diff --git a/swig/include/gdal_array.i b/swig/include/gdal_array.i
index 21c32f545b04..156079bf6124 100644
--- a/swig/include/gdal_array.i
+++ b/swig/include/gdal_array.i
@@ -66,27 +66,6 @@ typedef int GDALRIOResampleAlg;
 
 %include "python_strings.i"
 
-%{
-#include "cpl_conv.h"
-%}
-
-%inline %{
-// Note: copied&pasted from python_exceptions.i
-static void _StoreLastException()
-{
-    const char* pszLastErrorMessage =
-        CPLGetThreadLocalConfigOption("__last_error_message", NULL);
-    const char* pszLastErrorCode =
-        CPLGetThreadLocalConfigOption("__last_error_code", NULL);
-    if( pszLastErrorMessage != NULL && pszLastErrorCode != NULL )
-    {
-        CPLErrorSetState( CE_Failure,
-            static_cast<CPLErrorNum>(atoi(pszLastErrorCode)),
-            pszLastErrorMessage);
-    }
-}
-%}
-
 %{
 #include <vector>
 #include "gdal_priv.h"
@@ -2087,7 +2066,6 @@ def GDALTypeCodeToNumericTypeCode(gdal_code):
 
 def _RaiseException():
     if gdal.GetUseExceptions():
-        _StoreLastException()
         raise RuntimeError(gdal.GetLastErrorMsg())
 
 def LoadFile(filename, xoff=0, yoff=0, xsize=None, ysize=None,
diff --git a/swig/include/python/gdal_python.i b/swig/include/python/gdal_python.i
index 448e0ec0ba1a..3edc88f562a2 100644
--- a/swig/include/python/gdal_python.i
+++ b/swig/include/python/gdal_python.i
@@ -12,6 +12,7 @@
   if ( GDALGetDriverCount() == 0 ) {
     GDALAllRegister();
   }
+  UseExceptions();
 %}
 
 %{
diff --git a/swig/include/python/gnm_python.i b/swig/include/python/gnm_python.i
index b0c2f01a70db..1ade9666f5e8 100644
--- a/swig/include/python/gnm_python.i
+++ b/swig/include/python/gnm_python.i
@@ -12,6 +12,7 @@
   if ( OGRGetDriverCount() == 0 ) {
     OGRRegisterAll();
   }
+  UseExceptions();
 
 %}
 #endif
diff --git a/swig/include/python/ogr_python.i b/swig/include/python/ogr_python.i
index f2adbd1c37c3..632621ce6a67 100644
--- a/swig/include/python/ogr_python.i
+++ b/swig/include/python/ogr_python.i
@@ -12,6 +12,7 @@
   if ( OGRGetDriverCount() == 0 ) {
     OGRRegisterAll();
   }
+  UseExceptions();
 
 %}
 #endif
diff --git a/swig/include/python/osr_python.i b/swig/include/python/osr_python.i
index eb77314dea4d..8d0a8efeffab 100644
--- a/swig/include/python/osr_python.i
+++ b/swig/include/python/osr_python.i
@@ -6,6 +6,10 @@
 
 %feature("autodoc");
 
+%init %{
+  UseExceptions();
+%}
+
 #ifndef FROM_GDAL_I
 %{
 #define MODULE_NAME           "osr"