diff --git a/src/pl/plpython/expected/plpython_subtransaction.out b/src/pl/plpython/expected/plpython_subtransaction.out
index 0d0ff2e36d..2a56541917 100644
--- a/src/pl/plpython/expected/plpython_subtransaction.out
+++ b/src/pl/plpython/expected/plpython_subtransaction.out
@@ -171,8 +171,11 @@ with plpy.subtransaction() as s:
 $$ LANGUAGE plpythonu;
 CREATE FUNCTION subtransaction_exit_subtransaction_in_with() RETURNS void
 AS $$
-with plpy.subtransaction() as s:
-    s.__exit__(None, None, None)
+try:
+    with plpy.subtransaction() as s:
+        s.__exit__(None, None, None)
+except ValueError as e:
+    raise ValueError(e)
 $$ LANGUAGE plpythonu;
 SELECT subtransaction_exit_without_enter();
 ERROR:  ValueError: this subtransaction has not been entered
@@ -224,8 +227,8 @@ PL/Python function "subtransaction_enter_subtransaction_in_with"
 SELECT subtransaction_exit_subtransaction_in_with();
 ERROR:  ValueError: this subtransaction has already been exited
 CONTEXT:  Traceback (most recent call last):
-  PL/Python function "subtransaction_exit_subtransaction_in_with", line 3, in <module>
-    s.__exit__(None, None, None)
+  PL/Python function "subtransaction_exit_subtransaction_in_with", line 6, in <module>
+    raise ValueError(e)
 PL/Python function "subtransaction_exit_subtransaction_in_with"
 -- Make sure we don't get a "current transaction is aborted" error
 SELECT 1 as test;
diff --git a/src/pl/plpython/sql/plpython_subtransaction.sql b/src/pl/plpython/sql/plpython_subtransaction.sql
index 47bb11f157..cc4b1ae102 100644
--- a/src/pl/plpython/sql/plpython_subtransaction.sql
+++ b/src/pl/plpython/sql/plpython_subtransaction.sql
@@ -121,8 +121,11 @@ $$ LANGUAGE plpythonu;
 
 CREATE FUNCTION subtransaction_exit_subtransaction_in_with() RETURNS void
 AS $$
-with plpy.subtransaction() as s:
-    s.__exit__(None, None, None)
+try:
+    with plpy.subtransaction() as s:
+        s.__exit__(None, None, None)
+except ValueError as e:
+    raise ValueError(e)
 $$ LANGUAGE plpythonu;
 
 SELECT subtransaction_exit_without_enter();