diff --git a/paramiko/packet.py b/paramiko/packet.py
index 9782061..5d918e2 100644
--- a/paramiko/packet.py
+++ b/paramiko/packet.py
@@ -29,7 +29,7 @@ import time
 
 from paramiko.common import *
 from paramiko import util
-from paramiko.ssh_exception import SSHException
+from paramiko.ssh_exception import SSHException, ProxyCommandFailure
 from paramiko.message import Message
 
 
@@ -254,6 +254,8 @@ class Packetizer (object):
                     retry_write = True
                 else:
                     n = -1
+            except ProxyCommandFailure:
+                raise # so it doesn't get swallowed by the below catchall
             except Exception:
                 # could be: (32, 'Broken pipe')
                 n = -1