diff --git a/server/server.go b/server/server.go
index ba915c64f23cb..42031fce9ffa1 100644
--- a/server/server.go
+++ b/server/server.go
@@ -790,6 +790,17 @@ func killConn(conn *clientConn) {
 	}
 }
 
+// KillSysProcesses kill sys processes such as auto analyze.
+func (s *Server) KillSysProcesses() {
+	if s.dom == nil {
+		return
+	}
+	sysProcTracker := s.dom.SysProcTracker()
+	for connID := range sysProcTracker.GetSysProcessList() {
+		sysProcTracker.KillSysProcess(connID)
+	}
+}
+
 // KillAllConnections kills all connections when server is not gracefully shutdown.
 func (s *Server) KillAllConnections() {
 	logutil.BgLogger().Info("[server] kill all connections.")
@@ -804,12 +815,7 @@ func (s *Server) KillAllConnections() {
 		killConn(conn)
 	}
 
-	if s.dom != nil {
-		sysProcTracker := s.dom.SysProcTracker()
-		for connID := range sysProcTracker.GetSysProcessList() {
-			sysProcTracker.KillSysProcess(connID)
-		}
-	}
+	s.KillSysProcesses()
 }
 
 var gracefulCloseConnectionsTimeout = 15 * time.Second
diff --git a/tidb-server/main.go b/tidb-server/main.go
index 97ad1917105ca..05e16e67db8be 100644
--- a/tidb-server/main.go
+++ b/tidb-server/main.go
@@ -828,6 +828,9 @@ func cleanup(svr *server.Server, storage kv.Storage, dom *domain.Domain, gracefu
 	if graceful {
 		done := make(chan struct{})
 		svr.GracefulDown(context.Background(), done)
+		// Kill sys processes such as auto analyze. Otherwise, tidb-server cannot exit until auto analyze is finished.
+		// See https://github.com/pingcap/tidb/issues/40038 for details.
+		svr.KillSysProcesses()
 	} else {
 		svr.TryGracefulDown()
 	}