Aspects of the subject matter described herein relate to client affinity in distributed load balancing systems. In aspects, a request from a requester is sent to each server of a cluster. Each server determines whether it has affinity to the requester. If so, the server responds to the request. Otherwise, if the request would normally be load balanced to the server, the server queries the other servers in the cluster to determine whether any of them have affinity to the requester. If one of them does, the server drops the request and allows the other server to respond to the request; otherwise, the server responds to the request.