diff --git a/mlos_bench/mlos_bench/schedulers/base_scheduler.py b/mlos_bench/mlos_bench/schedulers/base_scheduler.py
index eaa5527c6d..b711388609 100644
--- a/mlos_bench/mlos_bench/schedulers/base_scheduler.py
+++ b/mlos_bench/mlos_bench/schedulers/base_scheduler.py
@@ -200,8 +200,9 @@ def __enter__(self) -> "Scheduler":
         _LOG.debug("Scheduler START :: %s", self)
         assert self.experiment is None
         assert not self._in_context
-        for trial_runner in self._trial_runners.values():
-            trial_runner.__enter__()
+        # NOTE: We delay entering the context of trial_runners until it's time
+        # to run the trial in order to avoid incompatibilities with
+        # multiprocessing.Pool.
         self._optimizer.__enter__()
         # Start new or resume the existing experiment. Verify that the
         # experiment configuration is compatible with the previous runs.
@@ -235,7 +236,8 @@ def __exit__(
         self._experiment.__exit__(ex_type, ex_val, ex_tb)
         self._optimizer.__exit__(ex_type, ex_val, ex_tb)
         for trial_runner in self._trial_runners.values():
-            trial_runner.__exit__(ex_type, ex_val, ex_tb)
+            # TrialRunners should have already exited their context after running the Trial.
+            assert not trial_runner._in_context  # pylint: disable=protected-access
         self._experiment = None
         self._in_context = False
         return False  # Do not suppress exceptions
@@ -267,7 +269,8 @@ def teardown(self) -> None:
         if self._do_teardown:
             for trial_runner in self._trial_runners.values():
                 assert not trial_runner.is_running
-                trial_runner.teardown()
+                with trial_runner:
+                    trial_runner.teardown()
 
     def get_best_observation(self) -> tuple[dict[str, float] | None, TunableGroups | None]:
         """Get the best observation from the optimizer."""
diff --git a/mlos_bench/mlos_bench/schedulers/sync_scheduler.py b/mlos_bench/mlos_bench/schedulers/sync_scheduler.py
index 4b864942dc..f450b28b8f 100644
--- a/mlos_bench/mlos_bench/schedulers/sync_scheduler.py
+++ b/mlos_bench/mlos_bench/schedulers/sync_scheduler.py
@@ -39,5 +39,6 @@ def run_trial(self, trial: Storage.Trial) -> None:
         super().run_trial(trial)
         # In the sync scheduler we run each trial on its own TrialRunner in sequence.
         trial_runner = self.get_trial_runner(trial)
-        trial_runner.run_trial(trial, self.global_config)
-        _LOG.info("QUEUE: Finished trial: %s on %s", trial, trial_runner)
+        with trial_runner:
+            trial_runner.run_trial(trial, self.global_config)
+            _LOG.info("QUEUE: Finished trial: %s on %s", trial, trial_runner)