In F#, you can throw exceptions explicitly. You are allowed to throw a custom exception. You can also throw exceptions by using predefined methods of Exception like Failwith and InvalidArgs.
Example of FailWith keyword :
let TestAgeValidation age =
try
if (age<18) then failwith "Sorry, Age must be greater than 18"
with
| Failure(e) -> printfn "%s" e;
printf "Rest of the code"
TestAgeValidation 10
Example of InvalidArg keyword
let TestInvalidArgument age =
if(age<18) then
invalidArg "TestInvalidArgument" ("Sorry, Age must be greater than 18")
TestInvalidArgument 10