This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
It is difficult to work out where the best place to catch an Exception is, especially since you provided so little detail. But try in the method which calls the constructor. If you have an Exception in the constructor, then you might be best off not creating the object, but declaring the Exception instead.