diff --git a/paddle/fluid/framework/details/data_balance_op_handle.cc b/paddle/fluid/framework/details/data_balance_op_handle.cc
index b914851fe0..d07235df58 100644
--- a/paddle/fluid/framework/details/data_balance_op_handle.cc
+++ b/paddle/fluid/framework/details/data_balance_op_handle.cc
@@ -62,7 +62,7 @@ std::vector<std::array<int, 3>> DataBalanceOpHandle::GetBalancePlan(
   }
   if (total_size < device_num) {
     // No enough data.
-    PADDLE_THROW("There is no next data.");
+    PADDLE_THROW_EOF();
   }
   std::sort(size_device_vec.begin(), size_device_vec.end(),
             [](const std::array<int, 2> &a, const std::array<int, 2> &b) {
diff --git a/paddle/fluid/framework/details/threaded_ssa_graph_executor.cc b/paddle/fluid/framework/details/threaded_ssa_graph_executor.cc
index b1706eb12d..99b10254a7 100644
--- a/paddle/fluid/framework/details/threaded_ssa_graph_executor.cc
+++ b/paddle/fluid/framework/details/threaded_ssa_graph_executor.cc
@@ -98,9 +98,18 @@ FeedFetchList ThreadedSSAGraphExecutor::Run(
     if (timeout) {
       std::lock_guard<std::mutex> l(exception_mu_);
       if (exception_) {
-        auto exp = *exception_;
-        exception_.reset();
-        throw exp;
+        std::exception *exp = exception_.get();
+        if (dynamic_cast<platform::EOFException *>(exp)) {
+          auto e = *static_cast<platform::EOFException *>(exp);
+          exception_.reset();
+          throw e;
+        } else if (dynamic_cast<platform::EnforceNotMet *>(exp)) {
+          auto e = *static_cast<platform::EnforceNotMet *>(exp);
+          exception_.reset();
+          throw e;
+        } else {
+          LOG(FATAL) << "Unknown exception.";
+        }
       } else {
         continue;
       }
@@ -199,6 +208,12 @@ void ThreadedSSAGraphExecutor::RunOp(
       running_ops_--;
       ready_var_q->Extend(op->Outputs());
       VLOG(10) << op << " " << op->Name() << "Signal posted";
+    } catch (platform::EOFException ex) {
+      std::lock_guard<std::mutex> l(exception_mu_);
+      // EOFException will not cover up existing EnforceNotMet.
+      if (exception_.get() == nullptr) {
+        exception_.reset(new platform::EOFException(ex));
+      }
     } catch (platform::EnforceNotMet ex) {
       std::lock_guard<std::mutex> l(exception_mu_);
       exception_.reset(new platform::EnforceNotMet(ex));
diff --git a/paddle/fluid/framework/details/threaded_ssa_graph_executor.h b/paddle/fluid/framework/details/threaded_ssa_graph_executor.h
index 90430be996..c69e0487e2 100644
--- a/paddle/fluid/framework/details/threaded_ssa_graph_executor.h
+++ b/paddle/fluid/framework/details/threaded_ssa_graph_executor.h
@@ -57,7 +57,7 @@ class ThreadedSSAGraphExecutor : public SSAGraphExecutor {
   std::vector<platform::Place> places_;
   platform::DeviceContextPool fetch_ctxs_;
   std::mutex exception_mu_;
-  std::unique_ptr<platform::EnforceNotMet> exception_;
+  std::unique_ptr<std::exception> exception_;
   std::atomic<int> running_ops_;
 
   void InsertPendingOp(std::unordered_map<OpHandleBase *, size_t> *pending_ops,
diff --git a/paddle/fluid/operators/read_op.cc b/paddle/fluid/operators/read_op.cc
index 60e4eb7576..695d7ea83d 100644
--- a/paddle/fluid/operators/read_op.cc
+++ b/paddle/fluid/operators/read_op.cc
@@ -68,7 +68,7 @@ class ReadOp : public framework::OperatorBase {
     reader->ReadNext(&ins);
     if (ins.empty()) {
       if (Attr<bool>("throw_eof_exp")) {
-        PADDLE_THROW("There is no next data.");
+        PADDLE_THROW_EOF();
       } else {
         ins.resize(out_arg_names.size());
         for (auto& tensor : ins) {
diff --git a/paddle/fluid/platform/enforce.h b/paddle/fluid/platform/enforce.h
index 70bc9c4e83..566485cd3c 100644
--- a/paddle/fluid/platform/enforce.h
+++ b/paddle/fluid/platform/enforce.h
@@ -102,6 +102,15 @@ struct EnforceNotMet : public std::exception {
   const char* what() const noexcept { return err_str_.c_str(); }
 };
 
+struct EOFException : public std::exception {
+  std::string err_str_;
+  EOFException(const char* err_msg, const char* f, int l) {
+    err_str_ = string::Sprintf("%s at [%s:%d]", err_msg, f, l);
+  }
+
+  const char* what() const noexcept { return err_str_.c_str(); }
+};
+
 // Because most enforce conditions would evaluate to true, we can use
 // __builtin_expect to instruct the C++ compiler to generate code that
 // always forces branch prediction of true.
@@ -242,6 +251,11 @@ inline void throw_on_error(T e) {
 #define PADDLE_ENFORCE(...) ::paddle::platform::throw_on_error(__VA_ARGS__);
 #endif
 
