diff --git a/kate/katemainwindow.h b/kate/katemainwindow.h
--- a/kate/katemainwindow.h
+++ b/kate/katemainwindow.h
@@ -584,6 +584,7 @@
 protected:
     bool event(QEvent *e) override;
     void mousePressEvent(QMouseEvent *e) override;
+    void closeEvent(QCloseEvent *e) override;
 };
 
 #endif
diff --git a/kate/katemainwindow.cpp b/kate/katemainwindow.cpp
--- a/kate/katemainwindow.cpp
+++ b/kate/katemainwindow.cpp
@@ -1191,6 +1191,55 @@
     }
 }
 
+void KateMainWindow::closeEvent(QCloseEvent *e)
+{
+    // Find out if Kate is closed directly by the user or
+    // by the session manager because the session is closed
+    const bool closedByUser = !qApp->isSavingSession();
+    const bool multipleDocumentsOpen = KateApp::self()->documentManager()->documentList().count() > 1;
+    const bool isLastWindow = KateApp::self()->mainWindowsCount() == 1;
+    const bool askConfirmation = closedByUser && multipleDocumentsOpen && isLastWindow;
+
+    if (askConfirmation) {
+        QDialog *dialog = new QDialog(this, Qt::Dialog);
+        dialog->setWindowTitle(i18nc("@title:window", "Confirmation"));
+        dialog->setModal(true);
+        QDialogButtonBox* buttons = new QDialogButtonBox(QDialogButtonBox::Yes | QDialogButtonBox::No);
+        KGuiItem::assign(buttons->button(QDialogButtonBox::Yes), KGuiItem(i18nc("@action:button 'Quit Kate' button", "&Quit %1", QGuiApplication::applicationDisplayName()), QIcon::fromTheme(QStringLiteral("application-exit"))));
+        KGuiItem::assign(buttons->button(QDialogButtonBox::No), KGuiItem(i18n("C&lose Current Tab"), QIcon::fromTheme(QStringLiteral("tab-close"))));
+        buttons->button(QDialogButtonBox::Yes)->setDefault(true);
+
+        bool doNotAskAgainCheckboxResult = false;
+
+        auto view = viewManager()->activeView();
+        const auto result = KMessageBox::createKMessageBox(dialog,
+            buttons,
+            QMessageBox::Warning,
+            i18n("You have multiple documents open, are you sure you want to quit?"),
+            QStringList(),
+            i18n("Do not ask again"),
+            &doNotAskAgainCheckboxResult,
+            KMessageBox::Notify);
+
+        if (doNotAskAgainCheckboxResult) {
+            readOptions();
+        }
+
+        switch (result) {
+            case QDialogButtonBox::Yes:
+                break;
+            case QDialogButtonBox::No:
+                KateApp::self()->documentManager()->closeDocument(view->document());
+                Q_FALLTHROUGH();
+            default:
+                e->ignore();
+                return;
+        }
+        saveOptions();
+    }
+    KXmlGuiWindow::closeEvent(e);
+}
+
 void KateMainWindow::slotFocusPrevTab()
 {
     if (m_viewManager->activeViewSpace()) {