Powershell don't catch exception from NewWebServiceProxy
This is one of the most common issues while catching an unhandled exception in powershell. You need to use -ErrorAction Stop in the command New-WebServiceProxy
try { $myService = New-WebServiceProxy -Uri "http://localhost/someservice.svc" -ErrorAction Stop}catch [System.Net.WebException]{ Write-Log ([string]::Format("Error : {0}", $_.Exception.Message))}Updated: To catch Http exception include [System.Net.WebException] as noted by Keith Hill in the comment below.