Exception handling doesn't work with Qt on Windows
I've reconfigured and recompiled Qt with flag -exceptions:D:\Qt\2010.05\qt>mingw32-make confclean && configure -exceptions && mingw32-make
and now everything is ok!
Thanks all for help, especially to Nick D!
Anyway, it's very strange that I had Qt build without this flag. I had downloaded Qt SDK in binary form from official site.
It's no longer necessary to use the -exceptions flag with Qt. In Qt Creator 4 it's the default, and my Windows Qt app happily uses vast and extensive exception handling with no problems. Qt MSVC builds use the /EHsc compiler option, which turns normal exception handling on.