diff --git a/DepotDownloader/ContentDownloader.cs b/DepotDownloader/ContentDownloader.cs
index fc4c8ae4..0015ee95 100644
--- a/DepotDownloader/ContentDownloader.cs
+++ b/DepotDownloader/ContentDownloader.cs
@@ -898,9 +898,11 @@ namespace DepotDownloader
                                 {
                                     Console.WriteLine( "Failed to find any server with chunk {0} for depot {1}. Aborting.", chunkID, depot.id );
                                     cts.Cancel();
-                                    return;
                                 }
 
+                                // Throw the cancellation exception if requested so that this task is marked failed
+                                cts.Token.ThrowIfCancellationRequested();
+
                                 TotalBytesCompressed += chunk.CompressedLength;
                                 DepotBytesCompressed += chunk.CompressedLength;
                                 TotalBytesUncompressed += chunk.UncompressedLength;