with open(path) as f: is a syntax sugar to automatically "close" object f, but it doesn't mean you have to use it. A simple f = open(path) and f.close() is still OK.

So why not:

class Foo: def __init__(self, in_file_name, out_file_name): self.i = open(in_file_name, 'r') self.o = open(out_file_name, 'w')   def __enter__(self):  return self  def __exit__(*exc): self.i.close() self.o.close() 

There are so many similar usages. For example, in requests, __exit__ a Session instance will execute code closing underlying adapters(connection pool). Related code:

class Session(SessionRedirectMixin): # ... omitted def __exit__(self, *args):  self.close() def close(self):  """Closes all adapters and as such the session"""  for v in self.adapters.values():   v.close() 

I think use a helper is better:

from contextlib import ExitStack, contextmanager class Foo: def __init__(self, i, o): self.i = i self.o = o @contextmanager def multiopen(i, o): with ExitStack() as stack:  i = stack.enter_context(open(i)) o = stack.enter_context(open(o)) yield Foo(i, o) 

The usage is close to native open:

with multiopen(i_name, o_name) as foo: pass