diff --git a/redis/asyncio/connection.py b/redis/asyncio/connection.py
index 95390bd66c..db8025b6f2 100644
--- a/redis/asyncio/connection.py
+++ b/redis/asyncio/connection.py
@@ -295,13 +295,18 @@ async def connect(self):
         """Connects to the Redis server if not already connected"""
         await self.connect_check_health(check_health=True)
 
-    async def connect_check_health(self, check_health: bool = True):
+    async def connect_check_health(
+        self, check_health: bool = True, retry_socket_connect: bool = True
+    ):
         if self.is_connected:
             return
         try:
-            await self.retry.call_with_retry(
-                lambda: self._connect(), lambda error: self.disconnect()
-            )
+            if retry_socket_connect:
+                await self.retry.call_with_retry(
+                    lambda: self._connect(), lambda error: self.disconnect()
+                )
+            else:
+                await self._connect()
         except asyncio.CancelledError:
             raise  # in 3.7 and earlier, this is an Exception, not BaseException
         except (socket.timeout, asyncio.TimeoutError):
diff --git a/redis/asyncio/sentinel.py b/redis/asyncio/sentinel.py
index 0bf7086555..d0455ab6eb 100644
--- a/redis/asyncio/sentinel.py
+++ b/redis/asyncio/sentinel.py
@@ -11,8 +11,12 @@
     SSLConnection,
 )
 from redis.commands import AsyncSentinelCommands
-from redis.exceptions import ConnectionError, ReadOnlyError, ResponseError, TimeoutError
-from redis.utils import str_if_bytes
+from redis.exceptions import (
+    ConnectionError,
+    ReadOnlyError,
+    ResponseError,
+    TimeoutError,
+)
 
 
 class MasterNotFoundError(ConnectionError):
@@ -37,11 +41,10 @@ def __repr__(self):
 
     async def connect_to(self, address):
         self.host, self.port = address
-        await super().connect()
-        if self.connection_pool.check_connection:
-            await self.send_command("PING")
-            if str_if_bytes(await self.read_response()) != "PONG":
-                raise ConnectionError("PING failed")
+        await self.connect_check_health(
+            check_health=self.connection_pool.check_connection,
+            retry_socket_connect=False,
+        )
 
     async def _connect_retry(self):
         if self._reader:
diff --git a/redis/connection.py b/redis/connection.py
index d457b1015c..a456514a88 100644
--- a/redis/connection.py
+++ b/redis/connection.py
@@ -378,13 +378,18 @@ def connect(self):
         "Connects to the Redis server if not already connected"
         self.connect_check_health(check_health=True)
 
-    def connect_check_health(self, check_health: bool = True):
+    def connect_check_health(
+        self, check_health: bool = True, retry_socket_connect: bool = True
+    ):
         if self._sock:
             return
         try:
-            sock = self.retry.call_with_retry(
-                lambda: self._connect(), lambda error: self.disconnect(error)
-            )
+            if retry_socket_connect:
+                sock = self.retry.call_with_retry(
+                    lambda: self._connect(), lambda error: self.disconnect(error)
+                )
+            else:
+                sock = self._connect()
         except socket.timeout:
             raise TimeoutError("Timeout connecting to server")
         except OSError as e:
diff --git a/redis/sentinel.py b/redis/sentinel.py
index 198639c932..f12bd8dd5d 100644
--- a/redis/sentinel.py
+++ b/redis/sentinel.py
@@ -5,8 +5,12 @@
 from redis.client import Redis
 from redis.commands import SentinelCommands
 from redis.connection import Connection, ConnectionPool, SSLConnection
-from redis.exceptions import ConnectionError, ReadOnlyError, ResponseError, TimeoutError
-from redis.utils import str_if_bytes
+from redis.exceptions import (
+    ConnectionError,
+    ReadOnlyError,
+    ResponseError,
+    TimeoutError,
+)
 
 
 class MasterNotFoundError(ConnectionError):
@@ -35,11 +39,11 @@ def __repr__(self):
 
     def connect_to(self, address):
         self.host, self.port = address
-        super().connect()
-        if self.connection_pool.check_connection:
-            self.send_command("PING")
-            if str_if_bytes(self.read_response()) != "PONG":
-                raise ConnectionError("PING failed")
+
+        self.connect_check_health(
+            check_health=self.connection_pool.check_connection,
+            retry_socket_connect=False,
+        )
 
     def _connect_retry(self):
         if self._sock:
diff --git a/tests/test_asyncio/test_sentinel_managed_connection.py b/tests/test_asyncio/test_sentinel_managed_connection.py
index 01f717ee38..5a511b2793 100644
--- a/tests/test_asyncio/test_sentinel_managed_connection.py
+++ b/tests/test_asyncio/test_sentinel_managed_connection.py
@@ -33,4 +33,5 @@ async def mock_connect():
     conn._connect.side_effect = mock_connect
     await conn.connect()
     assert conn._connect.call_count == 3
+    assert connection_pool.get_master_address.call_count == 3
     await conn.disconnect()
diff --git a/tests/test_sentinel_managed_connection.py b/tests/test_sentinel_managed_connection.py
new file mode 100644
index 0000000000..6fe5f7cd5b
--- /dev/null
+++ b/tests/test_sentinel_managed_connection.py
@@ -0,0 +1,34 @@
+import socket
+
+from redis.retry import Retry
+from redis.sentinel import SentinelManagedConnection
+from redis.backoff import NoBackoff
+from unittest import mock
+
+
+def test_connect_retry_on_timeout_error(master_host):
+    """Test that the _connect function is retried in case of a timeout"""
+    connection_pool = mock.Mock()
+    connection_pool.get_master_address = mock.Mock(
+        return_value=(master_host[0], master_host[1])
+    )
+    conn = SentinelManagedConnection(
+        retry_on_timeout=True,
+        retry=Retry(NoBackoff(), 3),
+        connection_pool=connection_pool,
+    )
+    origin_connect = conn._connect
+    conn._connect = mock.Mock()
+
+    def mock_connect():
+        # connect only on the last retry
+        if conn._connect.call_count <= 2:
+            raise socket.timeout
+        else:
+            return origin_connect()
+
+    conn._connect.side_effect = mock_connect
+    conn.connect()
+    assert conn._connect.call_count == 3
+    assert connection_pool.get_master_address.call_count == 3
+    conn.disconnect()