diff --git a/docs/gui.rst b/docs/gui.rst
index 436db4dce7116..26e1302bc93d6 100644
--- a/docs/gui.rst
+++ b/docs/gui.rst
@@ -201,6 +201,37 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
     gui.get_event((ti.GUI.PRESS, ti.GUI.ESCAPE), (ti.GUI.RELEASE, ti.GUI.SPACE))
 
 
+.. attribute:: gui.running
+
+    :parameter gui: (GUI)
+    :return: (bool) ``True`` if ``ti.GUI.EXIT`` event occurred, vice versa
+
+    ``ti.GUI.EXIT`` occurs when you click on the close (X) button of a window.
+    So ``gui.running`` will obtain ``False`` when the GUI is being closed.
+
+    For example, loop until the close button is clicked:
+
+    ::
+
+        while gui.running:
+            render()
+            gui.set_image(pixels)
+            gui.show()
+
+
+    You can also close the window by manually setting ``gui.running`` to ``False``:
+
+    ::
+
+        while gui.running:
+            if gui.get_event(ti.GUI.ESCAPE):
+                gui.running = False
+
+            render()
+            gui.set_image(pixels)
+            gui.show()
+
+
 .. function:: gui.get_event(a, ...)
 
     :parameter gui: (GUI)
@@ -213,8 +244,8 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
 
     ::
 
-        while gui.get_event():
-            print('Event key', gui.event.key)
+        if gui.get_event():
+            print('Got event, key =', gui.event.key)
 
 
     For example, loop until ESC is pressed:
@@ -226,6 +257,7 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
             gui.set_image(img)
             gui.show()
 
+
 .. function:: gui.get_events(a, ...)
 
     :parameter gui: (GUI)
@@ -244,6 +276,7 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
             elif e.type in ['a', ti.GUI.LEFT]:
                 ...
 
+
 .. function:: gui.is_pressed(key, ...)
 
     :parameter gui: (GUI)
@@ -264,6 +297,7 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
                 elif gui.is_pressed('d', ti.GUI.RIGHT):
                     print('Go right!')
 
+
 .. function:: gui.get_cursor_pos()
 
     :parameter gui: (GUI)
@@ -276,6 +310,7 @@ A *event filter* is a list combined of *key*, *type* and *(type, key)* tuple, e.
         mouse_x, mouse_y = gui.get_cursor_pos()
 
 
+
 Image I/O
 ---------
 
diff --git a/examples/euler.py b/examples/euler.py
index be5baf675cf68..9a564f133e862 100644
--- a/examples/euler.py
+++ b/examples/euler.py
@@ -449,7 +449,7 @@ def paint():
 set_bc()
 
 n = 0
-while (1):
+while gui.running:
     calc_dt()
     copy_to_old()
     for rk_step in range(2):
diff --git a/examples/game_of_life.py b/examples/game_of_life.py
index 62d542181c4b6..2802aafe2cedf 100644
--- a/examples/game_of_life.py
+++ b/examples/game_of_life.py
@@ -53,12 +53,12 @@ def render():
 print('Press the spacebar to run.')
 
 render()
-while True:
+while gui.running:
     while gui.get_event(ti.GUI.PRESS):
         if gui.event.key == ti.GUI.SPACE:
             run()
             render()
         elif gui.event.key == ti.GUI.ESCAPE:
-            exit()
+            gui.running = False
     gui.set_image(img.to_numpy().astype(np.uint8))
     gui.show()
diff --git a/examples/keyboard.py b/examples/keyboard.py
index 15bbcbbc6f68d..932d550298be0 100644
--- a/examples/keyboard.py
+++ b/examples/keyboard.py
@@ -5,10 +5,10 @@
 
 gui = ti.GUI("Keyboard", res=(400, 400))
 
-while True:
+while gui.running:
     while gui.get_event(ti.GUI.PRESS):
         if gui.event.key == ti.GUI.ESCAPE:
-            exit()
+            gui.running = False
         elif gui.event.key == ti.GUI.RMB:
             x, y = gui.event.pos
 
