diff --git a/CHANGELOG.md b/CHANGELOG.md
index f04aef73..b3d61f3d 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -22,6 +22,9 @@
 - `Ruby::waitpid`.
 - `RHash::lookup2`.
 - `Ruby::define_data` new for Ruby 3.3.
+- `IntoError` trait for conversion to `Error`, plus `impl ReturnValue for
+  Result<T, E> where E: IntoError` to allow returning custom error types to
+  Ruby.
 
 ### Changed
 - Closures/Functions used as Ruby blocks/procs take an additional first
diff --git a/Cargo.lock b/Cargo.lock
index c434bfee..988b9a6f 100644
--- a/Cargo.lock
+++ b/Cargo.lock
@@ -105,7 +105,7 @@ dependencies = [
 
 [[package]]
 name = "magnus"
-version = "0.6.0"
+version = "0.7.0"
 dependencies = [
  "bytes",
  "magnus",
diff --git a/Cargo.toml b/Cargo.toml
index e60023d9..7e123daa 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "magnus"
-version = "0.6.0"
+version = "0.7.0"
 edition = "2021"
 description = "High level Ruby bindings. Write Ruby extension gems in Rust, or call Ruby code from a Rust binary."
 keywords = ["ruby", "rubygem", "extension", "gem"]
@@ -13,7 +13,12 @@ exclude = [".github", ".gitignore"]
 
 [workspace]
 members = ["magnus-macros"]
-exclude = ["examples/rust_blank/ext/rust_blank", "examples/custom_exception_ruby/ext/ahriman", "examples/custom_exception_rust/ext/ahriman", "examples/complete_object/ext/temperature"]
+exclude = [
+    "examples/rust_blank/ext/rust_blank",
+    "examples/custom_exception_ruby/ext/ahriman",
+    "examples/custom_exception_rust/ext/ahriman",
+    "examples/complete_object/ext/temperature",
+]
 
 [features]
 default = ["old-api"]
@@ -25,12 +30,22 @@ rb-sys = []
 [dependencies]
 bytes = { version = "1", optional = true }
 magnus-macros = { version = "0.6.0", path = "magnus-macros" }
-rb-sys = { version = "0.9.85", default-features = false, features = ["bindgen-rbimpls", "bindgen-deprecated-types", "stable-api"] }
+rb-sys = { version = "0.9.85", default-features = false, features = [
+    "bindgen-rbimpls",
+    "bindgen-deprecated-types",
+    "stable-api",
+] }
 seq-macro = "0.3"
 
 [dev-dependencies]
-magnus = { path = ".", features = ["embed", "rb-sys", "bytes"] }
-rb-sys = { version = "0.9", default-features = false, features = ["stable-api-compiled-fallback"] }
+magnus = { path = ".", default-features = false, features = [
+    "embed",
+    "rb-sys",
+    "bytes",
+] }
+rb-sys = { version = "0.9", default-features = false, features = [
+    "stable-api-compiled-fallback",
+] }
 
 [build-dependencies]
 rb-sys-env = "0.1.2"
diff --git a/src/error.rs b/src/error.rs
index 6c53de3a..c201b979 100644
--- a/src/error.rs
+++ b/src/error.rs
@@ -320,6 +320,19 @@ impl From<Exception> for Error {
     }
 }
 
+/// Conversions into [`Error`].
+pub trait IntoError {
+    /// Convert `self` into [`Error`].
+    fn into_error(self, ruby: &Ruby) -> Error;
+}
+
+impl IntoError for Error {
+    #[inline]
+    fn into_error(self, _: &Ruby) -> Error {
+        self
+    }
+}
+
 /// A wrapper to make a [`Error`] [`Send`] + [`Sync`].
 ///
 /// [`Error`] is not [`Send`] or [`Sync`] as it provides a way to call some of
@@ -372,6 +385,13 @@ impl From<Error> for OpaqueError {
     }
 }
 
+impl IntoError for OpaqueError {
+    #[inline]
+    fn into_error(self, _: &Ruby) -> Error {
+        Error(self.0)
+    }
+}
+
 /// The state of a call to Ruby exiting early, interrupting the normal flow
 /// of code.
 #[derive(Debug)]
diff --git a/src/method.rs b/src/method.rs
index ee77179b..2211c89c 100644
--- a/src/method.rs
+++ b/src/method.rs
@@ -13,7 +13,7 @@ use crate::{
         do_yield_iter, do_yield_splat_iter, do_yield_values_iter, Proc, Yield, YieldSplat,
         YieldValues,
     },
-    error::{raise, Error},
+    error::{raise, Error, IntoError},
     into_value::{ArgList, IntoValue},
     r_array::RArray,
     try_convert::TryConvert,
@@ -74,12 +74,15 @@ mod private {
         fn into_return_value(self) -> Result<Value, Error>;
     }
 
-    impl<T> ReturnValue for Result<T, Error>
+    impl<T, E> ReturnValue for Result<T, E>
     where
         T: IntoValue,
+        E: IntoError,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            self.map(|val| unsafe { val.into_value_unchecked() })
+            let ruby = unsafe { Ruby::get_unchecked() };
+            self.map(|val| val.into_value_with(&ruby))
+                .map_err(|err| err.into_error(&ruby))
         }
     }
 
