diff --git a/dlls/ntdll/loader.c b/dlls/ntdll/loader.c
index a9b8a5e8561..8ce5a6251a5 100644
--- a/dlls/ntdll/loader.c
+++ b/dlls/ntdll/loader.c
@@ -858,7 +858,7 @@ static void call_tls_callbacks( HMODULE module, UINT reason )
         {
             (*callback)( module, reason, NULL );
         }
-        __EXCEPT(NULL)
+        __EXCEPT_ALL
         {
             if (TRACE_ON(relay))
                 DPRINTF("%04x:exception in TLS callback (proc=%p,module=%p,reason=%s,reserved=0)\n",
@@ -908,7 +908,7 @@ static NTSTATUS MODULE_InitDLL( WINE_MODREF *wm, UINT reason, LPVOID lpReserved
         if (!retv)
             status = STATUS_DLL_INIT_FAILED;
     }
-    __EXCEPT(NULL)
+    __EXCEPT_ALL
     {
         if (TRACE_ON(relay))
             DPRINTF("%04x:exception in PE entry point (proc=%p,module=%p,reason=%s,res=%p)\n",
diff --git a/dlls/oleaut32/tmarshal.c b/dlls/oleaut32/tmarshal.c
index 52c8e8a228e..2e5ae146bc5 100644
--- a/dlls/oleaut32/tmarshal.c
+++ b/dlls/oleaut32/tmarshal.c
@@ -2068,7 +2068,7 @@ TMStubImpl_Invoke(
             args
         );
     }
-    __EXCEPT(NULL)
+    __EXCEPT_ALL
     {
         DWORD dwExceptionCode = GetExceptionCode();
         ERR("invoke call failed with exception 0x%08x (%d)\n", dwExceptionCode, dwExceptionCode);
diff --git a/dlls/rpcrt4/ndr_stubless.c b/dlls/rpcrt4/ndr_stubless.c
index 1f6cd57a8b1..85c63d202ad 100644
--- a/dlls/rpcrt4/ndr_stubless.c
+++ b/dlls/rpcrt4/ndr_stubless.c
@@ -718,7 +718,7 @@ LONG_PTR WINAPIV NdrClientCall2(PMIDL_STUB_DESC pStubDesc, PFORMAT_STRING pForma
                 }
             }
         }
-        __EXCEPT(NULL)
+        __EXCEPT_ALL
         {
             RetVal = NdrProxyErrorHandler(GetExceptionCode());
         }
diff --git a/dlls/rpcrt4/rpc_server.c b/dlls/rpcrt4/rpc_server.c
index 5404259c2c7..7849e4efb60 100644
--- a/dlls/rpcrt4/rpc_server.c
+++ b/dlls/rpcrt4/rpc_server.c
@@ -286,7 +286,7 @@ static RPC_STATUS process_request_packet(RpcConnection *conn, RpcPktRequestHdr *
   RPCRT4_SetThreadCurrentCallHandle(msg->Handle);
   __TRY {
     if (func) func(msg);
-  } __EXCEPT(NULL) {
+  } __EXCEPT_ALL {
     WARN("exception caught with code 0x%08x = %d\n", GetExceptionCode(), GetExceptionCode());
     exception = TRUE;
     if (GetExceptionCode() == STATUS_ACCESS_VIOLATION)
diff --git a/include/wine/exception.h b/include/wine/exception.h
index 10b6c90fc87..3a14a18eb24 100644
--- a/include/wine/exception.h
+++ b/include/wine/exception.h
@@ -72,6 +72,7 @@
 #define __FINALLY(func) __finally { (func)(!AbnormalTermination()); }
 #define __ENDTRY /*nothing*/
 #define __EXCEPT_PAGE_FAULT __except(GetExceptionCode() == EXCEPTION_ACCESS_VIOLATION)
+#define __EXCEPT_ALL __except(EXCEPTION_EXECUTE_HANDLER)
 
 #else  /* USE_COMPILER_EXCEPTIONS */
 
@@ -125,6 +126,8 @@ typedef void (CALLBACK *__WINE_FINALLY)(BOOL);
 
 /* convenience handler for page fault exceptions */
 #define __EXCEPT_PAGE_FAULT __EXCEPT( (__WINE_FILTER)1 )
+/* convenience handler for all exception */
+#define __EXCEPT_ALL __EXCEPT( NULL )
 
 #define GetExceptionInformation() (__eptr)
 #define GetExceptionCode()        (__eptr->ExceptionRecord->ExceptionCode)