diff --git a/src/input.ts b/src/input.ts
index cb7597b..f499ab5 100644
--- a/src/input.ts
+++ b/src/input.ts
@@ -19,6 +19,7 @@ import type {
     SERPProxyGroup,
     UrlToMarkdownInput,
 } from './types.js';
+import { abortRun } from './utils.js';
 
 /**
  * Processes the input and returns an array of crawler settings. This is ideal for startup of STANDBY mode
@@ -27,7 +28,7 @@ import type {
 export async function processStandbyInput(originalInput: Partial<Input>) {
     const { input, searchCrawlerOptions, contentScraperSettings } = await processInputInternal(originalInput, true);
 
-    const proxy = await Actor.createProxyConfiguration(input.proxyConfiguration);
+    const proxy = await createContentProxyConfiguration(input.proxyConfiguration);
     const contentCrawlerOptions: ContentCrawlerOptions[] = [
         createPlaywrightCrawlerOptions(input, proxy),
         createCheerioCrawlerOptions(input, proxy),
@@ -42,7 +43,7 @@ export async function processStandbyInput(originalInput: Partial<Input>) {
 export async function processInput(originalInput: Partial<Input>) {
     const { input, searchCrawlerOptions, contentScraperSettings } = await processInputInternal(originalInput);
 
-    const proxy = await Actor.createProxyConfiguration(input.proxyConfiguration);
+    const proxy = await createContentProxyConfiguration(input.proxyConfiguration);
     const contentCrawlerOptions: ContentCrawlerOptions = input.scrapingTool === 'raw-http'
         ? createCheerioCrawlerOptions(input, proxy, false)
         : createPlaywrightCrawlerOptions(input, proxy, false);
@@ -210,6 +211,14 @@ async function processUrlToMarkdownInput(input: Partial<UrlToMarkdownInput>): Pr
     return validatedInput;
 }
 
+async function createContentProxyConfiguration(proxyConfiguration: ProxyConfigurationOptions) {
+    try {
+        return await Actor.createProxyConfiguration(proxyConfiguration);
+    } catch (e) {
+        return abortRun(`Cannot use Apify Proxy for scraping the target pages: ${(e as Error).message}`);
+    }
+}
+
 function createPlaywrightCrawlerOptions(
     input: Input,
     proxy: ProxyConfiguration | undefined,
diff --git a/src/utils.ts b/src/utils.ts
index 19e2892..77f7107 100644
--- a/src/utils.ts
+++ b/src/utils.ts
@@ -47,6 +47,22 @@ export function isActorStandby(): boolean {
     return Actor.getEnv().metaOrigin === 'STANDBY';
 }
 
+/**
+ * Aborts the run with a terminal status message, instead of crashing or failing it.
+ */
+export async function abortRun(statusMessage: string): Promise<never> {
+    log.error(statusMessage);
+
+    if (!Actor.isAtHome()) {
+        process.exit(1);
+    }
+
+    // Aborting gracefully buys the 30 seconds that the teardown needs before the container is stopped.
+    await Actor.abort(Actor.getEnv().actorRunId!, { statusMessage, gracefully: true });
+    await Actor.exit({ exit: false });
+    process.exit(0);
+}
+
 /**
  * Extracts the calling end-user's authorization from the x-apify-user-authorization header.
  * Node lower-cases header names, and the header could theoretically arrive as a string array.