Howto catch unhandled exceptions from C++11 std::thread with SetUnhandledExceptionFilter

Question

Hello,

I'm trying to catch unhandled exceptions from a thread created with C++11 std::thread using SetUnhandledExceptionFilter.

But it does not work.

When I create the thread with the CreateThread function and throw the same exception inside. it works fine.

Does anybody know why it does not work with std::thread?

A  minimal example of the code I'm using is attached to this message.

Best regards

Markus

#include <Windows.h>

#include <DbgHelp.h>
#include <iostream>
#include <thread>

LONG exceptionFunc(LPEXCEPTION_POINTERS p)
{        
    std::cout << "EXCEPTION_EXECUTE_HANDLER" << std::endl;
    Sleep(10000);
    return EXCEPTION_EXECUTE_HANDLER;
}


DWORD WINAPI MyThreadFunction( LPVOID lpParam )
{
    Sleep(5000);    
    throw 0;
}
#define CPPRUNTIME 1

int main(int argc, char* argv[])
{
    SetUnhandledExceptionFilter((LPTOP_LEVEL_EXCEPTION_FILTER)&exceptionFunc);
#ifndef CPPRUNTIME
    DWORD   dwThreadIdArray;
    CreateThread(
            NULL,                   // default security attributes
            0,                      // use default stack size  
            MyThreadFunction,       // thread function name
            NULL,          // argument to thread function
            0,                      // use default creation flags
            &dwThreadIdArray);   // returns the thread identifier
#else
    auto handle = std::thread([&]()
    {
        Sleep(5000);
        throw 0;
    });
    handle.join();
#endif
    while(1)
    {
        Sleep(1000);
    }
    return 0;
}