diff --git a/src/Avalonia.Base/PriorityBindingEntry.cs b/src/Avalonia.Base/PriorityBindingEntry.cs
index 95add0dfac..7f5415c2d8 100644
--- a/src/Avalonia.Base/PriorityBindingEntry.cs
+++ b/src/Avalonia.Base/PriorityBindingEntry.cs
@@ -99,37 +99,42 @@ namespace Avalonia
 
         void IObserver<object>.OnNext(object value)
         {
-            void Signal()
+            void Signal(PriorityBindingEntry instance, object newValue)
             {
-                var notification = value as BindingNotification;
+                var notification = newValue as BindingNotification;
 
                 if (notification != null)
                 {
                     if (notification.HasValue || notification.ErrorType == BindingErrorType.Error)
                     {
-                        Value = notification.Value;
-                        _owner.Changed(this);
+                        instance.Value = notification.Value;
+                        instance._owner.Changed(instance);
                     }
 
                     if (notification.ErrorType != BindingErrorType.None)
                     {
-                        _owner.Error(this, notification);
+                        instance._owner.Error(instance, notification);
                     }
                 }
                 else
                 {
-                    Value = value;
-                    _owner.Changed(this);
+                    instance.Value = newValue;
+                    instance._owner.Changed(instance);
                 }
             }
 
             if (Dispatcher.UIThread.CheckAccess())
             {
-                Signal();
+                Signal(this, value);
             }
             else
             {
-                Dispatcher.UIThread.Post(Signal);
+                // To avoid allocating closure in the outer scope we need to capture variables
+                // locally. This allows us to skip most of the allocations when on UI thread.
+                var instance = this;
+                var newValue = value;
+
+                Dispatcher.UIThread.Post(() => Signal(instance, newValue));
             }
         }
 
diff --git a/src/Avalonia.Base/PriorityLevel.cs b/src/Avalonia.Base/PriorityLevel.cs
index 909558b0ce..6366911e77 100644
--- a/src/Avalonia.Base/PriorityLevel.cs
+++ b/src/Avalonia.Base/PriorityLevel.cs
@@ -110,20 +110,7 @@ namespace Avalonia
 
             entry.Start(binding);
 
-            return Disposable.Create(() =>
-            {
-                if (!entry.HasCompleted)
-                {
-                    Bindings.Remove(node);
-
-                    entry.Dispose();
-
-                    if (entry.Index >= ActiveBindingIndex)
-                    {
-                        ActivateFirstBinding();
-                    }
-                }
-            });
+            return new RemoveBindingDisposable(node, Bindings, this);
         }
 
         /// <summary>
@@ -191,5 +178,39 @@ namespace Avalonia
             ActiveBindingIndex = -1;
             Owner.LevelValueChanged(this);
         }
+
+        private sealed class RemoveBindingDisposable : IDisposable
+        {
+            private readonly LinkedListNode<PriorityBindingEntry> _binding;
+            private readonly LinkedList<PriorityBindingEntry> _bindings;
+            private readonly PriorityLevel _priorityLevel;
+
+            public RemoveBindingDisposable(
+                LinkedListNode<PriorityBindingEntry> binding,
+                LinkedList<PriorityBindingEntry> bindings,
+                PriorityLevel priorityLevel)
+            {
+                _binding = binding;
+                _bindings = bindings;
+                _priorityLevel = priorityLevel;
+            }
+
+            public void Dispose()
+            {
+                PriorityBindingEntry entry = _binding.Value;
+
+                if (!entry.HasCompleted)
+                {
+                    _bindings.Remove(_binding);
+
+                    entry.Dispose();
+
+                    if (entry.Index >= _priorityLevel.ActiveBindingIndex)
+                    {
+                        _priorityLevel.ActivateFirstBinding();
+                    }
+                }
+            }
+        }
     }
 }