I assume you are using WCF since your question is tagged with it. It’s good practice to handle exceptions with WFC to prevent bubbles through the wire to your consumer, but instead to trigger meaningful FaultExceptions.
try... catch , , . , : , , , . , , , - , .
, FaultExceptions, , , FaultContracts . ... . ... catch, Fault.
, - !
- , WSDL. , , , , .
, .
.