diff --git a/src/cpp/cuda.hpp b/src/cpp/cuda.hpp
index f60bb1d9cd77286b801b2bc7a65b3586e5daf7a0..18079ab485e24be4f55a388fcd62365d695ac623 100644
--- a/src/cpp/cuda.hpp
+++ b/src/cpp/cuda.hpp
@@ -159,9 +159,12 @@ typedef Py_ssize_t PYCUDA_BUFFER_SIZE_T;
         << std::endl; \
   }
 #define CUDAPP_CATCH_CLEANUP_ON_DEAD_CONTEXT(TYPE) \
-  catch (pycuda::cannot_activate_out_of_thread_context) \
-  { } \
-  catch (pycuda::cannot_activate_dead_context) \
+  catch (pycuda::cannot_activate_out_of_thread_context &e) \
+  { \
+    PyErr_Warn( \
+        PyExc_UserWarning, #TYPE " in out-of-thread context could not be cleaned up"); \
+  } \
+  catch (pycuda::cannot_activate_dead_context &e) \
   { \
     /* PyErr_Warn( \
         PyExc_UserWarning, #TYPE " in dead context was implicitly cleaned up");*/ \