diff --git a/Utilities/StrFmt.cpp b/Utilities/StrFmt.cpp
index f927315385..e2cde956ae 100644
--- a/Utilities/StrFmt.cpp
+++ b/Utilities/StrFmt.cpp
@@ -2,9 +2,11 @@
 #include "BEType.h"
 #include "StrUtil.h"
 #include "cfmt.h"
+#include "util/logs.hpp"
 
 #include <algorithm>
 #include <string_view>
+#include "Thread.h"
 
 #ifdef _WIN32
 #include <Windows.h>
@@ -203,7 +205,7 @@ namespace fmt
 {
 	void raw_error(const char* msg)
 	{
-		throw std::runtime_error{msg};
+		thread_ctrl::emergency_exit(msg);
 	}
 
 	void raw_verify_error(const char* msg, const fmt_type_info* sup, u64 arg)
@@ -236,7 +238,7 @@ namespace fmt
 			out += msg;
 		}
 
-		throw std::runtime_error{out};
+		thread_ctrl::emergency_exit(out);
 	}
 
 	void raw_narrow_error(const char* msg, const fmt_type_info* sup, u64 arg)
@@ -256,14 +258,14 @@ namespace fmt
 			out += msg;
 		}
 
-		throw std::range_error{out};
+		thread_ctrl::emergency_exit(out);
 	}
 
 	void raw_throw_exception(const char* fmt, const fmt_type_info* sup, const u64* args)
 	{
 		std::string out;
 		raw_append(out, fmt, sup, args);
-		throw std::runtime_error{out};
+		thread_ctrl::emergency_exit(out);
 	}
 
 	struct cfmt_src;
diff --git a/Utilities/Thread.cpp b/Utilities/Thread.cpp
index de4262ab0b..70c243fafc 100644
--- a/Utilities/Thread.cpp
+++ b/Utilities/Thread.cpp
@@ -2018,6 +2018,31 @@ u64 thread_base::get_cycles()
 	}
 }
 
+void thread_ctrl::emergency_exit(std::string_view reason)
+{
+	sig_log.fatal("Thread terminated due to fatal error: %s", reason);
+
+	if (const auto _this = g_tls_this_thread)
+	{
+		if (_this->finalize(0))
+		{
+			delete _this;
+		}
+
+		// Do some not very useful cleanup
+		thread_base::finalize();
+
+#ifdef _WIN32
+		_endthreadex(0);
+#else
+		pthread_exit(0);
+#endif
+	}
+
+	// Assume main thread
+	report_fatal_error(std::string(reason));
+}
+
 void thread_ctrl::detect_cpu_layout()
 {
 	if (!g_native_core_layout.compare_and_swap_test(native_core_arrangement::undefined, native_core_arrangement::generic))
diff --git a/Utilities/Thread.h b/Utilities/Thread.h
index 4fa11af2d3..028645dbb3 100644
--- a/Utilities/Thread.h
+++ b/Utilities/Thread.h
@@ -225,6 +225,9 @@ public:
 		_wait_for(-1, true);
 	}
 
+	// Exit.
+	[[noreturn]] static void emergency_exit(std::string_view reason);
+
 	// Get current thread (may be nullptr)
 	static thread_base* get_current()
 	{
diff --git a/rpcs3/Emu/CPU/CPUThread.cpp b/rpcs3/Emu/CPU/CPUThread.cpp
index 00cd7ca740..98f806480a 100644
--- a/rpcs3/Emu/CPU/CPUThread.cpp
+++ b/rpcs3/Emu/CPU/CPUThread.cpp
@@ -349,6 +349,34 @@ void cpu_thread::operator()()
 	state += cpu_flag::wait;
 	g_cpu_suspend_lock.lock_unlock();
 
+	static thread_local struct thread_cleanup_t
+	{
+		cpu_thread* _this;
+		u64 slot;
+
+		thread_cleanup_t(cpu_thread* _this, u64 slot)
+			: _this(_this)
+			, slot(slot)
+		{
+		}
+
+		~thread_cleanup_t()
+		{
+			if (auto ptr = vm::g_tls_locked)
+			{
+				ptr->compare_and_swap(_this, nullptr);
+			}
+
+			// Unregister and wait if necessary
+			_this->state += cpu_flag::wait;
+			if (g_cpu_array[slot].exchange(nullptr) != _this)
+				sys_log.fatal("Inconsistency for array slot %u", slot);
+			g_cpu_array_bits[slot / 64] &= ~(1ull << (slot % 64));
+			g_cpu_array_sema--;
+			g_cpu_suspend_lock.lock_unlock();
+		}
+	} cleanup{this, array_slot};
+
 	// Check thread status
 	while (!(state & (cpu_flag::exit + cpu_flag::dbg_global_stop)) && thread_ctrl::state() != thread_state::aborting)
 	{
@@ -373,18 +401,6 @@ void cpu_thread::operator()()
 
 		thread_ctrl::wait();
 	}
-
-	if (auto ptr = vm::g_tls_locked)
-	{
-		ptr->compare_and_swap(this, nullptr);
-	}
-
-	// Unregister and wait if necessary
-	state += cpu_flag::wait;
-	verify("g_cpu_array[...] -> null" HERE), g_cpu_array[array_slot].exchange(nullptr) == this;
-	g_cpu_array_bits[array_slot / 64] &= ~(1ull << (array_slot % 64));
-	g_cpu_array_sema--;
-	g_cpu_suspend_lock.lock_unlock();
 }
 
 cpu_thread::~cpu_thread()