diff --git a/benchmarl/experiment/experiment.py b/benchmarl/experiment/experiment.py
index 8e24d8b5..48a090ca 100644
--- a/benchmarl/experiment/experiment.py
+++ b/benchmarl/experiment/experiment.py
@@ -317,7 +317,11 @@ def _setup_logger(self):
         )
 
     def run(self):
-        self._collection_loop()
+        try:
+            self._collection_loop()
+        except Exception as err:
+            self.close()
+            raise err
 
     def _collection_loop(self):