diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
index bf42488ec..530b89a3e 100644
--- a/.github/workflows/main.yml
+++ b/.github/workflows/main.yml
@@ -260,6 +260,7 @@ jobs:
           - TEST=torch_frontend
           - TEST=torch_internal_frontend
           - TEST=torch_util
+          - TEST=threading
 
     steps:
     - uses: actions/checkout@v4
diff --git a/returnn/util/debug.py b/returnn/util/debug.py
index 992168c32..24a047906 100644
--- a/returnn/util/debug.py
+++ b/returnn/util/debug.py
@@ -182,6 +182,19 @@ def excepthook(exc_type, exc_obj, exc_tb):
 
     sys.excepthook = excepthook
 
+    def threading_excepthook(args, /):
+        """
+        Thread-specific excepthook to ensure the main thread is killed on unhandled exceptions in sub threads.
+        """
+        log_out = log.v1 or sys.stdout
+        print(
+            f"Unhandled exception in thread {threading.current_thread()}, going to interrupt main thread:", file=log_out
+        )
+        better_exchook(args.exc_type, args.exc_value, args.exc_traceback, autodebugshell=False, file=log_out)
+        thread.interrupt_main()
+
+    threading.excepthook = threading_excepthook
+
     from returnn.util.basic import to_bool
 
     if os.environ.get("DEBUG_WARN_WITH_TRACEBACK") and to_bool(os.environ.get("DEBUG_WARN_WITH_TRACEBACK")):
diff --git a/tests/test_threading.py b/tests/test_threading.py
new file mode 100644
index 000000000..6188e9fe2
--- /dev/null
+++ b/tests/test_threading.py
@@ -0,0 +1,88 @@
+"""
+test threading-specific functionality
+"""
+
+from __future__ import annotations
+
+import _setup_test_env  # noqa
+from subprocess import Popen, PIPE, STDOUT, CalledProcessError
+import os
+import sys
+import unittest
+import tempfile
+import textwrap
+from returnn.util import better_exchook
+
+
+__my_dir__ = os.path.dirname(os.path.abspath(__file__))
+__base_dir__ = os.path.dirname(__my_dir__)
+__main_entry__ = __base_dir__ + "/rnn.py"
+py = sys.executable
+
+
+def run(args, input=None):
+    """run subproc"""
+    args = list(args)
+    print("run:", args)
+    # RETURNN by default outputs on stderr, so just merge both together
+    p = Popen(args, stdout=PIPE, stderr=STDOUT, stdin=PIPE)
+    out, _ = p.communicate(input=input)
+    print("Return code is %i" % p.returncode)
+    print("std out/err:\n---\n%s\n---\n" % out.decode("utf8"))
+    if p.returncode != 0:
+        raise CalledProcessError(cmd=args, returncode=p.returncode, output=out)
+    return out.decode("utf8")
+
+
+def test_thread_exc_hook():
+    config = textwrap.dedent(
+        """
+        #!rnn.py
+
+        backend = "torch"  # just require any backend
+        log_verbosity = 5
+        task = "nop"
+
+        import threading
+
+        t = threading.Thread(target=lambda: 1/0)
+        t.start()
+        t.join()
+        """
+    )
+    with tempfile.NamedTemporaryFile(mode="w") as f:
+        f.write(config)
+        f.flush()
+
+        try:
+            output = run([py, __main_entry__, f.name])
+        except CalledProcessError as exc:
+            out = exc.output.decode("utf8")
+            assert "ZeroDivisionError" in out
+            assert "KeyboardInterrupt" in out  # this is the result from the main thread being killed
+        else:
+            assert False, f"Expected RETURNN to crash, but got {output}."
+
+
+if __name__ == "__main__":
+    better_exchook.install()
+    if len(sys.argv) <= 1:
+        for k, v in sorted(globals().items()):
+            if k.startswith("test_"):
+                print("-" * 40)
+                print("Executing: %s" % k)
+                try:
+                    v()
+                except unittest.SkipTest as exc:
+                    print("SkipTest:", exc)
+                print("-" * 40)
+        print("Finished all tests.")
+    else:
+        assert len(sys.argv) >= 2
+        for arg in sys.argv[1:]:
+            print("Executing: %s" % arg)
+            if arg in globals():
+                globals()[arg]()  # assume function and execute
+            else:
+                eval(arg)  # assume Python code and execute
+    #  better_exchook.dump_all_thread_tracebacks()