diff --git a/skimage/io/util.py b/skimage/io/util.py
index 74158cac..8cda882e 100644
--- a/skimage/io/util.py
+++ b/skimage/io/util.py
@@ -24,10 +24,11 @@ def file_or_url_context(resource_name):
     """Yield name of file from the given resource (i.e. file or url)."""
     if is_url(resource_name):
         _, ext = os.path.splitext(resource_name)
-        with tempfile.NamedTemporaryFile(delete=False, suffix=ext) as f:
-            u = urlopen(resource_name)
-            f.write(u.read())
         try:
+            with tempfile.NamedTemporaryFile(delete=False, suffix=ext) as f:
+                u = urlopen(resource_name)
+                f.write(u.read())
+            # f must be closed before yielding
             yield f.name
         finally:
             os.remove(f.name)