diff --git a/swh/core/db/__init__.py b/swh/core/db/__init__.py
--- a/swh/core/db/__init__.py
+++ b/swh/core/db/__init__.py
@@ -9,6 +9,7 @@
 import json
 import logging
 import os
+import sys
 import threading
 
 from contextlib import contextmanager
@@ -167,12 +168,18 @@
         """
 
         read_file, write_file = os.pipe()
+        exc_info = None
 
         def writer():
+            nonlocal exc_info
             cursor = self.cursor(cur)
             with open(read_file, 'r') as f:
-                cursor.copy_expert('COPY %s (%s) FROM STDIN CSV' % (
-                    tblname, ', '.join(columns)), f)
+                try:
+                    cursor.copy_expert('COPY %s (%s) FROM STDIN CSV' % (
+                        tblname, ', '.join(columns)), f)
+                except Exception:
+                    # Tell the main thread about the exception
+                    exc_info = sys.exc_info()
 
         write_thread = threading.Thread(target=writer)
         write_thread.start()
@@ -202,6 +209,9 @@
             # we finish copying, even though we're probably going to cancel the
             # transaction.
             write_thread.join()
+            if exc_info:
+                # postgresql returned an error, let's raise it.
+                raise exc_info[1].with_traceback(exc_info[2])
 
     def mktemp(self, tblname, cur=None):
         self.cursor(cur).execute('SELECT swh_mktemp(%s)', (tblname,))
diff --git a/swh/core/db/tests/test_db.py b/swh/core/db/tests/test_db.py
--- a/swh/core/db/tests/test_db.py
+++ b/swh/core/db/tests/test_db.py
@@ -8,6 +8,7 @@
 import unittest
 
 from hypothesis import strategies, given
+import psycopg2
 import pytest
 
 from swh.core.db import BaseDb
@@ -100,3 +101,10 @@
         cur = self.db.cursor()
         cur.execute('select * from test_table;')
         self.assertCountEqual(list(cur), data)
+
+    def test_copy_to_thread_exception(self):
+        data = [(2**65, 'foo', b'bar')]
+
+        items = [dict(zip(['i', 'txt', 'bytes'], item)) for item in data]
+        with self.assertRaises(psycopg2.errors.NumericValueOutOfRange):
+            self.db.copy_to(items, 'test_table', ['i', 'txt', 'bytes'])