New software architectures based on multi-agents or software components allow the integration of separately developed software pieces that interact through various communication schemes. In such a context, reliability raises new important issues. This paper aims at increasing reliability in multi-agent systems (MASs) and, therefore, focuses on the study of an appropriate exception handling system (EHS). The issues specific to exception handling in MASs – preservation of the agent paradigm and support of cooperative concurrency – are presented and discussed. This paper analyses existing EHSs according to these issues and describes our proposition, the Sage system, which integrates various solutions from existing EHSs and adapts them to the agent paradigm. Sage is an exception handling system dedicated to MASs that addresses the stressed issues by providing means to coordinate the collective activities of agents, to embbed contextualized handlers in agents and to concert exceptions. It has been implemented and integrated in the MadKit MAS. It has been experimented with a classical travel agency case study.