diff --git a/src/FSharp.Analyzers.Cli/CustomLogging.fs b/src/FSharp.Analyzers.Cli/CustomLogging.fs
index a1552a1..e5d6d05 100644
--- a/src/FSharp.Analyzers.Cli/CustomLogging.fs
+++ b/src/FSharp.Analyzers.Cli/CustomLogging.fs
@@ -38,6 +38,10 @@ type CustomFormatter(options: IOptionsMonitor<CustomOptions>) as this =
         else
             this.WritePrefix(textWriter, logEntry.LogLevel)
             textWriter.WriteLine(message)
+            //  logEntry.Formatter doesn't actually write the exception so we need to do that ourselves
+            // https://github.com/dotnet/runtime/blob/2bcadad3045934b54672e626bbb6131f7d0a523c/src/libraries/Microsoft.Extensions.Logging.Console/src/SystemdConsoleFormatter.cs#L95-L101
+            if not (isNull logEntry.Exception) then
+                textWriter.WriteLine(logEntry.Exception.ToString())
 
     member private x.WritePrefix(textWriter: TextWriter, logLevel: LogLevel) =
         if not (isNull formatterOptions.TimestampFormat) then
diff --git a/src/FSharp.Analyzers.Cli/Program.fs b/src/FSharp.Analyzers.Cli/Program.fs
index 60f5cef..5ab2ced 100644
--- a/src/FSharp.Analyzers.Cli/Program.fs
+++ b/src/FSharp.Analyzers.Cli/Program.fs
@@ -34,6 +34,7 @@ type ExitErrorCodes =
     | ProjectAndFscArgs = 19
     | InvalidScriptArguments = 20
     | InvalidProjectArguments = 21
+    | UnhandledException = 22
 
 type Arguments =
     | Project of string list
@@ -596,6 +597,19 @@ let main argv =
 
     logger.LogInformation("Running in verbose mode")
 
+    AppDomain.CurrentDomain.UnhandledException.Add(fun args ->
+        let ex = args.ExceptionObject :?> exn
+
+        match ex with
+        | :? FileNotFoundException as fnf when fnf.FileName.StartsWith "System.Runtime" -> 
+            // https://github.com/ionide/FSharp.Analyzers.SDK/issues/245
+            logger.LogCritical(ex, "FSharp.Analyzers.Cli could not find {0}. If you're using a preview version of the .NET SDK, you may need to set DOTNET_ROLL_FORWARD_TO_PRERELEASE=1 in your environment before running this tool.", fnf.FileName)
+        | _ ->
+            logger.LogCritical(ex, "Unhandled exception:")
+        factory.Dispose() // Flush any logs https://github.com/dotnet/extensions/issues/2395
+        exit (int ExitErrorCodes.UnhandledException)
+    )
+
     let severityMapping =
         {
             TreatAsHint = results.GetResult(<@ Treat_As_Hint @>, []) |> Set.ofList