diff --git a/CHANGES/4414.doc b/CHANGES/4414.doc
new file mode 100644
index 00000000000..b4be46afee8
--- /dev/null
+++ b/CHANGES/4414.doc
@@ -0,0 +1 @@
+Clarified that ``GracefulExit`` needs to be handled in ``AppRunner`` and ``ServerRunner`` when using ``handle_signals=True``. -- by :user:`Daste745`
diff --git a/docs/web_reference.rst b/docs/web_reference.rst
index 643015d6a19..333e23c4be4 100644
--- a/docs/web_reference.rst
+++ b/docs/web_reference.rst
@@ -2596,7 +2596,8 @@ application on specific TCP or Unix socket, e.g.::
    :param bool handle_signals: add signal handlers for
                                :data:`signal.SIGINT` and
                                :data:`signal.SIGTERM` (``False`` by
-                               default).
+                               default). These handlers will raise
+                               :exc:`GracefulExit`.
 
    :param kwargs: named parameters to pass into
                   web protocol.
@@ -2669,7 +2670,8 @@ application on specific TCP or Unix socket, e.g.::
    :param bool handle_signals: add signal handlers for
                                :data:`signal.SIGINT` and
                                :data:`signal.SIGTERM` (``False`` by
-                               default).
+                               default). These handlers will raise
+                               :exc:`GracefulExit`.
 
    :param kwargs: named parameters to pass into
                   web protocol.
@@ -2800,6 +2802,16 @@ application on specific TCP or Unix socket, e.g.::
 
                        ``128`` by default.
 
+.. exception:: GracefulExit
+
+   Raised by signal handlers for :data:`signal.SIGINT` and :data:`signal.SIGTERM`
+   defined in :class:`AppRunner` and :class:`ServerRunner`
+   when ``handle_signals`` is set to ``True``.
+
+   Inherited from :exc:`SystemExit`,
+   which exits with error code ``1`` if not handled.
+
+
 Utilities
 ---------