Properly handling HttpClient exceptions within async / await

As you are using HttpClient, try to use response.EnsureSuccessStatusCode();

Now HttpClient will throw exception when response status is not a success code.

try
{
    HttpResponseMessage response = await client.GetAsync("http://www.ajshdgasjhdgajdhgasjhdgasjdhgasjdhgas.tk/");
    response.EnsureSuccessStatusCode();    // Throw if not a success code.

    // ...
}
catch (HttpRequestException e)
{
    // Handle exception.
}

ORIGINAL SOURCE OF THE CODE: http://www.asp.net/web-api/overview/advanced/calling-a-web-api-from-a-net-client

This is an artifact of the debugger. It's determining that an exception is "uncaught" because it's not caught yet. In this case this is expected behavior.

You are handling the exceptions correctly.