diff --git a/Core/System.h b/Core/System.h
index 9ed6e7bbd9..9ddcb2a8d5 100644
--- a/Core/System.h
+++ b/Core/System.h
@@ -32,6 +32,7 @@ enum GlobalUIState {
 	UISTATE_MENU,
 	UISTATE_PAUSEMENU,
 	UISTATE_INGAME,
+	UISTATE_EXIT,
 };
 
 
diff --git a/Windows/EmuThread.cpp b/Windows/EmuThread.cpp
index 76ba989006..cb0be4f817 100644
--- a/Windows/EmuThread.cpp
+++ b/Windows/EmuThread.cpp
@@ -67,6 +67,7 @@ void EmuThread_Start()
 
 void EmuThread_Stop()
 {
+	globalUIState = UISTATE_EXIT;
 //	DSound_UpdateSound();
 	Core_Stop();
 	Core_WaitInactive(800);
@@ -137,7 +138,14 @@ unsigned int WINAPI TheThread(void *)
 
 	Core_EnableStepping(FALSE);
 
-	Core_Run();
+	while (globalUIState != UISTATE_EXIT)
+	{
+		Core_Run();
+
+		// We're here again, so the game quit.  Restart Core_Run() which controls the UI.
+		// This way they can load a new game.
+		Core_UpdateState(CORE_RUNNING);
+	}
 
 shutdown:
 	_InterlockedExchange(&emuThreadReady, THREAD_SHUTDOWN);