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In Python 3.4 on Windows 7, the code:
 import socket
 sock = socket.socket()
 sock.bind(('127.0.0.1', 52384))
 sock.listen(5)
 sock.setblocking(False)
 csock, addr = sock.accept()
Raised:
 Traceback (most recent call last):
 File "socket_bug_test.py", line 8, in <module>
 csock, addr = sock.accept()
 File "c:\bin\Python34\lib\socket.py", line 187, in accept
 fd, addr = self._accept()
 BlockingIOError: [WinError 10035] A non-blocking socket operation could not be completed immediately
In Python 3.5.0b3 on the same system, it is raising:
 Traceback (most recent call last):
 File "socket_bug_test.py", line 8, in <module>
 csock, addr = sock.accept()
 File "c:\bin\Python35\lib\socket.py", line 195, in accept
 fd, addr = self._accept()
 PermissionError: [WinError 5] Access is denied
This is a problem for other parts of the Standard Library. I hit it playing with asyncio, where in Lib\asyncio\selector_events.py the function BaseSelectorEventLoop._sock_accept() is prepared for an unready socket to raise BlockingIOError or InterruptedError, but does not catch the WinError:
 try:
 conn, address = sock.accept()
 conn.setblocking(False)
 except (BlockingIOError, InterruptedError):
 self.add_reader(fd, self._sock_accept, fut, True, sock)
 except Exception as exc:
 fut.set_exception(exc)
 else:
 fut.set_result((conn, address))
There are other calls to accept in accept() in asyncio, that I haven't tested but also look adversely affected.
The older asyncore module looks to have a similar problem. In dispatcher.accept(): 
 def accept(self):
 # XXX can return either an address pair or None
 try:
 conn, addr = self.socket.accept()
 except TypeError:
 return None
 except OSError as why:
 if why.args[0] in (EWOULDBLOCK, ECONNABORTED, EAGAIN):
 return None
 else:
 raise
 else:
 return conn, addr
The 'except OSError as why' will catch the WinError, but why.args[0] will be errno.EACCES = 13, permission denied, which is not equal to any of anticipated errors.
My system according to Python:
 >>> import sys
 >>> sys.version
 '3.5.0b3 (default, Jul 5 2015, 07:00:46) [MSC v.1900 64 bit (AMD64)]'
 >>> sys.getwindowsversion()
 sys.getwindowsversion(major=6, minor=1, build=7601, platform=2, service_pack='Service Pack 1')
That's Windows 7 Professional, 64-bit, with Service pack 1. It has an AND Phenom II X6 1055T Processor 2.8 GHz, and 8GB of memory.

Thanks for the report! I'm pretty sure I've noticed the effects of this, but hadn't had a chance to look into it. With your nice small test case, I can start bisecting and try to figure out what caused it.

According to hg bisect:
The first bad revision is:
changeset: 95361:358a2bcd0d0b
user: Victor Stinner <victor.stinner@gmail.com>
date: Wed Apr 01 21:57:09 2015 +0200
summary: Issue #23834: Add sock_call() helper function
Nosy list from that issue added here.
I don't understand that patch well enough to suggest any kind of fix, but I'm happy to run tests for anyone who can fix it.
I think this is a serious enough issue to block the next pre-release of 3.5.

The permission error comes from calling SetHandleInformation on an invalid socket value. The code shouldn't make it that far. The problem starts earlier in sock_accept_impl. This function checks whether SOCKET_T ctx->result is non-negative to determine whether the accept call succeeded, but SOCKET_T is unsigned on Windows.

New changeset cd60eccaa331 by Victor Stinner in branch '3.5':
Issue #24732, #23834: Fix sock_accept_impl() on Windows
https://hg.python.org/cpython/rev/cd60eccaa331 

> According to hg bisect: (...)
> summary: Issue #23834: Add sock_call() helper function
Oh, I'm not too surprised. I had to modify _deeply_ socketmodule.c to implement the PEP 475. I stressed the code on Linux, but on Windows I only ran Python test suite and asyncio test suite.
The surprising part is that the bug was not detected by any test :-(
We need at least one more unit test for it.
> The problem starts earlier in sock_accept_impl. This function checks whether SOCKET_T ctx->result is non-negative to determine whether the accept call succeeded, but SOCKET_T is unsigned on Windows.
Thanks, good analysis. I checked accept() documentation and Python 3.4 source code: yeah, we must check for INVALID_SOCKET. It's a dummy copy/paste failure. I copied the code from another sock_xxx_impl() function, and I didn't notice that the error condition is different for accept(). The code fails in some cases on Windows, but not always. Maybe only on 64-bit?
> My system according to Python:
> ...
> '3.5.0b3 (default, Jul 5 2015, 07:00:46) [MSC v.1900 64 bit (AMD64)]'
My Windows is also 64-bit but my Visual Studio version (2010 Express) was limited to 32-bit :-(
Right now, I cannot develop on Windows: Visual Studio 2010 doesn't want to compile Python anymore (issue #24737). I'm downloading Windows 8.1 and I will try Visual Studio 2015. So I pushed a fix without being able to test it :-(

LGTM on Windows 7:
 Python 3.5.0b4+ (default, Jul 27 2015, 17:46:34) [MSC v.1900 64 bit (AMD64)] on win32
 Type "help", "copyright", "credits" or "license" for more information.
 >>> import socket
 >>> sock = socket.socket()
 >>> sock.bind(('127.0.0.1', 52380))
 >>> sock.listen(5)
 >>> sock.setblocking(False)
 >>> csock, addr = sock.accept()
 Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "C:\Source\cpython3円.5\lib\socket.py", line 195, in accept
 fd, addr = self._accept()
 BlockingIOError: [WinError 10035] A non-blocking socket operation could not be completed immediately

> LGTM on Windows 7:
I just compiled Python default (3.6) on Windows 8.1 with Visual Studio 2015: I confirm, the example of the original message now works as expected (raise "BlockingIOError: [WinError 10035] A non-blocking socket operation could not be completed immediately").
It still lacks an unit test.

If this is now fixed but still needs a unit test, can I change it from "release blocker" to "high" priority?

3.4 is now EOL, so the 3.4regression tag goes away too.