"Cannot drop database because it is currently in use". How to fix?

Having this simple code I get "Cannot drop database "test_db" because it is currently in use" (CleanUp method) as I run it.

[TestFixture]
public class ClientRepositoryTest
{
    private const string CONNECTION_STRING = "Data Source=.;Initial Catalog=test_db;Trusted_Connection=True";
    private DataContext _dataCntx;

    [SetUp]
    public void Init()
    {
        Database.SetInitializer(new DropCreateDatabaseAlways<DataContext>());
        _dataCntx = new DataContext(CONNECTION_STRING);
        _dataCntx.Database.Initialize(true);
    }

    [TearDown]
    public void CleanUp()
    {
        _dataCntx.Dispose();
        Database.Delete(CONNECTION_STRING);
    }
}

DataContext has one property like this

 public DbSet<Client> Clients { get; set; }

How can force my code to remove database? Thanks