diff --git a/checkpoint.go b/checkpoint.go
index d1cad4c10..1c6239232 100644
--- a/checkpoint.go
+++ b/checkpoint.go
@@ -128,7 +128,7 @@ func Checkpoint(w *wal.WAL, from, to int, keep func(id uint64) bool, mint int64)
 		defer sgmReader.Close()
 	}
 
-	cpdir := filepath.Join(w.Dir(), fmt.Sprintf("checkpoint.%06d", to))
+	cpdir := filepath.Join(w.Dir(), fmt.Sprintf(checkpointPrefix+"%06d", to))
 	cpdirtmp := cpdir + ".tmp"
 
 	if err := os.MkdirAll(cpdirtmp, 0777); err != nil {
@@ -139,6 +139,12 @@ func Checkpoint(w *wal.WAL, from, to int, keep func(id uint64) bool, mint int64)
 		return nil, errors.Wrap(err, "open checkpoint")
 	}
 
+	// Ensures that an early return caused by an error doesn't leave any tmp files.
+	defer func() {
+		cp.Close()
+		os.RemoveAll(cpdirtmp)
+	}()
+
 	r := wal.NewReader(sgmReader)
 
 	var (
diff --git a/checkpoint_test.go b/checkpoint_test.go
index 8538cf0c6..8b13c152a 100644
--- a/checkpoint_test.go
+++ b/checkpoint_test.go
@@ -15,11 +15,14 @@
 package tsdb
 
 import (
+	"fmt"
 	"io/ioutil"
 	"os"
 	"path/filepath"
+	"strings"
 	"testing"
 
+	"github.com/pkg/errors"
 	"github.com/prometheus/tsdb/fileutil"
 	"github.com/prometheus/tsdb/labels"
 	"github.com/prometheus/tsdb/testutil"
@@ -180,3 +183,30 @@ func TestCheckpoint(t *testing.T) {
 		{Ref: 4, Labels: labels.FromStrings("a", "b", "c", "4")},
 	}, series)
 }
+
+func TestCheckpointNoTmpFolderAfterError(t *testing.T) {
+	// Create a new wal with an invalid records.
+	dir, err := ioutil.TempDir("", "test_checkpoint")
+	testutil.Ok(t, err)
+	defer os.RemoveAll(dir)
+	w, err := wal.NewSize(nil, nil, dir, 64*1024)
+	testutil.Ok(t, err)
+	testutil.Ok(t, w.Log([]byte{99}))
+	w.Close()
+
+	// Run the checkpoint and since the wal contains an invalid records this should return an error.
+	_, err = Checkpoint(w, 0, 1, nil, 0)
+	testutil.NotOk(t, err)
+
+	// Walk the wal dir to make sure there are no tmp folder left behind after the error.
+	err = filepath.Walk(w.Dir(), func(path string, info os.FileInfo, err error) error {
+		if err != nil {
+			return errors.Wrapf(err, "access err %q: %v\n", path, err)
+		}
+		if info.IsDir() && strings.HasSuffix(info.Name(), ".tmp") {
+			return fmt.Errorf("wal dir contains temporary folder:%s", info.Name())
+		}
+		return nil
+	})
+	testutil.Ok(t, err)
+}
diff --git a/wal/wal.go b/wal/wal.go
index 92374e312..5433fd042 100644
--- a/wal/wal.go
+++ b/wal/wal.go
@@ -164,6 +164,7 @@ type WAL struct {
 	page        *page    // active page
 	stopc       chan chan struct{}
 	actorc      chan func()
+	closed      bool // To allow calling Close() more than once without blocking.
 
 	fsyncDuration   prometheus.Summary
 	pageFlushes     prometheus.Counter
@@ -584,6 +585,10 @@ func (w *WAL) Close() (err error) {
 	w.mtx.Lock()
 	defer w.mtx.Unlock()
 
+	if w.closed {
+		return nil
+	}
+
 	// Flush the last page and zero out all its remaining size.
 	// We must not flush an empty page as it would falsely signal
 	// the segment is done if we start writing to it again after opening.
@@ -603,7 +608,7 @@ func (w *WAL) Close() (err error) {
 	if err := w.segment.Close(); err != nil {
 		level.Error(w.logger).Log("msg", "close previous segment", "err", err)
 	}
-
+	w.closed = true
 	return nil
 }