The Connected property gets the connection state of the Socket as of the last I/O operation. When it returns false, the Socket was either never connected, or is no longer connected.
The value of the Connected property reflects the state of the connection as of the most recent operation. If you need to determine the current state of the connection, make a nonblocking, zero-byte Send call. If the call returns successfully or throws a WAEWOULDBLOCK error code (10035), then the socket is still connected; otherwise, the socket is no longer connected.
If you call Connect on a User Datagram Protocol (UDP) socket, the Connected property always returns true; however, this action does not change the inherent connectionless nature of UDP.