catch exception by pointer in C++

The recommended way is to throw by value and catch by reference.

Your example code throws a pointer, which is a bad idea since you would have to manage memory at the catch site.

If you really feel you should throw a pointer, use a smart pointer such as shared_ptr.

Anyway, Herb Sutter and Alexei Alexandrescu explain that really well in their C++ Coding Standards book which I paraphrased.

See C++ Coding Standards: Throw by Value, Catch by Reference.

Catch follows normal assignment compatibility rules, that is, if you throw a value, you can catch it as value or reference, but not as pointer; if you throw a pointer, you can catch it only as a pointer (or reference to a pointer...).

But it doesn't really make sense to throw pointers, it will only cause memory management headaches. Thus, you should, in general follow the rule throw by value, catch by reference, as explained by Gregory.