diff --git a/fastapi/dependencies/utils.py b/fastapi/dependencies/utils.py
index cc7e55b4b..698b28281 100644
--- a/fastapi/dependencies/utils.py
+++ b/fastapi/dependencies/utils.py
@@ -56,7 +56,7 @@ from fastapi.concurrency import (
     contextmanager_in_threadpool,
 )
 from fastapi.dependencies.models import Dependant
-from fastapi.exceptions import DependencyScopeError
+from fastapi.exceptions import DependencyScopeError, FastAPIError
 from fastapi.logger import logger
 from fastapi.security.oauth2 import SecurityScopes
 from fastapi.types import DependencyCacheKey
@@ -579,7 +579,23 @@ async def _solve_generator(
         cm = asynccontextmanager(dependant.call)(**sub_values)
     elif dependant.is_gen_callable:
         cm = contextmanager_in_threadpool(contextmanager(dependant.call)(**sub_values))
-    return await stack.enter_async_context(cm)
+
+    try:
+        solved = await stack.enter_async_context(cm)
+    except RuntimeError as ex:
+        if str(ex) != "generator didn't yield":
+            raise ex
+
+        dependency_name = getattr(dependant.call, "__name__", "(unknown)")
+        raise FastAPIError(
+            f"Dependency {dependency_name} raised: {ex}. There's a high chance that "
+            "this is a dependency with yield that catches an exception using except, "
+            "but doesn't raise the exception again. Read more about it in the docs: "
+            "https://fastapi.tiangolo.com/tutorial/dependencies/dependencies-with-yield"
+            "/#dependencies-with-yield-and-except"
+        ) from ex
+
+    return solved
 
 
 @dataclass
diff --git a/tests/test_dependency_runtime_errors.py b/tests/test_dependency_runtime_errors.py
new file mode 100644
index 000000000..f091e7cda
--- /dev/null
+++ b/tests/test_dependency_runtime_errors.py
@@ -0,0 +1,89 @@
+import pytest
+from anyio import open_file
+from fastapi import Depends, FastAPI
+from fastapi.testclient import TestClient
+
+app = FastAPI()
+
+
+def get_username_reraises():
+    try:
+        with open("/nonexistent/path.txt") as f:
+            yield f.read()  # pragma: no cover
+    except OSError as ex:
+        raise RuntimeError("File read error") from ex
+
+
+def get_username_doesnt_reraise():
+    try:
+        with open("/nonexistent/path.txt") as f:
+            yield f.read()  # pragma: no cover
+    except OSError:
+        print("Didn't re-raise")
+
+
+async def get_username_reraises_async():
+    try:
+        async with await open_file("/nonexistent/path.txt", "r") as f:
+            yield await f.read()  # pragma: no cover
+    except OSError as ex:
+        raise RuntimeError("File read error") from ex
+
+
+async def get_username_doesnt_reraise_async():
+    try:
+        async with await open_file("/nonexistent/path.txt", "r") as f:
+            yield await f.read()  # pragma: no cover
+    except OSError:
+        print("Didn't re-raise")
+
+
+@app.get("/reraises")
+def get_me_reraises(username: str = Depends(get_username_reraises)):
+    return username  # pragma: no cover
+
+
+@app.get("/doesnt-reraise")
+def get_me_doesnt_reraise(username: str = Depends(get_username_doesnt_reraise)):
+    return username  # pragma: no cover
+
+
+@app.get("/reraises-async")
+def get_me_reraises_async(username: str = Depends(get_username_reraises_async)):
+    return username  # pragma: no cover
+
+
+@app.get("/doesnt-reraise-async")
+def get_me_doesnt_reraise_async(
+    username: str = Depends(get_username_doesnt_reraise_async),
+):
+    return username  # pragma: no cover
+
+
+client = TestClient(app)
+
+
+@pytest.mark.anyio
+@pytest.mark.parametrize("path", ["/reraises", "/reraises-async"])
+def test_runtime_error_reraises(path: str):
+    with pytest.raises(RuntimeError) as exc_info:
+        client.get(path)
+    assert str(exc_info.value) == "File read error"
+
+
+@pytest.mark.anyio
+@pytest.mark.parametrize(
+    ("path", "fn_name"),
+    [
+        ("/doesnt-reraise", "get_username_doesnt_reraise"),
+        ("/doesnt-reraise-async", "get_username_doesnt_reraise_async"),
+    ],
+)
+def test_runtime_error_doesnt_reraise(path: str, fn_name: str):
+    with pytest.raises(RuntimeError) as exc_info:
+        client.get(path)
+    assert str(exc_info.value).startswith(
+        f"Dependency {fn_name} raised: generator didn't yield. "
+        "There's a high chance that this is a dependency with yield that catches an "
+        "exception using except, but doesn't raise the exception again."
+    )