.py
+++ b/pandas/_config/config.py
@@ -763,10 +763,12 @@ def inner(key: str, *args, **kwds):
     set_option = wrap(set_option)
     get_option = wrap(get_option)
     register_option = wrap(register_option)
-    yield None
-    set_option = _set_option
-    get_option = _get_option
-    register_option = _register_option
+    try:
+        yield
+    finally:
+        set_option = _set_option
+        get_option = _get_option
+        register_option = _register_option
 
 
 # These factories and methods are handy for use as the validator
diff --git a/pandas/_testing/contexts.py b/pandas/_testing/contexts.py
index b92772761e0a7..db35b2e7b4cab 100644
--- a/pandas/_testing/contexts.py
+++ b/pandas/_testing/contexts.py
@@ -191,8 +191,10 @@ def with_csv_dialect(name, **kwargs):
         raise ValueError("Cannot override builtin dialect.")
 
     csv.register_dialect(name, **kwargs)
-    yield
-    csv.unregister_dialect(name)
+    try:
+        yield
+    finally:
+        csv.unregister_dialect(name)
 
 
 @contextmanager
@@ -206,9 +208,11 @@ def use_numexpr(use, min_elements=None):
     oldmin = expr._MIN_ELEMENTS
     set_option("compute.use_numexpr", use)
     expr._MIN_ELEMENTS = min_elements
-    yield
-    expr._MIN_ELEMENTS = oldmin
-    set_option("compute.use_numexpr", olduse)
+    try:
+        yield
+    finally:
+        expr._MIN_ELEMENTS = oldmin
+        set_option("compute.use_numexpr", olduse)
 
 
 class RNGContext:
diff --git a/pandas/util/_test_decorators.py b/pandas/util/_test_decorators.py
index f63212c777048..7c5c0959ceaa0 100644
--- a/pandas/util/_test_decorators.py
+++ b/pandas/util/_test_decorators.py
@@ -259,17 +259,18 @@ def file_leak_context():
         flist = proc.open_files()
         conns = proc.connections()
 
-        yield
-
-        flist2 = proc.open_files()
-        # on some builds open_files includes file position, which we _dont_
-        #  expect to remain unchanged, so we need to compare excluding that
-        flist_ex = [(x.path, x.fd) for x in flist]
-        flist2_ex = [(x.path, x.fd) for x in flist2]
-        assert flist2_ex == flist_ex, (flist2, flist)
-
-        conns2 = proc.connections()
-        assert conns2 == conns, (conns2, conns)
+        try:
+            yield
+        finally:
+            flist2 = proc.open_files()
+            # on some builds open_files includes file position, which we _dont_
+            #  expect to remain unchanged, so we need to compare excluding that
+            flist_ex = [(x.path, x.fd) for x in flist]
+            flist2_ex = [(x.path, x.fd) for x in flist2]
+            assert flist2_ex == flist_ex, (flist2, flist)
+
+            conns2 = proc.connections()
+            assert conns2 == conns, (conns2, conns)
 
 
 def async_mark():