diff --git a/fbchat/_mqtt.py b/fbchat/_mqtt.py
index c35433c..cc9ad06 100644
--- a/fbchat/_mqtt.py
+++ b/fbchat/_mqtt.py
@@ -122,6 +122,13 @@ class Mqtt(object):
             raise
 
     def _on_connect_handler(self, client, userdata, flags, rc):
+        if rc == 21:
+            raise _exception.FBchatException(
+                "Failed connecting. Maybe your cookies are wrong?"
+            )
+        if rc != 0:
+            return  # Don't try to send publish if the connection failed
+
         # configure receiving messages.
         payload = {
             "sync_api_version": 10,
@@ -228,7 +235,9 @@ class Mqtt(object):
 
         headers = {
             # TODO: Make this access thread safe
-            "Cookie": _util.get_cookie_header(self._state._session, self._HOST),
+            "Cookie": _util.get_cookie_header(
+                self._state._session, "https://edge-chat.facebook.com/chat"
+            ),
             "User-Agent": self._state._session.headers["User-Agent"],
             "Origin": "https://www.facebook.com",
             "Host": self._HOST,
diff --git a/fbchat/_util.py b/fbchat/_util.py
index 6228989..920e374 100644
--- a/fbchat/_util.py
+++ b/fbchat/_util.py
@@ -70,10 +70,11 @@ def strip_json_cruft(text):
         raise FBchatException("No JSON object found: {!r}".format(text))
 
 
-def get_cookie_header(session, host):
+def get_cookie_header(session, url):
     """Extract a cookie header from a requests session."""
+    # The cookies are extracted this way to make sure they're escaped correctly
     return requests.cookies.get_cookie_header(
-        session.cookies, requests.Request("GET", host),
+        session.cookies, requests.Request("GET", url),
     )