+#define PADDLE_THROW_EOF()                                                     \
+  do {                                                                         \
+    throw ::paddle::platform::EOFException("There is no next data.", __FILE__, \
+                                           __LINE__);                          \
+  } while (false)
 /*
  * Some enforce helpers here, usage:
  *    int a = 1;
diff --git a/paddle/fluid/platform/enforce_test.cc b/paddle/fluid/platform/enforce_test.cc
index 57d751cc00..0e8684581a 100644
--- a/paddle/fluid/platform/enforce_test.cc
+++ b/paddle/fluid/platform/enforce_test.cc
@@ -210,3 +210,14 @@ TEST(ENFORCE_USER_DEFINED_CLASS, NE) {
   Dims a{{1, 2, 3, 4}}, b{{5, 6, 7, 8}};
   ASSERT_THROW(PADDLE_ENFORCE_EQ(a, b), paddle::platform::EnforceNotMet);
 }
+
+TEST(EOF_EXCEPTION, THROW_EOF) {
+  bool caught_eof = false;
+  try {
+    PADDLE_THROW_EOF();
+  } catch (paddle::platform::EOFException error) {
+    caught_eof = true;
+    EXPECT_TRUE(HasPrefix(StringPiece(error.what()), "There is no next data."));
+  }
+  EXPECT_TRUE(caught_eof);
+}
diff --git a/paddle/fluid/pybind/exception.cc b/paddle/fluid/pybind/exception.cc
index 08a2f185e1..831f30e35f 100644
--- a/paddle/fluid/pybind/exception.cc
+++ b/paddle/fluid/pybind/exception.cc
@@ -18,10 +18,13 @@ namespace paddle {
 namespace pybind {
 
 void BindException(pybind11::module* m) {
+  static pybind11::exception<platform::EOFException> eof(*m, "EOFException");
   static pybind11::exception<platform::EnforceNotMet> exc(*m, "EnforceNotMet");
   pybind11::register_exception_translator([](std::exception_ptr p) {
     try {
       if (p) std::rethrow_exception(p);
+    } catch (const platform::EOFException& e) {
+      eof(e.what());
     } catch (const platform::EnforceNotMet& e) {
       exc(e.what());
     }
diff --git a/python/paddle/fluid/tests/unittests/test_data_balance.py b/python/paddle/fluid/tests/unittests/test_data_balance.py
index b558d7c2ea..cffa3329ac 100644
--- a/python/paddle/fluid/tests/unittests/test_data_balance.py
+++ b/python/paddle/fluid/tests/unittests/test_data_balance.py
@@ -118,8 +118,7 @@ class TestDataBalance(unittest.TestCase):
                 try:
                     image_val, label_val = parallel_exe.run(fetch_list,
                                                             return_numpy=True)
-                except fluid.core.EnforceNotMet as ex:
-                    self.assertIn("There is no next data.", ex.message)
+                except fluid.core.EOFException:
                     break
                 ins_num = image_val.shape[0]
                 broadcasted_label = np.ones(
@@ -162,8 +161,7 @@ class TestDataBalance(unittest.TestCase):
                 try:
                     ins_tensor, label_tensor = parallel_exe.run(
                         fetch_list, return_numpy=False)
-                except fluid.core.EnforceNotMet as ex:
-                    self.assertIn("There is no next data.", ex.message)
+                except fluid.core.EOFException:
                     break
 
                 ins_val = np.array(ins_tensor)
diff --git a/python/paddle/fluid/tests/unittests/test_multi_file_reader.py b/python/paddle/fluid/tests/unittests/test_multi_file_reader.py
index 3f940203b9..dbd510e64f 100644
--- a/python/paddle/fluid/tests/unittests/test_multi_file_reader.py
+++ b/python/paddle/fluid/tests/unittests/test_multi_file_reader.py
@@ -64,8 +64,7 @@ class TestMultipleReader(unittest.TestCase):
             while True:
                 try:
                     img_val, = exe.run(fetch_list=[img])
-                except fluid.core.EnforceNotMet as ex:
-                    self.assertIn("There is no next data.", ex.message)
+                except fluid.core.EOFException:
                     break
                 batch_count += 1
                 self.assertLessEqual(img_val.shape[0], self.batch_size)
diff --git a/python/paddle/fluid/tests/unittests/test_multi_pass_reader.py b/python/paddle/fluid/tests/unittests/test_multi_pass_reader.py
index 52e7cc1ffb..7fc9f55044 100644
--- a/python/paddle/fluid/tests/unittests/test_multi_pass_reader.py
+++ b/python/paddle/fluid/tests/unittests/test_multi_pass_reader.py
@@ -59,8 +59,7 @@ class TestMultipleReader(unittest.TestCase):
             while True:
                 try:
                     img_val, = exe.run(fetch_list=[img])
-                except fluid.core.EnforceNotMet as ex:
-                    self.assertIn("There is no next data.", ex.message)
+                except fluid.core.EOFException:
                     break
                 batch_count += 1
                 self.assertLessEqual(img_val.shape[0], self.batch_size)
diff --git a/python/paddle/fluid/tests/unittests/test_recordio_reader.py b/python/paddle/fluid/tests/unittests/test_recordio_reader.py
index f32050014d..69a522e273 100644
--- a/python/paddle/fluid/tests/unittests/test_recordio_reader.py
+++ b/python/paddle/fluid/tests/unittests/test_recordio_reader.py
@@ -68,8 +68,7 @@ class TestRecordIO(unittest.TestCase):
             while True:
                 try:
                     tmp, = exe.run(fetch_list=[avg_loss])
-                except fluid.core.EnforceNotMet as ex:
-                    self.assertIn("There is no next data.", ex.message)
+                except fluid.core.EOFException:
                     break
 
                 avg_loss_np.append(tmp)