diff --git a/traits_futures/message_router.py b/traits_futures/message_router.py
index 9ca7d3f..b2e4db4 100644
--- a/traits_futures/message_router.py
+++ b/traits_futures/message_router.py
@@ -69,13 +69,15 @@ class MessageRouter(HasStrictTraits):
         """
         Prepare router for routing.
         """
-        pass
+        self._pingee = Pingee(on_ping=self._route_message)
+        self._pingee.connect()
 
     def disconnect(self):
         """
         Undo any connections made by the ``connect`` call.
         """
-        pass
+        self._pingee.disconnect()
+        self._pingee = None
 
     # Private traits ##########################################################
 
@@ -110,6 +112,3 @@ class MessageRouter(HasStrictTraits):
 
     def __connection_ids_default(self):
         return itertools.count()
-
-    def __pingee_default(self):
-        return Pingee(on_ping=self._route_message)
diff --git a/traits_futures/null/pinger.py b/traits_futures/null/pinger.py
index 59a1e15..8da4aed 100644
--- a/traits_futures/null/pinger.py
+++ b/traits_futures/null/pinger.py
@@ -22,26 +22,45 @@ class Pingee:
     """
     Receiver for pings.
 
+    Whenever a ping is received from a linked Pingee, the receiver
+    calls the given fixed parameterless callable.
+
+    The ping receiver must be connected (using the ``connect``) method
+    before use, and should call ``disconnect`` when it's no longer
+    expected to receive pings.
+
     Parameters
     ----------
     on_ping : callable
-        Zero-argument callable that's executed on the main thread as a
-        result of each ping.
+        Zero-argument callable that's called on the main thread
+        every time a ping is received.
     """
 
     def __init__(self, on_ping):
-        self._event_loop = asyncio.get_event_loop()
         self._on_ping = on_ping
 
+    def connect(self):
+        """
+        Prepare Pingee to receive pings.
+        """
+        self._event_loop = asyncio.get_event_loop()
+
+    def disconnect(self):
+        """
+        Undo any connections made in the connect method.
+        """
+        del self._event_loop
+
 
 class Pinger:
     """
-    Ping emitter, which can emit pings in a thread-safe manner.
+    Ping emitter, which can send pings to a receiver in a thread-safe manner.
 
     Parameters
     ----------
     pingee : Pingee
-        The corresponding ping receiver.
+        The target receiver for the pings. The receiver must already be
+        connected.
     """
 
     def __init__(self, pingee):
diff --git a/traits_futures/qt/pinger.py b/traits_futures/qt/pinger.py
index b510eeb..ef435a3 100644
--- a/traits_futures/qt/pinger.py
+++ b/traits_futures/qt/pinger.py
@@ -30,11 +30,18 @@ class Pingee(QObject):
     """
     Receiver for pings.
 
+    Whenever a ping is received from a linked Pingee, the receiver
+    calls the given fixed parameterless callable.
+
+    The ping receiver must be connected (using the ``connect``) method
+    before use, and should call ``disconnect`` when it's no longer
+    expected to receive pings.
+
     Parameters
     ----------
     on_ping : callable
-        Zero-argument callable that's executed on the main thread as a
-        result of each ping.
+        Zero-argument callable that's called on the main thread
+        every time a ping is received.
     """
 
     def __init__(self, on_ping):
@@ -45,15 +52,28 @@ class Pingee(QObject):
     def _execute_ping_callback(self):
         self._on_ping()
 
+    def connect(self):
+        """
+        Prepare Pingee to receive pings.
+        """
+        pass
+
+    def disconnect(self):
+        """
+        Undo any connections made in the connect method.
+        """
+        pass
+
 
 class Pinger:
     """
-    Ping emitter, which can emit pings in a thread-safe manner.
+    Ping emitter, which can send pings to a receiver in a thread-safe manner.
 
     Parameters
     ----------
     pingee : Pingee
-        The corresponding ping receiver.
+        The target receiver for the pings. The receiver must already be
+        connected.
     """
 
     def __init__(self, pingee):
diff --git a/traits_futures/wx/pinger.py b/traits_futures/wx/pinger.py
index f1ed51b..df65e74 100644
--- a/traits_futures/wx/pinger.py
+++ b/traits_futures/wx/pinger.py
@@ -24,12 +24,13 @@ _PingEvent, _PingEventBinder = wx.lib.newevent.NewEvent()
 
 class Pinger:
     """
-    Ping emitter, which can emit pings in a thread-safe manner.
+    Ping emitter, which can send pings to a receiver in a thread-safe manner.
 
