diff --git a/.rubocop.yml b/.rubocop.yml
index 9f76014d7..d957753b4 100644
--- a/.rubocop.yml
+++ b/.rubocop.yml
@@ -55,3 +55,7 @@ Layout/CaseIndentation:
 Layout/EndAlignment:
   Enabled: true
   EnforcedStyleAlignWith: variable
+
+# Exceptions should be rescued with `AllExceptionsExceptOnesWeMustNotRescue`
+Lint/RescueException:
+  Enabled: true
diff --git a/lib/rake.rb b/lib/rake.rb
index 77cb0c73a..d74b1b022 100644
--- a/lib/rake.rb
+++ b/lib/rake.rb
@@ -21,7 +21,17 @@
 # IN THE SOFTWARE.
 #++
 
-module Rake; end
+module Rake
+  module AllExceptionsExceptOnesWeMustNotRescue
+    # These exceptions are dangerous to rescue as rescuing them
+    # would interfere with things we should not interfere with.
+    AVOID_RESCUING = [NoMemoryError, SignalException, Interrupt, SystemExit]
+
+    def self.===(exception)
+      AVOID_RESCUING.none? { |ar| ar === exception }
+    end
+  end
+end
 
 require_relative "rake/version"
 
diff --git a/lib/rake/application.rb b/lib/rake/application.rb
index 33ca872dd..a74cdacc9 100644
--- a/lib/rake/application.rb
+++ b/lib/rake/application.rb
@@ -218,7 +218,7 @@ def standard_exception_handling # :nodoc:
     rescue OptionParser::InvalidOption => ex
       $stderr.puts ex.message
       exit(false)
-    rescue Exception => ex
+    rescue AllExceptionsExceptOnesWeMustNotRescue => ex
       # Exit with error message
       display_error_message(ex)
       exit_because_of_exception(ex)
diff --git a/lib/rake/promise.rb b/lib/rake/promise.rb
index f45af4f3a..6c0b8614e 100644
--- a/lib/rake/promise.rb
+++ b/lib/rake/promise.rb
@@ -62,7 +62,7 @@ def chore
       stat :will_execute, item_id: object_id
       begin
         @result = @block.call(*@args)
-      rescue Exception => e
+      rescue AllExceptionsExceptOnesWeMustNotRescue => e
         @error = e
       end
       stat :did_execute, item_id: object_id
diff --git a/lib/rake/thread_pool.rb b/lib/rake/thread_pool.rb
index d791caa6e..355d22b3c 100644
--- a/lib/rake/thread_pool.rb
+++ b/lib/rake/thread_pool.rb
@@ -47,7 +47,7 @@ def join
           stat :joining
           @join_cond.wait unless @threads.empty?
           stat :joined
-        rescue Exception => e
+        rescue AllExceptionsExceptOnesWeMustNotRescue => e
           stat :joined
           $stderr.puts e
           $stderr.print "Queue contains #{@queue.size} items. " +