diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index fb6b9f281..52fb1916f 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -19,6 +19,7 @@ Bug Fixes:
 - Update env checker to warn users when using Graph space (@dhruvmalik007).
 - Fixed memory leak in ``VecVideoRecorder`` where ``recorded_frames`` stayed in memory due to reference in the moviepy clip (@copilot)
 - Remove double space in `StopTrainingOnRewardThreshold` callback message (@sea-bass)
+- Add close method to BaseAlgorithm to prevent memory leaks in sequential training loops (#1966)
 
 `SB3-Contrib`_
 ^^^^^^^^^^^^^^
diff --git a/stable_baselines3/common/base_class.py b/stable_baselines3/common/base_class.py
index f2c205166..e4fbd00f1 100644
--- a/stable_baselines3/common/base_class.py
+++ b/stable_baselines3/common/base_class.py
@@ -1,5 +1,6 @@
 """Abstract base classes for RL algorithms."""
 
+import gc
 import io
 import pathlib
 import time
@@ -866,6 +867,30 @@ def save(
 
         save_to_zip_file(path, data=data, params=params_to_save, pytorch_variables=pytorch_variables)
 
+    def close(self) -> None:
+        """
+        Clean up resources after training or prediction to prevent memory leaks
+        when calling :meth:`learn()` repeatedly with new environments.
+
+        Fixes https://github.com/DLR-RM/stable-baselines3/issues/1996
+        """
+        if self.env is not None:
+            self.env.close()
+            self.env = None
+
+        if hasattr(self, "rollout_buffer") and self.rollout_buffer is not None:
+            del self.rollout_buffer
+            self.rollout_buffer = None
+
+        if hasattr(self, "policy") and self.policy is not None:
+            del self.policy
+            self.policy = None
+
+        if self.device.type == "cuda":
+            th.cuda.empty_cache()
+
+        gc.collect()
+
     def dump_logs(self) -> None:
         """
         Write log data. (Implemented by OffPolicyAlgorithm and OnPolicyAlgorithm)