diff --git a/orttraining/orttraining/python/training/ortmodule/_training_manager.py b/orttraining/orttraining/python/training/ortmodule/_training_manager.py
index cc533e549db92..1cc8c73d65cba 100644
--- a/orttraining/orttraining/python/training/ortmodule/_training_manager.py
+++ b/orttraining/orttraining/python/training/ortmodule/_training_manager.py
@@ -196,18 +196,21 @@ def backward(ctx, *grad_outputs):
 
                 # Run and get results
                 backward_outputs = C.OrtValueVector()
-                self._execution_agent.run_backward(backward_inputs, backward_outputs, ctx.run_info.state)
-                # Destroy the state immediately (as opposed to be at the mercy of garbage collector) so it does not
-                # affect peak memory usage in a subsequent graph run.
-                del ctx.run_info.state
+                try:
+                    self._execution_agent.run_backward(backward_inputs, backward_outputs, ctx.run_info.state)
+                    # Destroy the state immediately (as opposed to be at the mercy of garbage collector) so it does not
+                    # affect peak memory usage in a subsequent graph run.
 
-                # Fast version: all backward_outputs are converted first.
-                # This version only works if backward_outputs is an OrtValueVector.
-                transferred_backward_outputs = _utils._ortvalues_to_torch_tensor(backward_outputs, self._device)
+                    # Fast version: all backward_outputs are converted first.
+                    # This version only works if backward_outputs is an OrtValueVector.
+                    transferred_backward_outputs = _utils._ortvalues_to_torch_tensor(backward_outputs, self._device)
 
-                self._runtime_inspector.memory_ob.inspect_memory(Phase.POST_BACKWARD)
+                    self._runtime_inspector.memory_ob.inspect_memory(Phase.POST_BACKWARD)
+                    res = tuple(transferred_backward_outputs[idx] if idx != -1 else None for idx in self._gradient_map)
+                    return res
+                finally:
+                    del ctx.run_info.state
 
-                return tuple(transferred_backward_outputs[idx] if idx != -1 else None for idx in self._gradient_map)
 
         return _ORTModuleFunction