catch exception that is thrown in different thread

You can not catch the exception in Method1. You can, however, catch the exception in Method2 and record it to a variable that the original thread of execution can then read and work with.

In .NET 4 and above, you can use Task<T> class instead of creating new thread. Then you can get exceptions using .Exceptions property on your task object. There are 2 ways to do it:

1. In a separate method: // You process exception in some task's thread

   class Program
   {
       static void Main(string[] args)
       {
           Task<int> task = new Task<int>(Test);
           task.ContinueWith(ExceptionHandler, TaskContinuationOptions.OnlyOnFaulted);
           task.Start();
           Console.ReadLine();
       }
   
       static int Test()
       {
           throw new Exception();
       }
   
       static void ExceptionHandler(Task<int> task)
       {
           var exception = task.Exception;
           Console.WriteLine(exception);
       }
   }
   

2. In the same method: // You process exception in the caller's thread

   class Program
   {
       static void Main(string[] args)
       {
           Task<int> task = new Task<int>(Test);
           task.Start();
   
           try
           {
               task.Wait();
           }
           catch (AggregateException ex)
           {
               Console.WriteLine(ex);    
           }
   
           Console.ReadLine();
       }
   
       static int Test()
       {
           throw new Exception();
       }
   }
   

Note that the exception which you get is AggregateException. All real exceptions are availible through ex.InnerExceptions property.

In .NET 3.5 you can use the following code:

1. // You process exception in the child's thread

   class Program
   {
       static void Main(string[] args)
       {
           Exception exception = null;
           Thread thread = new Thread(() => SafeExecute(() => Test(0, 0), Handler));
           thread.Start();            
   
           Console.ReadLine();
       }
   
       private static void Handler(Exception exception)
       {        
           Console.WriteLine(exception);
       }
   
       private static void SafeExecute(Action test, Action<Exception> handler)
       {
           try
           {
               test.Invoke();
           }
           catch (Exception ex)
           {
               Handler(ex);
           }
       }
   
       static void Test(int a, int b)
       {
           throw new Exception();
       }
   }
   

2. Or // You process exception in the caller's thread

   class Program
   {
       static void Main(string[] args)
       {
           Exception exception = null;
           Thread thread = new Thread(() => SafeExecute(() => Test(0, 0), out exception));
   
           thread.Start();            
   
           thread.Join();
   
           Console.WriteLine(exception);    
   
           Console.ReadLine();
       }
   
       private static void SafeExecute(Action test, out Exception exception)
       {
           exception = null;
   
           try
           {
               test.Invoke();
           }
           catch (Exception ex)
           {
               exception = ex;
           }
       }
   
       static void Test(int a, int b)
       {
           throw new Exception();
       }
   }
   

I had a particular problem in that I wanted to use items, containing controls, from an integration test suite, so have to create an STA thread. The code I ended up with is as follows, put here in case others have the same issue.

    public Boolean? Dance(String name) {

        // Already on an STA thread, so just go for it
        if (Thread.CurrentThread.GetApartmentState() == ApartmentState.STA) return DanceSTA(name);

        // Local variable to hold the caught exception until the caller can rethrow
        Exception lException = null;

        Boolean? lResult = null;

        // A gate to hold the calling thread until the called thread is done
        var lGate = new ManualResetEvent(false);

        var lThreadStart = new ThreadStart(() => {
            try {
                lResult = DanceSTA(name);
            } catch (Exception ex) {
                lException = ex;
            }
            lGate.Set();
        });

        var lThread = new Thread(lThreadStart);
        lThread.SetApartmentState(ApartmentState.STA);
        lThread.Start();

        lGate.WaitOne();

        if (lException != null) throw lException;

        return lResult;
    }

    public Boolean? DanceSTA(String name) { ... }

This is a direct paste of the code as-is. For other uses I would recommend supplying an action or function as a parameter and invoking that on the thread instead of hard-coding the called method.