diff --git a/homeassistant/components/knx/climate.py b/homeassistant/components/knx/climate.py
index 63fbb170ca7..c9ec825bebc 100644
--- a/homeassistant/components/knx/climate.py
+++ b/homeassistant/components/knx/climate.py
@@ -296,9 +296,3 @@ class KNXClimate(KnxEntity, ClimateEntity):
         await super().async_added_to_hass()
         if self._device.mode is not None:
             self._device.mode.register_device_updated_cb(self.after_update_callback)
-
-    async def async_will_remove_from_hass(self) -> None:
-        """Disconnect device object when removed."""
-        await super().async_will_remove_from_hass()
-        if self._device.mode is not None:
-            self._device.mode.unregister_device_updated_cb(self.after_update_callback)
diff --git a/homeassistant/components/knx/knx_entity.py b/homeassistant/components/knx/knx_entity.py
index 5f2e14d1466..bd5ae199ccc 100644
--- a/homeassistant/components/knx/knx_entity.py
+++ b/homeassistant/components/knx/knx_entity.py
@@ -45,4 +45,5 @@ class KnxEntity(Entity):
 
     async def async_will_remove_from_hass(self) -> None:
         """Disconnect device object when removed."""
-        self._device.unregister_device_updated_cb(self.after_update_callback)
+        # will also remove callbacks
+        self._device.shutdown()
diff --git a/homeassistant/components/knx/manifest.json b/homeassistant/components/knx/manifest.json
index 604821ae275..0fdabcec9fb 100644
--- a/homeassistant/components/knx/manifest.json
+++ b/homeassistant/components/knx/manifest.json
@@ -3,7 +3,7 @@
   "name": "KNX",
   "config_flow": true,
   "documentation": "https://www.home-assistant.io/integrations/knx",
-  "requirements": ["xknx==0.20.1"],
+  "requirements": ["xknx==0.20.2"],
   "codeowners": ["@Julius2342", "@farmio", "@marvin-w"],
   "quality_scale": "silver",
   "iot_class": "local_push",
diff --git a/requirements_all.txt b/requirements_all.txt
index 44ede223ea9..2a658b280f9 100644
--- a/requirements_all.txt
+++ b/requirements_all.txt
@@ -2435,7 +2435,7 @@ xbox-webapi==2.0.11
 xboxapi==2.0.1
 
 # homeassistant.components.knx
-xknx==0.20.1
+xknx==0.20.2
 
 # homeassistant.components.bluesound
 # homeassistant.components.fritz
diff --git a/requirements_test_all.txt b/requirements_test_all.txt
index 9e2f826ae1e..7650bccd4ee 100644
--- a/requirements_test_all.txt
+++ b/requirements_test_all.txt
@@ -1575,7 +1575,7 @@ wolf_smartset==0.1.11
 xbox-webapi==2.0.11
 
 # homeassistant.components.knx
-xknx==0.20.1
+xknx==0.20.2
 
 # homeassistant.components.bluesound
 # homeassistant.components.fritz