Address user reported coverity issues.
diff --git a/programs/pkey/dh_server.c b/programs/pkey/dh_server.c
index cb156f7..7eef845 100644
--- a/programs/pkey/dh_server.c
+++ b/programs/pkey/dh_server.c
@@ -132,6 +132,7 @@
         ( ret = mbedtls_mpi_read_file( &rsa.QP, 16, f ) ) != 0 )
     {
         mbedtls_printf( " failed\n  ! mbedtls_mpi_read_file returned %d\n\n", ret );
+        fclose( f );
         goto exit;
     }
 
@@ -157,6 +158,7 @@
         mbedtls_mpi_read_file( &dhm.G, 16, f ) != 0 )
     {
         mbedtls_printf( " failed\n  ! Invalid DH parameter file\n\n" );
+        fclose( f );
         goto exit;
     }