diff --git a/python/ray/data/_internal/execution/operators/actor_pool_map_operator.py b/python/ray/data/_internal/execution/operators/actor_pool_map_operator.py
index 678ff6c0d5bbd..980cdbb2ad1a0 100644
--- a/python/ray/data/_internal/execution/operators/actor_pool_map_operator.py
+++ b/python/ray/data/_internal/execution/operators/actor_pool_map_operator.py
@@ -416,6 +416,18 @@ def submit(
     def __repr__(self):
         return f"MapWorker({self.src_fn_name})"
 
+    def on_exit(self):
+        """Called when the actor is about to exist.
+        This enables performing cleanup operations via `UDF.__del__`.
+
+        Note, this only ensures cleanup is performed when the job exists gracefully.
+        If the driver or the actor is forcefully killed, `__del__` will not be called.
+        """
+        # `_map_actor_context` is a global variable that references the UDF object.
+        # Delete it to trigger `UDF.__del__`.
+        del ray.data._map_actor_context
+        ray.data._map_actor_context = None
+
 
 @dataclass
 class _ActorState:
@@ -746,6 +758,9 @@ def _remove_actor(self, actor: ray.actor.ActorHandle):
         # garbage collect the actor, instead of using ray.kill.
         # Because otherwise the actor cannot be restarted upon lineage reconstruction.
         if actor in self._running_actors:
+            # Call `on_exit` to trigger `UDF.__del__` which may perform
+            # cleanup operations.
+            actor.on_exit.remote()
             del self._running_actors[actor]
 
     def _get_location(self, bundle: RefBundle) -> Optional[NodeIdStr]:
diff --git a/python/ray/data/tests/test_actor_pool_map_operator.py b/python/ray/data/tests/test_actor_pool_map_operator.py
index f979d78904954..6c316b8cc4cf7 100644
--- a/python/ray/data/tests/test_actor_pool_map_operator.py
+++ b/python/ray/data/tests/test_actor_pool_map_operator.py
@@ -25,6 +25,9 @@ def __init__(self, node_id: str = "node1"):
     def get_location(self) -> str:
         return self.node_id
 
+    def on_exit(self):
+        pass
+
 
 class TestActorPool(unittest.TestCase):
     def setup_class(self):
diff --git a/python/ray/data/tests/test_map.py b/python/ray/data/tests/test_map.py
index a8b6e65ad3327..4f07b239e584e 100644
--- a/python/ray/data/tests/test_map.py
+++ b/python/ray/data/tests/test_map.py
@@ -1500,6 +1500,31 @@ def test_random_sample_checks(ray_start_regular_shared):
         ray.data.range(1).random_sample(10)
 
 
+def test_actor_udf_cleanup(ray_start_regular_shared, tmp_path):
+    """Test that for the actor map operator, the UDF object is deleted properly."""
+    test_file = tmp_path / "test.txt"
+
+    # Simulate the case that the UDF depends on some external resources that
+    # need to be cleaned up.
+    class StatefulUDF:
+        def __init__(self):
+            with open(test_file, "w") as f:
+                f.write("test")
+
+        def __call__(self, row):
+            return row
+
+        def __del__(self):
+            # Delete the file when the UDF is deleted.
+            os.remove(test_file)
+
+    ds = ray.data.range(10)
+    ds = ds.map(StatefulUDF, concurrency=1)
+    assert sorted(extract_values("id", ds.take_all())) == list(range(10))
+
+    wait_for_condition(lambda: not os.path.exists(test_file))
+
+
 # NOTE: All tests above share a Ray cluster, while the tests below do not. These
 # tests should only be carefully reordered to retain this invariant!
 def test_actor_pool_strategy_default_num_actors(shutdown_only):