diff --git a/asyncpg/connect_utils.py b/asyncpg/connect_utils.py
index e215391b..f02e3ab7 100644
--- a/asyncpg/connect_utils.py
+++ b/asyncpg/connect_utils.py
@@ -850,7 +850,7 @@ def _parse_connect_dsn_and_args(*, dsn, host, port, user,
             "target_session_attrs is expected to be one of "
             "{!r}"
             ", got {!r}".format(
-                SessionAttribute.__members__.values, target_session_attrs
+                [a.value for a in SessionAttribute], target_session_attrs
             )
         ) from None
 
diff --git a/tests/test_connect.py b/tests/test_connect.py
index 1c25d8d6..ed05ad3f 100644
--- a/tests/test_connect.py
+++ b/tests/test_connect.py
@@ -751,6 +751,16 @@ class TestConnectParams(tb.TestCase):
             })
         },
 
+        {
+            'name': 'target_session_attrs_invalid',
+            'dsn': 'postgresql://user@host/db?target_session_attrs=bogus',
+            'error': (
+                exceptions.ClientConfigurationError,
+                r"target_session_attrs is expected to be one of \['any', "
+                r".*'read-only'\], got 'bogus'"
+            ),
+        },
+
         {
             'name': 'krbsrvname',
             'dsn': 'postgresql://user@host/db?krbsrvname=srv_qs',