diff --git a/redis/asyncio/connection.py b/redis/asyncio/connection.py
index 1d50b53ee2..72f5d75dac 100644
--- a/redis/asyncio/connection.py
+++ b/redis/asyncio/connection.py
@@ -323,6 +323,8 @@ async def connect_check_health(
             raise TimeoutError("Timeout connecting to server")
         except OSError as e:
             raise ConnectionError(self._error_message(e))
+        except ConnectionError:
+            raise
         except Exception as exc:
             raise ConnectionError(exc) from exc
 
diff --git a/redis/asyncio/sentinel.py b/redis/asyncio/sentinel.py
index d0455ab6eb..9d8c170556 100644
--- a/redis/asyncio/sentinel.py
+++ b/redis/asyncio/sentinel.py
@@ -39,31 +39,22 @@ def __repr__(self):
             s += host_info
         return s + ")>"
 
-    async def connect_to(self, address):
-        self.host, self.port = address
-        await self.connect_check_health(
-            check_health=self.connection_pool.check_connection,
-            retry_socket_connect=False,
-        )
-
-    async def _connect_retry(self):
-        if self._reader:
-            return  # already connected
+    async def _connect(self):
+        if self.is_connected:
+            await super()._connect()
+            return None
         if self.connection_pool.is_master:
-            await self.connect_to(await self.connection_pool.get_master_address())
-        else:
-            async for slave in self.connection_pool.rotate_slaves():
-                try:
-                    return await self.connect_to(slave)
-                except ConnectionError:
-                    continue
-            raise SlaveNotFoundError  # Never be here
-
-    async def connect(self):
-        return await self.retry.call_with_retry(
-            self._connect_retry,
-            lambda error: asyncio.sleep(0),
-        )
+            self.host, self.port = await self.connection_pool.get_master_address()
+            await super()._connect()
+            return None
+        async for slave in self.connection_pool.rotate_slaves():
+            try:
+                self.host, self.port = slave
+                await super()._connect()
+                return None
+            except ConnectionError:
+                continue
+        raise SlaveNotFoundError  # Never be here
 
     async def read_response(
         self,
diff --git a/redis/sentinel.py b/redis/sentinel.py
index f12bd8dd5d..edc47b5540 100644
--- a/redis/sentinel.py
+++ b/redis/sentinel.py
@@ -37,29 +37,19 @@ def __repr__(self):
             s = s % host_info
         return s
 
-    def connect_to(self, address):
-        self.host, self.port = address
-
-        self.connect_check_health(
-            check_health=self.connection_pool.check_connection,
-            retry_socket_connect=False,
-        )
-
-    def _connect_retry(self):
+    def _connect(self):
         if self._sock:
-            return  # already connected
+            return super()._connect()  # already connected
         if self.connection_pool.is_master:
-            self.connect_to(self.connection_pool.get_master_address())
-        else:
-            for slave in self.connection_pool.rotate_slaves():
-                try:
-                    return self.connect_to(slave)
-                except ConnectionError:
-                    continue
-            raise SlaveNotFoundError  # Never be here
-
-    def connect(self):
-        return self.retry.call_with_retry(self._connect_retry, lambda error: None)
+            self.host, self.port = self.connection_pool.get_master_address()
+            return super()._connect()
+        for slave in self.connection_pool.rotate_slaves():
+            try:
+                self.host, self.port = slave
+                return super()._connect()
+            except ConnectionError:
+                continue
+        raise SlaveNotFoundError  # Never be here
 
     def read_response(
         self,
diff --git a/tests/test_asyncio/test_sentinel_managed_connection.py b/tests/test_asyncio/test_sentinel_managed_connection.py
index 5a511b2793..cec55cdc1c 100644
--- a/tests/test_asyncio/test_sentinel_managed_connection.py
+++ b/tests/test_asyncio/test_sentinel_managed_connection.py
@@ -2,6 +2,8 @@
 from unittest import mock
 