diff --git a/examples/mpm128.py b/examples/mpm128.py
index a9274d63409b1..833c816f93fa2 100644
--- a/examples/mpm128.py
+++ b/examples/mpm128.py
@@ -1,6 +1,8 @@
 import taichi as ti
 import numpy as np
+
 ti.init(arch=ti.gpu) # Try to run on GPU
+
 quality = 1 # Use a larger value for higher-res simulations
 n_particles, n_grid = 9000 * quality ** 2, 128 * quality
 dx, inv_dx = 1 / n_grid, float(n_grid)
@@ -105,7 +107,7 @@ def reset():
 for frame in range(20000):
   while gui.get_event(ti.GUI.PRESS):
     if gui.event.key == 'r': reset()
-    elif gui.event.key == ti.GUI.ESCAPE: exit(0)
+    elif gui.event.key in [ti.GUI.ESCAPE, ti.GUI.EXIT]: exit(0)
   if gui.event is not None: gravity[None] = [0, 0] # if had any event
   if gui.is_pressed(ti.GUI.LEFT,  'a'): gravity[None][0] = -1
   if gui.is_pressed(ti.GUI.RIGHT, 'd'): gravity[None][0] = 1
diff --git a/examples/mpm88.py b/examples/mpm88.py
index eabbc4d7bce8e..e125ff942d45b 100644
--- a/examples/mpm88.py
+++ b/examples/mpm88.py
@@ -1,6 +1,5 @@
 import taichi as ti
 import random
-
 ti.init(arch=ti.gpu)
 
 dim = 2
@@ -73,21 +72,17 @@ def substep():
     J[p] *= 1 + dt * new_C.trace()
     C[p] = new_C
 
-
-gui = ti.GUI("MPM88", (512, 512))
-
 for i in range(n_particles):
   x[i] = [random.random() * 0.4 + 0.2, random.random() * 0.4 + 0.2]
   v[i] = [0, -1]
   J[i] = 1
 
+gui = ti.GUI("MPM88", (512, 512))
 for frame in range(20000):
   for s in range(50):
     grid_v.fill([0, 0])
     grid_m.fill(0)
     substep()
-
   gui.clear(0x112F41)
-  pos = x.to_numpy()
-  gui.circles(pos, radius=1.5, color=0x068587)
+  gui.circles(x.to_numpy(), radius=1.5, color=0x068587)
   gui.show()
diff --git a/examples/mpm99.py b/examples/mpm99.py
index da0c306daa933..6326e2d04029b 100644
--- a/examples/mpm99.py
+++ b/examples/mpm99.py
@@ -91,7 +91,7 @@ def initialize():
     Jp[i] = 1
 initialize()
 gui = ti.GUI("Taichi MLS-MPM-99", res=512, background_color=0x112F41)
-while not gui.get_event(ti.GUI.ESCAPE):
+while not gui.get_event(ti.GUI.ESCAPE, ti.GUI.EXIT):
   for s in range(int(2e-3 // dt)):
     substep()
   colors = np.array([0x068587, 0xED553B, 0xEEEEF0], dtype=np.uint32)
diff --git a/examples/nbody_oscillator.py b/examples/nbody_oscillator.py
index 6589111b5fc2e..935319fdee7db 100644
--- a/examples/nbody_oscillator.py
+++ b/examples/nbody_oscillator.py
@@ -42,7 +42,7 @@ def advance(dt: ti.f32):
 gui = ti.GUI("n-body", res=(400, 400))
 
 initialize()
-while not gui.get_event(ti.GUI.ESCAPE):
+while not gui.get_event(ti.GUI.ESCAPE, ti.GUI.EXIT):
     _pos = pos.to_numpy()
     gui.circles(_pos, radius=1, color=0x66ccff)
     gui.show()
diff --git a/examples/pbf2d.py b/examples/pbf2d.py
index 22d80afe5bacb..4cca876e0ae5e 100644
--- a/examples/pbf2d.py
+++ b/examples/pbf2d.py
@@ -337,7 +337,7 @@ def main():
     print(f'boundary={boundary} grid={grid_size} cell_size={cell_size}')
     gui = ti.GUI('PBF2D', screen_res)
     print_counter = 0
-    while True:
+    while gui.running:
         move_board()
         run_pbf()
         print_counter += 1
diff --git a/examples/quadtree.py b/examples/quadtree.py
index e1c481fda38b3..4e3db0cbafeff 100644
--- a/examples/quadtree.py
+++ b/examples/quadtree.py
@@ -56,7 +56,7 @@ def vec2_npf32(m):
 
 
 gui = ti.GUI('Quadtree', (RES, RES))
-while not gui.get_event(ti.GUI.PRESS):
+while not gui.get_event(ti.GUI.ESCAPE, ti.GUI.EXIT):
     Broot.deactivate_all()
     pos = gui.get_cursor_pos()
     action(vec2_npf32(pos))
diff --git a/examples/taichi_logo.py b/examples/taichi_logo.py
index 3c1f6b1b66623..a5d7c91247d84 100644
--- a/examples/taichi_logo.py
+++ b/examples/taichi_logo.py
@@ -55,6 +55,6 @@ def paint():
 paint()
 