@@ -88,83 +91,92 @@ mod private {
         T: IntoValue,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            Ok(self).into_return_value()
+            Ok::<T, Error>(self).into_return_value()
         }
     }
 
-    impl<I, T> ReturnValue for Yield<I>
+    impl<I, T, E> ReturnValue for Result<Yield<I>, E>
     where
         I: Iterator<Item = T>,
         T: IntoValue,
+        E: IntoError,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            match self {
+            let ruby = unsafe { Ruby::get_unchecked() };
+            self.map(|i| match i {
                 Yield::Iter(iter) => unsafe {
                     do_yield_iter(iter);
-                    Ok(Ruby::get_unchecked().qnil().as_value())
+                    ruby.qnil().as_value()
                 },
-                Yield::Enumerator(e) => Ok(unsafe { e.into_value_unchecked() }),
-            }
+                Yield::Enumerator(e) => e.into_value_with(&ruby),
+            })
+            .map_err(|err| err.into_error(&ruby))
         }
     }
 
-    impl<I, T> ReturnValue for Result<Yield<I>, Error>
+    impl<I, T> ReturnValue for Yield<I>
     where
         I: Iterator<Item = T>,
         T: IntoValue,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            self?.into_return_value()
+            Ok::<Self, Error>(self).into_return_value()
         }
     }
 
-    impl<I, T> ReturnValue for YieldValues<I>
+    impl<I, T, E> ReturnValue for Result<YieldValues<I>, E>
     where
         I: Iterator<Item = T>,
         T: ArgList,
+        E: IntoError,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            match self {
+            let ruby = unsafe { Ruby::get_unchecked() };
+            self.map(|i| match i {
                 YieldValues::Iter(iter) => unsafe {
                     do_yield_values_iter(iter);
-                    Ok(Ruby::get_unchecked().qnil().as_value())
+                    ruby.qnil().as_value()
                 },
-                YieldValues::Enumerator(e) => Ok(unsafe { e.into_value_unchecked() }),
-            }
+                YieldValues::Enumerator(e) => e.into_value_with(&ruby),
+            })
+            .map_err(|err| err.into_error(&ruby))
         }
     }
 
-    impl<I, T> ReturnValue for Result<YieldValues<I>, Error>
+    impl<I, T> ReturnValue for YieldValues<I>
     where
         I: Iterator<Item = T>,
         T: ArgList,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            self?.into_return_value()
+            Ok::<Self, Error>(self).into_return_value()
         }
     }
 
-    impl<I> ReturnValue for YieldSplat<I>
+    impl<I, E> ReturnValue for Result<YieldSplat<I>, E>
     where
         I: Iterator<Item = RArray>,
+        E: IntoError,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            match self {
+            let ruby = unsafe { Ruby::get_unchecked() };
+            self.map(|i| match i {
                 YieldSplat::Iter(iter) => unsafe {
                     do_yield_splat_iter(iter);
-                    Ok(Ruby::get_unchecked().qnil().as_value())
+                    ruby.qnil().as_value()
                 },
-                YieldSplat::Enumerator(e) => Ok(unsafe { e.into_value_unchecked() }),
-            }
+                YieldSplat::Enumerator(e) => e.into_value_with(&ruby),
+            })
+            .map_err(|err| err.into_error(&ruby))
         }
     }
 
-    impl<I> ReturnValue for Result<YieldSplat<I>, Error>
+    impl<I> ReturnValue for YieldSplat<I>
     where
         I: Iterator<Item = RArray>,
     {
         fn into_return_value(self) -> Result<Value, Error> {
-            self?.into_return_value()
+            Ok::<Self, Error>(self).into_return_value()
         }
     }
 
@@ -178,9 +190,12 @@ mod private {
         }
     }
 
-    impl InitReturn for Result<(), Error> {
+    impl<E> InitReturn for Result<(), E>
+    where
+        E: IntoError,
+    {
         fn into_init_return(self) -> Result<(), Error> {
-            self
+            self.map_err(|err| err.into_error(&unsafe { Ruby::get_unchecked() }))
         }
     }
 
diff --git a/tests/return_custom_error.rs b/tests/return_custom_error.rs
new file mode 100644
index 00000000..1d330e99
--- /dev/null
+++ b/tests/return_custom_error.rs
@@ -0,0 +1,28 @@
+use magnus::{error::IntoError, function, rb_assert, Error, Ruby};
+
+struct CustomError(&'static str);
+
+impl IntoError for CustomError {
+    fn into_error(self, ruby: &Ruby) -> Error {
+        Error::new(
+            ruby.exception_runtime_error(),
+            format!("Custom error: {}", self.0),
+        )
+    }
+}
+
+fn example() -> Result<(), CustomError> {
+    Err(CustomError("test"))
+}
+
+#[test]
+fn it_can_bind_function_returning_custom_error() {
+    let ruby = unsafe { magnus::embed::init() };
+
+    ruby.define_global_function("example", function!(example, 0));
+
+    rb_assert!(
+        ruby,
+        r#"(example rescue $!).message == "Custom error: test""#
+    );
+}