 import pytest
+
+from redis.asyncio import Connection
 from redis.asyncio.retry import Retry
 from redis.asyncio.sentinel import SentinelManagedConnection
 from redis.backoff import NoBackoff
@@ -20,18 +22,50 @@ async def test_connect_retry_on_timeout_error(connect_args):
         retry=Retry(NoBackoff(), 3),
         connection_pool=connection_pool,
     )
-    origin_connect = conn._connect
-    conn._connect = mock.AsyncMock()
-
-    async def mock_connect():
-        # connect only on the last retry
-        if conn._connect.call_count <= 2:
-            raise socket.timeout
-        else:
-            return await origin_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()
+    original_super_connect = Connection._connect.__get__(conn, Connection)
+
+    with mock.patch.object(
+        Connection, "_connect", new_callable=mock.AsyncMock
+    ) as mock_super_connect:
+
+        async def side_effect(*args, **kwargs):
+            if mock_super_connect.await_count <= 2:
+                raise socket.timeout()
+            return await original_super_connect(*args, **kwargs)
+
+        mock_super_connect.side_effect = side_effect
+
+        await conn.connect()
+        assert mock_super_connect.await_count == 3
+        assert connection_pool.get_master_address.call_count == 3
+        await conn.disconnect()
+
+
+async def test_connect_check_health_retry_on_timeout_error(connect_args):
+    """Test that the _connect function is retried in case of a timeout"""
+    connection_pool = mock.AsyncMock()
+    connection_pool.get_master_address = mock.AsyncMock(
+        return_value=(connect_args["host"], connect_args["port"])
+    )
+    conn = SentinelManagedConnection(
+        retry_on_timeout=True,
+        retry=Retry(NoBackoff(), 3),
+        connection_pool=connection_pool,
+    )
+    original_super_connect = Connection._connect.__get__(conn, Connection)
+
+    with mock.patch.object(
+        Connection, "_connect", new_callable=mock.AsyncMock
+    ) as mock_super_connect:
+
+        async def side_effect(*args, **kwargs):
+            if mock_super_connect.await_count <= 2:
+                raise socket.timeout()
+            return await original_super_connect(*args, **kwargs)
+
+        mock_super_connect.side_effect = side_effect
+
+        await conn.connect_check_health()
+        assert mock_super_connect.await_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
index 6fe5f7cd5b..6ac16c76dd 100644
--- a/tests/test_sentinel_managed_connection.py
+++ b/tests/test_sentinel_managed_connection.py
@@ -1,9 +1,10 @@
 import socket
+from unittest import mock
 
+from redis import Connection
 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):
@@ -17,18 +18,50 @@ def test_connect_retry_on_timeout_error(master_host):
         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()
+    original_super_connect = Connection._connect.__get__(conn, Connection)
+
+    with mock.patch.object(
+        Connection, "_connect", new_callable=mock.Mock
+    ) as mock_super_connect:
+
+        def side_effect(*args, **kwargs):
+            if mock_super_connect.call_count <= 2:
+                raise socket.timeout()
+            return original_super_connect(*args, **kwargs)
+
+        mock_super_connect.side_effect = side_effect
+
+        conn.connect()
+        assert mock_super_connect.call_count == 3
+        assert connection_pool.get_master_address.call_count == 3
+        conn.disconnect()
+
+
+def test_connect_check_health_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,
+    )
+    original_super_connect = Connection._connect.__get__(conn, Connection)
+
+    with mock.patch.object(
+        Connection, "_connect", new_callable=mock.Mock
+    ) as mock_super_connect:
+
+        def side_effect(*args, **kwargs):
+            if mock_super_connect.call_count <= 2:
+                raise socket.timeout()
+            return original_super_connect(*args, **kwargs)
+
+        mock_super_connect.side_effect = side_effect
+
+        conn.connect_check_health()
+        assert mock_super_connect.call_count == 3
+        assert connection_pool.get_master_address.call_count == 3
+        conn.disconnect()