 gui = ti.GUI('Logo', (512, 512))
-while True:
+while gui.get_event(ti.GUI.ESCAPE, ti.GUI.EXIT):
     gui.set_image(x.to_numpy())
     gui.show()
diff --git a/examples/waterwave.py b/examples/waterwave.py
index ba5ddd0ed200e..ee198da30a28b 100644
--- a/examples/waterwave.py
+++ b/examples/waterwave.py
@@ -93,7 +93,7 @@ def paint():
 gui = ti.GUI("Water Wave", shape)
 for frame in range(100000):
     for e in gui.get_events(ti.GUI.PRESS):
-        if e.key == ti.GUI.ESCAPE:
+        if e.key in [ti.GUI.ESCAPE, ti.GUI.EXIT]:
             exit()
         elif e.key == 'r':
             reset()
diff --git a/python/taichi/misc/gui.py b/python/taichi/misc/gui.py
index 0205ccd651a26..4b4f35a9d8dff 100644
--- a/python/taichi/misc/gui.py
+++ b/python/taichi/misc/gui.py
@@ -23,6 +23,7 @@ class Event:
     LMB = 'LMB'
     MMB = 'MMB'
     RMB = 'RMB'
+    EXIT = 'WMClose'
     RELEASE = False
     PRESS = True
 
@@ -44,6 +45,12 @@ def __init__(self, name, res=512, background_color=0x0):
             self.core.set_profiler(
                 ti.core.get_current_program().get_profiler())
 
+    def __enter__(self):
+        return self
+
+    def __exit__(self, type, val, tb):
+        self.core = None  # dereference to call GUI::~GUI()
+
     def clear(self, color=None):
         if color is None:
             color = self.background_color
@@ -209,7 +216,8 @@ def get_event(self, *filter):
         for e in self.get_events(*filter):
             self.event = e
             return True
-        return False
+        else:
+            return False
 
     def get_events(self, *filter):
         filter = filter and GUI.EventFilter(*filter) or None
@@ -254,10 +262,26 @@ def get_cursor_pos(self):
         return pos[0], pos[1]
 
     def has_key_pressed(self):
+        import warnings
+        warnings.warn(
+            'gui.has_key_pressed() is deprecated, use gui.get_event() instead.',
+            DeprecationWarning,
+            stacklevel=3)
         if self.has_key_event():
             self.get_key_event()  # pop to update self.key_pressed
         return len(self.key_pressed) != 0
 
+    @property
+    def running(self):
+        return not self.core.should_close
+
+    @running.setter
+    def running(self, value):
+        if value:
+            self.core.should_close = 0
+        elif not self.core.should_close:
+            self.core.should_close = 1
+
 
 def rgb_to_hex(c):
     to255 = lambda x: min(255, max(0, int(x * 255)))
diff --git a/python/taichi/misc/image.py b/python/taichi/misc/image.py
index 09cbb1fd98973..f3519dc886887 100644
--- a/python/taichi/misc/image.py
+++ b/python/taichi/misc/image.py
@@ -44,8 +44,12 @@ def imshow(img, window_name='Taichi'):
         img = img.to_numpy()
     assert len(img.shape) in [2,
                               3], "Image must be either RGB/RGBA or greyscale"
-    gui = ti.GUI(window_name, res=img.shape[:2])
-    img = gui.cook_image(img)
-    while not gui.get_event(ti.GUI.ESCAPE):
-        gui.set_image(img)
-        gui.show()
+
+    with ti.GUI(window_name, res=img.shape[:2]) as gui:
+        img = gui.cook_image(img)
+        while gui.running:
+            if gui.get_event(ti.GUI.ESCAPE):
+                gui.running = False
+
+            gui.set_image(img)
+            gui.show()
diff --git a/taichi/gui/gui.h b/taichi/gui/gui.h
index b0390f1509bf3..e1f3d3457a2ad 100644
--- a/taichi/gui/gui.h
+++ b/taichi/gui/gui.h
@@ -428,6 +428,7 @@ class GUIBaseX11 {
   void *visual;
   unsigned long window;
   CXImage *img;
+  std::vector<char> wmDeleteMessage;
 };
 
 using GUIBase = GUIBaseX11;
@@ -470,6 +471,7 @@ class GUI : public GUIBase {
   std::unique_ptr<Canvas> canvas;
   float64 last_frame_time;
   bool key_pressed;
+  int should_close{0};
   std::vector<std::string> log_entries;
   Vector2i cursor_pos;
   bool button_status[3];
@@ -705,6 +707,12 @@ class GUI : public GUIBase {
 
   void process_event();
 
