diff --git a/src/judas_protocol/message.py b/src/judas_protocol/message.py
index 42591bd..f3609a9 100644
--- a/src/judas_protocol/message.py
+++ b/src/judas_protocol/message.py
@@ -181,3 +181,20 @@ class Message:
             acknowledged=False,
             ack_required=True,
         )
+
+    @classmethod
+    def close(cls) -> Message:
+        """Create a CLOSE message.
+        Prompts the recipient to close the connection and not reconnect.
+
+        Returns:
+            Message: The created CLOSE message.
+        """
+        return cls(
+            id_=None,
+            category=Category.CONTROL,
+            action=ControlAction.CLOSE,
+            payload={},
+            acknowledged=False,
+            ack_required=True,
+        )