diff --git a/requests/sessions.py b/requests/sessions.py
index b6fb5bb4..8d517ab5 100644
--- a/requests/sessions.py
+++ b/requests/sessions.py
@@ -229,8 +229,10 @@ class Session(object):
         r.send(prefetch=prefetch)
 
         # Send any cookies back up the to the session.
-        for cookie in r.response.cookies:
-            self.cookies.set_cookie(cookie)
+        # (in safe mode, cookies may be None if the request didn't succeed)
+        if r.response.cookies is not None:
+            for cookie in r.response.cookies:
+                self.cookies.set_cookie(cookie)
 
         # Return the response.
         return r.response
diff --git a/tests/test_requests.py b/tests/test_requests.py
index fb0d75c0..db176f51 100755
--- a/tests/test_requests.py
+++ b/tests/test_requests.py
@@ -847,5 +847,15 @@ class RequestsTestSuite(TestSetup, TestBaseMixin, unittest.TestCase):
         r = requests.get(httpbin('status', '404'))
         r.text
 
+    def test_max_redirects(self):
+        def unsafe_callable():
+            requests.get("http://httpbin.org/redirect/3", config=dict(max_redirects=2))
+        self.assertRaises(requests.exceptions.TooManyRedirects, unsafe_callable)
+
+        # add safe mode
+        response = requests.get("http://httpbin.org/redirect/3", config=dict(safe_mode=True, max_redirects=2))
+        self.assertTrue(response.content is None)
+        self.assertTrue(isinstance(response.error, requests.exceptions.TooManyRedirects))
+
 if __name__ == '__main__':
     unittest.main()