diff --git a/ext/pycall/pycall.c b/ext/pycall/pycall.c
index afe6903..c69373d 100644
--- a/ext/pycall/pycall.c
+++ b/ext/pycall/pycall.c
@@ -107,6 +107,10 @@ pycall_without_gvl(VALUE (* func)(VALUE), VALUE arg)
 
   pycall_set_with_gvl();
 
+  if (state) {
+    rb_jump_tag(state);
+  }
+
   return result;
 }
 
diff --git a/test/pycall/test-gvl.rb b/test/pycall/test-gvl.rb
new file mode 100644
index 0000000..02ceda4
--- /dev/null
+++ b/test/pycall/test-gvl.rb
@@ -0,0 +1,10 @@
+class PyCallGvlTest < Test::Unit::TestCase
+  def test_exception
+    math = PyCall.import_module("math")
+    assert_raise_message(/factorial\(\) not defined for negative values/) do
+      PyCall.without_gvl do
+        math.factorial(-1)
+      end
+    end
+  end
+end