For CORS requests, the XmlHttpRequest's onError handler should fire. If you have access to the raw XmlHttpRequest object, try setting an event handler like:

function createCORSRequest(method, url){
  var xhr = new XMLHttpRequest();
  if ("withCredentials" in xhr){
    xhr.open(method, url, true);
  } else if (typeof XDomainRequest != "undefined"){
    xhr = new XDomainRequest();
    xhr.open(method, url);
  } else {
    xhr = null;
  }
  return xhr;
}

var url = 'YOUR URL HERE';
var xhr = createCORSRequest('GET', url);
xhr.onerror = function() { alert('error'); };
xhr.onload = function() { alert('success'); };
xhr.send();

Note a few things:

• On CORS requests, the browser's console.log will display an error message. However, that error message is not available to your JavaScript code (I think this is done for security reasons, I asked this question once before: Is it possible to trap CORS errors?).

• The xhr.status and xhr.statusText aren't set in the onError handler, so you don't really have any useful information as to why the CORS request failed. You only know that it failed.

It is possible to get error status like so:

xhr.onerror = function(e) {
    alert("Error Status: " + e.target.status);
};

Source: https://developer.mozilla.org/en-US/docs/Web/API/XMLHttpRequest/Using_XMLHttpRequest

Set a handler for onerror and you'll be able to catch the cross-domain exceptions. I don't know why the onerror event is fired for exceptions and not the error event, but I just tested it and it worked.

req = $.get('http://www.example.com');
req.onerror = function() { alert('An exception occurred.') };