diff --git a/swh/storage/proxies/retry.py b/swh/storage/proxies/retry.py
--- a/swh/storage/proxies/retry.py
+++ b/swh/storage/proxies/retry.py
@@ -27,7 +27,7 @@
         if isinstance(error, StorageArgumentException):
             # Exception is due to an invalid argument
             return False
-        elif isinstance(error, KeyboardInterrupt):
+        elif isinstance(error, (KeyboardInterrupt, SystemExit)):
             return False
         else:
             # Other exception