     Parameters
     ----------
     pingee : Pingee
-        The corresponding ping receiver.
+        The target receiver for the pings. The receiver must already be
+        connected.
     """
 
     def __init__(self, pingee):
@@ -60,6 +61,13 @@ class Pingee(wx.EvtHandler):
     """
     Receiver for pings.
 
+    Whenever a ping is received from a linked Pingee, the receiver
+    calls the given fixed parameterless callable.
+
+    The ping receiver must be connected (using the ``connect``) method
+    before use, and should call ``disconnect`` when it's no longer
+    expected to receive pings.
+
     Parameters
     ----------
     on_ping : callable
@@ -69,11 +77,16 @@ class Pingee(wx.EvtHandler):
 
     def __init__(self, on_ping):
         wx.EvtHandler.__init__(self)
-        self._on_ping = on_ping
-        self.Bind(_PingEventBinder, self._on_ping_event)
+        self._on_ping = lambda event: on_ping()
 
-    def _on_ping_event(self, event):
+    def connect(self):
+        """
+        Prepare Pingee to receive pings.
+        """
+        self.Bind(_PingEventBinder, handler=self._on_ping)
+
+    def disconnect(self):
         """
-        Handler for events of type _PING_EVENT_TYPE.
+        Undo any connections made in the connect method.
         """
-        self._on_ping()
+        self.Unbind(_PingEventBinder, handler=self._on_ping)

diff --git a/traits_futures/tests/test_pinger.py b/traits_futures/tests/test_pinger.py
index 3036953..91ec622 100644
--- a/traits_futures/tests/test_pinger.py
+++ b/traits_futures/tests/test_pinger.py
@@ -102,14 +102,24 @@ class PingListener(HasStrictTraits):
     #: Total number of pings received.
     ping_count = Int(0)
 
+    def __enter__(self):
+        self.connect()
+        return self
+
+    def __exit__(self, *exc_info):
+        self.disconnect()
+
+    def connect(self):
+        self.pingee = Pingee(on_ping=lambda: setattr(self, "ping", True))
+        self.pingee.connect()
+
+    def disconnect(self):
+        self.pingee.disconnect()
+        self.pingee = None
+
     def _ping_fired(self):
         self.ping_count += 1
 
-    def _pingee_default(self):
-        return Pingee(
-            on_ping=lambda: setattr(self, "ping", True),
-        )
-
 
 class MultipleListeners(HasStrictTraits):
     """
@@ -137,8 +147,10 @@ class TestPinger(GuiTestAssistant, unittest.TestCase):
     def setUp(self):
         GuiTestAssistant.setUp(self)
         self.listener = PingListener()
+        self.listener.connect()
 
     def tearDown(self):
+        self.listener.disconnect()
         del self.listener
         GuiTestAssistant.tearDown(self)
 
@@ -178,18 +190,17 @@ class TestPinger(GuiTestAssistant, unittest.TestCase):
         self.assertEqual(self.listener.ping_count, 15)
 
     def test_multiple_pingees(self):
-        listener1 = PingListener()
-        listener2 = PingListener()
-        listeners = MultipleListeners(listeners=[listener1, listener2])
-
-        with BackgroundPinger(listener1.pingee) as pinger1:
-            with BackgroundPinger(listener2.pingee) as pinger2:
-                pinger1.ping(3)
-                pinger2.ping(4)
-
-            self.run_until(
-                listeners, "ping", lambda obj: obj.ping_count >= 7
-            )
+        with PingListener() as listener1:
+            with PingListener() as listener2:
+                listeners = MultipleListeners(listeners=[listener1, listener2])
+                with BackgroundPinger(listener1.pingee) as pinger1:
+                    with BackgroundPinger(listener2.pingee) as pinger2:
+                        pinger1.ping(3)
+                        pinger2.ping(4)
+
+                self.run_until(
+                    listeners, "ping", lambda obj: obj.ping_count >= 7
+                )
 
         self.assertEqual(listener1.ping_count, 3)
         self.assertEqual(listener2.ping_count, 4)

Call Unbind in the wxPython Pingee implementation
The wxPython `Pingee` implementation introduced in #246 has a `Bind` call without a matching `Unbind` call. While we don't have any evidence that this actually causes any problems, in general we probably want to provide an API for the `Pingee` to undo anything it's had to set up. Toolkits can then make use of this or not, as necessary.
traits_futures/tests/test_pinger.py::TestPinger::test_background_threads_finish_before_event_loop_starts traits_futures/tests/test_pinger.py::TestPinger::test_multiple_background_pingers traits_futures/tests/test_pinger.py::TestPinger::test_multiple_background_pings traits_futures/tests/test_pinger.py::TestPinger::test_multiple_pingees traits_futures/tests/test_pinger.py::TestPinger::test_single_background_ping