diff --git a/coverage/sqldata.py b/coverage/sqldata.py
index 613a280c5..2bb3035ac 100644
--- a/coverage/sqldata.py
+++ b/coverage/sqldata.py
@@ -971,22 +971,23 @@ def __init__(self, filename, debug):
         self.filename = filename
         self.nest = 0
         self.con = None
-
-    def _connect(self):
-        """Connect to the db and do universal initialization."""
-        if self.con is not None:
-            return
         # SQLite on Windows on py2 won't open a file if the filename argument
         # has non-ascii characters in it.  Opening a relative file name avoids
         # a problem if the current directory has non-ascii.
         try:
-            filename = os.path.relpath(self.filename)
+            self.connect_filename = os.path.relpath(self.filename)
         except ValueError:
             # ValueError can be raised under Windows when os.getcwd() returns a
             # folder from a different drive than the drive of self.filename in
             # which case we keep the original value of self.filename unchanged,
             # hoping that we won't face the non-ascii directory problem.
-            filename = self.filename
+            self.connect_filename = self.filename
+
+    def _connect(self):
+        """Connect to the db and do universal initialization."""
+        if self.con is not None:
+            return
+
         # It can happen that Python switches threads while the tracer writes
         # data. The second thread will also try to write to the data,
         # effectively causing a nested context. However, given the idempotent
@@ -994,7 +995,7 @@ def _connect(self):
         # is not a problem.
         if self.debug:
             self.debug.write("Connecting to {!r}".format(self.filename))
-        self.con = sqlite3.connect(filename, check_same_thread=False)
+        self.con = sqlite3.connect(self.connect_filename, check_same_thread=False)
         self.con.create_function('REGEXP', 2, _regexp)
 
         # This pragma makes writing faster. It disables rollbacks, but we never need them.