diff --git a/tests/pricehist/test_exceptions.py b/tests/pricehist/test_exceptions.py
new file mode 100644
index 0000000..9837d03
--- /dev/null
+++ b/tests/pricehist/test_exceptions.py
@@ -0,0 +1,43 @@
+import logging
+import sys
+
+import pytest
+
+from pricehist import exceptions
+
+
+def test_handler_logs_debug_information(caplog):
+    with caplog.at_level(logging.DEBUG):
+        try:
+            with exceptions.handler():
+                raise exceptions.RequestError("Some message")
+        except SystemExit:
+            pass
+
+    assert caplog.records[0].levelname == "DEBUG"
+    assert "exception encountered" in caplog.records[0].message
+    assert caplog.records[0].exc_info
+
+
+def test_handler_exits_nonzero(caplog):
+    with pytest.raises(SystemExit) as e:
+        with exceptions.handler():
+            raise exceptions.RequestError("Some message")
+
+    assert e.value.code == 1
+
+
+def test_handler_logs_critical_information(caplog):
+    with caplog.at_level(logging.CRITICAL):
+        try:
+            with exceptions.handler():
+                raise exceptions.RequestError("Some message")
+        except SystemExit:
+            pass
+
+    assert any(
+        [
+            "CRITICAL" == r.levelname and "Some message" in r.message
+            for r in caplog.records
+        ]
+    )