Tip: If you opened a pull request with the wrong base branch, rather than closing it out and opening a new one, you can instead change the base branch. For more information, see "Changing the base branch of a pull request."
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Under your repository name, click Pull requests.  
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In the "Pull Requests" list, click the pull request you'd like to close. 
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At the bottom of the pull request, below the comment box, click Close pull request.  
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Optionally, delete the branch. This keeps the list of branches in your repository tidy.