Cisco Anyconnect + Kaspersky: 'The VPN Client is unable to establish a connection'

Symptom: Cisco AnyConnect VPN Client is unable to establish a connection while Kaspersky Antivirus is protecting the computer. If you disable or exit Kaspersky, the VPN Client works fine.

Solution: The simplest way to solve this is to add the VPN Client service executable (vpnagent.exe) in the Trusted Zone.

To do this, open Kaspersky and click Settings.

Click Trusted Zone

Select the Trusted Applications tab and click Add.

Click Browse -> Applications and choose vpnagent.exe from the list

Check Do not scan network traffic. Do not scan opened files does not have to be checked.

OK OK Apply OK and that's all. AnyConnect should now be able to connect to the VPN.