+  void send_window_close_message() {
+    key_events.push_back(
+        GUI::KeyEvent{GUI::KeyEvent::Type::press, "WMClose", cursor_pos});
+    should_close++;
+  }
+
   void mouse_event(MouseEvent e) {
     if (e.type == MouseEvent::Type::press) {
       button_status[0] = true;
@@ -777,6 +785,18 @@ class GUI : public GUIBase {
     }
     last_frame_time = taichi::Time::get_time();
     redraw();
+    // Some old examples / users don't even provide a `break` statement for us
+    // to terminate loop. So we have to terminate the program with RuntimeError
+    // if ti.GUI.EXIT event is not processed. Pretty like SIGTERM, you can hook
+    // it, but you have to terminate after your handler is done.
+    if (should_close) {
+      if (++should_close > 5) {
+        // if the event is not processed in 5 frames, raise RuntimeError
+        throw std::string(
+            "Window close button clicked, exiting... (use `while gui.running` "
+            "to exit gracefully)");
+      }
+    }
     process_event();
     while (last_frame_interval.size() > 30) {
       last_frame_interval.erase(last_frame_interval.begin());
diff --git a/taichi/gui/win32.cpp b/taichi/gui/win32.cpp
index 802311048ce32..fe4ac9ff4d835 100644
--- a/taichi/gui/win32.cpp
+++ b/taichi/gui/win32.cpp
@@ -69,10 +69,6 @@ LRESULT CALLBACK WindowProc(HWND hwnd,
   using namespace taichi;
   int x, y;
   switch (uMsg) {
-    case WM_DESTROY:
-      PostQuitMessage(0);
-      exit(0);
-      return 0;
     case WM_LBUTTONDOWN:
       gui->mouse_event(
           GUI::MouseEvent{GUI::MouseEvent::Type::press, gui->cursor_pos});
@@ -122,7 +118,8 @@ LRESULT CALLBACK WindowProc(HWND hwnd,
                                               gui->cursor_pos});
       break;
     case WM_CLOSE:
-      exit(0);
+      // https://stackoverflow.com/questions/3155782/what-is-the-difference-between-wm-quit-wm-close-and-wm-destroy-in-a-windows-pr
+      gui->send_window_close_message();
       break;
   }
   return DefWindowProc(hwnd, uMsg, wParam, lParam);
diff --git a/taichi/gui/x11.cpp b/taichi/gui/x11.cpp
index b8f2e0a02dc69..e3c78effb864c 100644
--- a/taichi/gui/x11.cpp
+++ b/taichi/gui/x11.cpp
@@ -3,6 +3,7 @@
 #if defined(TI_GUI_X11)
 #include <X11/Xlib.h>
 #include <X11/Xutil.h>
+#include <cstdlib>
 
 // Undo terrible unprefixed macros in X.h
 #ifdef None
@@ -73,6 +74,12 @@ void GUI::process_event() {
     switch (ev.type) {
       case Expose:
         break;
+      case ClientMessage:
+        // https://stackoverflow.com/questions/10792361/how-do-i-gracefully-exit-an-x11-event-loop
+        if (ev.xclient.data.l[0] == *(Atom *)wmDeleteMessage.data()) {
+          send_window_close_message();
+        }
+        break;
       case MotionNotify:
         set_mouse_pos(ev.xbutton.x, height - ev.xbutton.y - 1);
         mouse_event(MouseEvent{MouseEvent::Type::move, cursor_pos});
@@ -114,6 +121,11 @@ void GUI::create_window() {
                ButtonPressMask | ExposureMask | KeyPressMask | KeyReleaseMask |
                    ButtonPress | ButtonReleaseMask | EnterWindowMask |
                    LeaveWindowMask | PointerMotionMask);
+  wmDeleteMessage = std::vector<char>(sizeof(Atom));
+  *(Atom *)wmDeleteMessage.data() =
+      XInternAtom((Display *)display, "WM_DELETE_WINDOW", False);
+  XSetWMProtocols((Display *)display, window, (Atom *)wmDeleteMessage.data(),
+                  1);
   XMapWindow((Display *)display, window);
   img = new CXImage((Display *)display, (Visual *)visual, width, height);
 }
@@ -129,6 +141,7 @@ void GUI::set_title(std::string title) {
 }
 
 GUI::~GUI() {
+  XCloseDisplay((Display *)display);
   delete img;
 }
 
diff --git a/taichi/python/export_visual.cpp b/taichi/python/export_visual.cpp
index f28148b417129..3ad2d66a8534c 100644
--- a/taichi/python/export_visual.cpp
+++ b/taichi/python/export_visual.cpp
@@ -15,6 +15,7 @@ void export_visual(py::module &m) {
   using Circle = Canvas::Circle;
   py::class_<GUI>(m, "GUI")
       .def(py::init<std::string, Vector2i>())
+      .def_readwrite("should_close", &GUI::should_close)
       .def("get_canvas", &GUI::get_canvas, py::return_value_policy::reference)
       .def("set_img",
            [&](GUI *gui, std::size_t ptr) {