diff --git a/common/CMakeLists.txt b/common/CMakeLists.txt
index 202af8f01b..174f03eab5 100644
--- a/common/CMakeLists.txt
+++ b/common/CMakeLists.txt
@@ -76,6 +76,7 @@ target_sources(common PRIVATE
 	RwMutex.h
 	SafeArray.h
 	ScopedAlloc.h
+	ScopedGuard.h
 	ScopedPtrMT.h
 	SettingsInterface.h
 	SettingsWrapper.h
diff --git a/common/ScopedGuard.h b/common/ScopedGuard.h
new file mode 100644
index 0000000000..1ad9abd216
--- /dev/null
+++ b/common/ScopedGuard.h
@@ -0,0 +1,58 @@
+/*  PCSX2 - PS2 Emulator for PCs
+ *  Copyright (C) 2002-2021  PCSX2 Dev Team
+ *
+ *  PCSX2 is free software: you can redistribute it and/or modify it under the terms
+ *  of the GNU Lesser General Public License as published by the Free Software Found-
+ *  ation, either version 3 of the License, or (at your option) any later version.
+ *
+ *  PCSX2 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY;
+ *  without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ *  PURPOSE.  See the GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License along with PCSX2.
+ *  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#pragma once
+#include "Pcsx2Defs.h"
+#include <optional>
+#include <utility>
+
+/// ScopedGuard provides an object which runs a function (usually a lambda) when
+/// it goes out of scope. This can be useful for releasing resources or handles
+/// which do not normally have C++ types to automatically release.
+template <typename T>
+class ScopedGuard final
+{
+public:
+	__fi ScopedGuard(T&& func)
+		: m_func(std::forward<T>(func))
+	{
+	}
+	__fi ScopedGuard(ScopedGuard&& other)
+		: m_func(std::move(other.m_func))
+	{
+		other.m_func = nullptr;
+	}
+
+	__fi ~ScopedGuard()
+	{
+		if (!m_func.has_value())
+			return;
+
+		m_func.value()();
+		m_func.reset();
+	}
+
+	ScopedGuard(const ScopedGuard&) = delete;
+	void operator=(const ScopedGuard&) = delete;
+
+	/// Prevents the function from being invoked when we go out of scope.
+	__fi void Cancel()
+	{
+		m_func.reset();
+	}
+
+private:
+	std::optional<T> m_func;
+};
diff --git a/common/common.vcxproj b/common/common.vcxproj
index a9eb69c152..1279726b75 100644
--- a/common/common.vcxproj
+++ b/common/common.vcxproj
@@ -98,6 +98,7 @@
     <ClInclude Include="boost_spsc_queue.hpp" />
     <ClInclude Include="FastJmp.h" />
     <ClInclude Include="ScopedAlloc.h" />
+    <ClInclude Include="ScopedGuard.h" />
     <ClInclude Include="StringUtil.h" />
     <ClInclude Include="SettingsInterface.h" />
     <ClInclude Include="SettingsWrapper.h" />
@@ -160,4 +161,4 @@
   <ImportGroup Label="ExtensionTargets">
     <Import Project="$(VCTargetsPath)\BuildCustomizations\masm.targets" />
   </ImportGroup>
-</Project>
+</Project>
\ No newline at end of file
diff --git a/common/common.vcxproj.filters b/common/common.vcxproj.filters
index 81fc51b00a..c35d5215d9 100644
--- a/common/common.vcxproj.filters
+++ b/common/common.vcxproj.filters
@@ -270,6 +270,9 @@
     <ClInclude Include="SettingsWrapper.h">
       <Filter>Header Files</Filter>
     </ClInclude>
+    <ClInclude Include="ScopedGuard.h">
+      <Filter>Header Files</Filter>
+    </ClInclude>
   </ItemGroup>
   <ItemGroup>
     <Filter Include="Source Files">
@@ -289,4 +292,4 @@
       <Filter>Source Files</Filter>
     </MASM>
   </ItemGroup>
-</Project>
+</Project>
\ No newline at end of file