diff --git a/Doc/library/sys.rst b/Doc/library/sys.rst
--- a/Doc/library/sys.rst
+++ b/Doc/library/sys.rst
@@ -240,9 +240,18 @@
    particular, ``sys.exit("some error message")`` is a quick way to exit a
    program when an error occurs.

-   Since :func:`exit` ultimately "only" raises an exception, it will only exit
-   the process when called from the main thread, and the exception is not
-   intercepted.
+   .. note::
+
+      :func:`exit` only terminates the process when called from the main thread,
+      and when the :exc:`SystemExit` exception is not intercepted. If raised in
+      a non-primary thread, :exc:`SystemExit` is caught automatically and causes
+      the calling thread to exit silently (equal behavior to calling
+      :func:`thread.exit`).
+
+   .. warning::
+
+      When called from a non-primary thread, :func:`exit` does not write to
+      stderr.


 .. data:: exitfunc