diff --git a/esphome/components/captive_portal/captive_portal.h b/esphome/components/captive_portal/captive_portal.h
index 24d1295e6a..6b90e27edf 100644
--- a/esphome/components/captive_portal/captive_portal.h
+++ b/esphome/components/captive_portal/captive_portal.h
@@ -35,6 +35,8 @@ class CaptivePortal : public AsyncWebHandler, public Component {
     this->dns_server_->stop();
     this->dns_server_ = nullptr;
 #endif
+    // Mark loop as done since we no longer need to process DNS requests
+    this->mark_loop_done();
   }
 
   bool canHandle(AsyncWebServerRequest *request) override {