Try Catch - Throw Error in class method

Hi guys,

I have the following issue:

Code example:

ClassMyClass myClass;

try
{

myClass = ClassMyClass::construct();

myClass.doSomething();

}
catch
{

*** Handle error ***

}

Now the question:

Inside the myClass.doSomething(), a validation does a throw error(XXX);

I would expect that my catch is hit and i can handle the error, but instead the error gets trown and i'm not hitting my catch() statement.

Is this normal? What can i do to make sure my catch is getting hit?