Intercept @RequestHeader exception for missing header

In case Spring version is 5+ then the exact exception you need to handle is the MissingRequestHeaderException. If your global exception handler class extends ResponseEntityExceptionHandler then adding an @ExceptionHandler for ServletRequestBindingException won't work because MissingRequestHeaderException extends ServletRequestBindingException and the latter is handled inside the handleException method of the ResponseEntityExceptionHandler. If you try you're going to get Ambiguous @ExceptionHandler method mapped for ... exception.

You can also achieve this by use of annotation @ControllerAdvice from spring.

@ControllerAdvice
public class ExceptionHandler extends ResponseEntityExceptionHandler{

    /**
     * Handle ServletRequestBindingException. Triggered when a 'required' request
     * header parameter is missing.
     *
     * @param ex      ServletRequestBindingException
     * @param headers HttpHeaders
     * @param status  HttpStatus
     * @param request WebRequest
     * @return the ResponseEntity object
     */
    @Override
    protected ResponseEntity<Object> handleServletRequestBindingException(ServletRequestBindingException ex,
            HttpHeaders headers, HttpStatus status, WebRequest request) {
        return new ResponseEntity<>(ex.getMessage(), headers, status);
    }

}

The response when you access your API without the required request header is:

Missing request header 'Authorization' for method parameter of type String

Like this exception, you can customise all other exceptions.