diff --git a/core/libs/CMakeLists.txt b/core/libs/CMakeLists.txt
index a983b0ad7d..45d6c732b9 100644
--- a/core/libs/CMakeLists.txt
+++ b/core/libs/CMakeLists.txt
@@ -240,6 +240,14 @@ if(BUILD_TESTING)
         set_tests_properties(windows_write_watch PROPERTIES TIMEOUT 20)
     endif()
 
+    if(WIN32)
+        add_test_executable(undeliverable_host_exception_tests tests/UndeliverableHostException.cpp)
+        add_dependencies(undeliverable_host_exception_tests libc)
+        add_test(NAME undeliverable_host_exception COMMAND undeliverable_host_exception_tests $<TARGET_FILE:libc>)
+        set_tests_properties(undeliverable_host_exception PROPERTIES
+            PASS_REGULAR_EXPRESSION "C\\+\\+ exception St9bad_alloc raised on thread [0-9]+ cannot be delivered: 0x[0-9a-f]+ undeliverable_host_exception_tests\\.exe\\+0x[0-9a-f]+ has no unwind data")
+    endif()
+
     add_test_executable(guest_offline_imports_tests tests/GuestOfflineImports.cpp)
     target_include_directories(guest_offline_imports_tests PRIVATE ${CMAKE_CURRENT_SOURCE_DIR})
     target_link_libraries(guest_offline_imports_tests PRIVATE libSceHttp libSceNpEntitlementAccess libSceRudp libc)
diff --git a/core/libs/prx/libc/src/specifics/windows/CrashReport.cpp b/core/libs/prx/libc/src/specifics/windows/CrashReport.cpp
index 1c69a3d3a6..1081c6817e 100644
--- a/core/libs/prx/libc/src/specifics/windows/CrashReport.cpp
+++ b/core/libs/prx/libc/src/specifics/windows/CrashReport.cpp
@@ -3,6 +3,7 @@
 #include <tlhelp32.h>
 #include "prx/libc/include/CallTrace.hpp"
 #include "prx/libc/include/GuestArena.hpp"
+#include <algorithm>
 #include <atomic>
 #include <chrono>
 #include <csignal>
@@ -226,6 +227,50 @@ void TraceSse4a(std::uint64_t rip, const sse4a::Instruction& instruction, const
     Report("[sse4a] #%llu %s %s (length %u, index %u, %u bytes) at %s on thread %lu\n", count, mnemonic, operands, field.length, field.index, static_cast<unsigned>(instruction.size), line, GetCurrentThreadId());
 }
 
+constexpr DWORD GccExceptionMask = 0x20ffffffu;
+constexpr DWORD GccException = 0x20474343u;
+constexpr std::uint64_t GccExceptionClass = 0x474e5543432b2b00ull;
+constexpr std::uint64_t CxaExceptionTypeOffset = 80;
+
+std::uint64_t FrameWithoutUnwindData(const CONTEXT& start) {
+    const HMODULE runtime[] = {GetModuleHandleA("KERNELBASE.dll"), GetModuleHandleA("libgcc_s_seh-1.dll"), GetModuleHandleA("libstdc++-6.dll")};
+    CONTEXT context = start;
+    for (int depth = 0; depth < 64 && context.Rip != 0; ++depth) {
+        HMODULE module = nullptr;
+        GetModuleHandleExA(GET_MODULE_HANDLE_EX_FLAG_FROM_ADDRESS | GET_MODULE_HANDLE_EX_FLAG_UNCHANGED_REFCOUNT, reinterpret_cast<LPCSTR>(context.Rip), &module);
+        DWORD64 imageBase = 0;
+        const auto entry = RtlLookupFunctionEntry(context.Rip, &imageBase, nullptr);
+        if (module == nullptr || std::find(std::begin(runtime), std::end(runtime), module) == std::end(runtime)) return entry == nullptr ? context.Rip : 0;
+        if (entry == nullptr) return 0;
+        PVOID handlerData = nullptr;
+        DWORD64 establisher = 0;
+        RtlVirtualUnwind(UNW_FLAG_NHANDLER, imageBase, context.Rip, entry, &context, &handlerData, &establisher, nullptr);
+    }
+    return 0;
+}
+
+bool ReadWord(std::uint64_t address, std::uint64_t* value) {
