I am developing an android application that rely very much on internet, I retrieve data frequently using this RestClient Class, that wrap some detail on using DefaultHttpCli
I had the same issue and was able to find a fix. Here is what I did:
I used CloseableHttpClient along with other related classes, instead of the DefaultHttpClient that by default comes with Android.
These classes are from https://hc.apache.org/downloads.cgi. OR for direcet access: http://apache.mirrors.hoobly.com//httpcomponents/httpclient/binary/httpcomponents-client-4.3.2-bin.tar.gz
With this, calling the abort() method on the Request object will actually halt the connection. However, using this library is not the solution; reason being that Android already has the outdated HTTPCLIENT library inbuilt, and most classes in the library pointed to by the above link would appear to be missing at runtime.
The problem is that both the packages in the above library and the inbuilt org.apache httpclient package have same namespace, and would result in the use of only the inbuilt org.apache classes provided by Android at compilation.
An example of this issue is found here: java.lang.NoSuchFieldError: org.apache.http.message.BasicLineFormatter.INSTANCE.
Thanks to the guys who provided http://code.google.com/p/httpclientandroidlib/ as an option (found in the answer section of java.lang.NoSuchFieldError: org.apache.http.message.BasicLineFormatter.INSTANCE)
Recommendation: one place to actually cancel an http request could be within OnCancel Listener of a progress dialog, instead of the AyncTask's onCancelled() callback method.