diff --git a/lib/prometheus_exporter/ext/instrumentation/periodic_stats.rb b/lib/prometheus_exporter/ext/instrumentation/periodic_stats.rb
index cba09a2..ee4c15f 100644
--- a/lib/prometheus_exporter/ext/instrumentation/periodic_stats.rb
+++ b/lib/prometheus_exporter/ext/instrumentation/periodic_stats.rb
@@ -21,6 +21,7 @@ def start(frequency: 30, client: PrometheusExporter::Client.default, **)
             rescue StandardError => e
               client.logger.error("#{klass} Prometheus Exporter Failed To Collect Stats")
               client.logger.error("#{e.class} #{e.backtrace&.join("\n")}")
+              @on_exception&.call(e) if defined?(@on_exception)
             ensure
               sleep frequency
             end
@@ -43,6 +44,12 @@ def stop
         end
         @thread = nil
       end
+
+      # Adds handler that will be called when exception is raised in the thread.
+      # @yieldparam exception [Exception]
+      def on_exception(&block)
+        @on_exception = block
+      end
     end
   end
 end