+    return ReadCode(address, reinterpret_cast<std::uint8_t*>(value), sizeof(*value)) == sizeof(*value);
+}
+
+void ReportUndeliverableException(const EXCEPTION_POINTERS* info, std::uint64_t frame) {
+    const auto* record = info->ExceptionRecord;
+    char type[256] = "of unknown type";
+    const auto header = record->NumberParameters >= 1 ? static_cast<std::uint64_t>(record->ExceptionInformation[0]) : 0;
+    std::uint64_t exceptionClass = 0;
+    std::uint64_t typeInfo = 0;
+    std::uint64_t namePointer = 0;
+    if (ReadWord(header, &exceptionClass) && exceptionClass == GccExceptionClass && ReadWord(header - CxaExceptionTypeOffset, &typeInfo) && ReadWord(typeInfo + 8, &namePointer)) {
+        std::uint8_t name[sizeof(type)];
+        const auto copied = ReadCode(namePointer, name, sizeof(name));
+        if (const auto* end = static_cast<const std::uint8_t*>(std::memchr(name, 0, copied))) std::memcpy(type, name, static_cast<std::size_t>(end - name) + 1);
+    }
+    char line[MAX_PATH + 64];
+    DescribeAddress(frame, line, sizeof(line));
+    Report("\nFATAL: C++ exception %s raised on thread %lu cannot be delivered: %s has no unwind data\n", type, GetCurrentThreadId(), line);
+    ReportStackCandidates(info->ContextRecord->Rsp, 32, 0x4000);
+}
+
 bool HandleSse4a(EXCEPTION_POINTERS* info) {
     if (!g_sse4aEmulation) return false;
     const auto* record = info->ExceptionRecord;
@@ -250,6 +295,10 @@ LONG WINAPI ReportCrash(EXCEPTION_POINTERS* info) {
     if (HandleWatch(info)) return EXCEPTION_CONTINUE_EXECUTION;
     if (HandleSse4a(info)) return EXCEPTION_CONTINUE_EXECUTION;
     const auto* record = info->ExceptionRecord;
+    if ((record->ExceptionCode & GccExceptionMask) == GccException) {
+        if (const auto frame = FrameWithoutUnwindData(*info->ContextRecord)) ReportUndeliverableException(info, frame);
+        return EXCEPTION_CONTINUE_SEARCH;
+    }
     if (!IsFatal(record->ExceptionCode)) return EXCEPTION_CONTINUE_SEARCH;
     if (reported.exchange(true)) {
         // Another thread is already reporting; let it finish before this fault ends the process.
diff --git a/core/libs/tests/UndeliverableHostException.cpp b/core/libs/tests/UndeliverableHostException.cpp
new file mode 100644
index 0000000000..6356af4e7b
--- /dev/null
+++ b/core/libs/tests/UndeliverableHostException.cpp
@@ -0,0 +1,29 @@
+#include <cstddef>
+#include <cstdio>
+#include <new>
+#include <windows.h>
+
+namespace {
+
+[[gnu::noinline]] void* AllocateWithoutUnwindData(std::size_t size) {
+    void* const block = ::operator new(size);
+    std::printf("allocated %p\n", block);
+    return block;
+}
+
+}
+
+int main(int argc, char** argv) {
+    if (argc != 2) {
+        std::fprintf(stderr, "usage: %s <libc.prx>\n", argv[0]);
+        return 2;
+    }
+    SetErrorMode(SEM_FAILCRITICALERRORS | SEM_NOGPFAULTERRORBOX);
+    if (LoadLibraryExA(argv[1], nullptr, LOAD_LIBRARY_SEARCH_DLL_LOAD_DIR | LOAD_LIBRARY_SEARCH_DEFAULT_DIRS) == nullptr) {
+        std::fprintf(stderr, "%s: LoadLibraryEx failed with error %lu\n", argv[1], GetLastError());
+        return 1;
+    }
+    AllocateWithoutUnwindData(std::size_t{1} << 46);
+    std::fputs("operator new returned instead of throwing\n", stderr);
+    return 1;
+}