diff --git a/websocket/_app.py b/websocket/_app.py
index f258b65..46bc5c1 100644
--- a/websocket/_app.py
+++ b/websocket/_app.py
@@ -210,7 +210,7 @@ class WebSocketApp(object):
                             data = data.decode("utf-8")
                         self._callback(self.on_data, data, frame.opcode, True)
                         self._callback(self.on_message, data)
-        except Exception as e:
+        except (Exception, KeyboardInterrupt, SystemExit) as e:
             self._callback(self.on_error, e)
         finally:
             if thread: