diff --git a/homeassistant/components/rest/sensor.py b/homeassistant/components/rest/sensor.py
index dbe1d75f6af4..0ed62abd001a 100644
--- a/homeassistant/components/rest/sensor.py
+++ b/homeassistant/components/rest/sensor.py
@@ -5,6 +5,7 @@ from xml.parsers.expat import ExpatError
 
 from jsonpath import jsonpath
 import requests
+from requests import Session
 from requests.auth import HTTPBasicAuth, HTTPDigestAuth
 import voluptuous as vol
 import xmltodict
@@ -271,9 +272,14 @@ class RestData:
         self._request_data = data
         self._verify_ssl = verify_ssl
         self._timeout = timeout
+        self._http_session = Session()
         self.data = None
         self.headers = None
 
+    def __del__(self):
+        """Destroy the http session on destroy."""
+        self._http_session.close()
+
     def set_url(self, url):
         """Set url."""
         self._resource = url
@@ -282,7 +288,7 @@ class RestData:
         """Get the latest data from REST service with provided method."""
         _LOGGER.debug("Updating from %s", self._resource)
         try:
-            response = requests.request(
+            response = self._http_session.request(
                 self._method,
                 self._resource,
                 headers=self._headers,
diff --git a/tests/components/rest/test_sensor.py b/tests/components/rest/test_sensor.py
index 74f7faae4b34..cd2a911292c3 100644
--- a/tests/components/rest/test_sensor.py
+++ b/tests/components/rest/test_sensor.py
@@ -672,7 +672,7 @@ class TestRestData(unittest.TestCase):
         self.rest.update()
         assert "test data" == self.rest.data
 
-    @patch("requests.request", side_effect=RequestException)
+    @patch("requests.Session.request", side_effect=RequestException)
     def test_update_request_exception(self, mock_req):
         """Test update when a request exception occurs."""
         self.rest.update()