Difference between exit() and sys.exit() in Python

In Python, there are two similarly-named functions, exit() and sys.exit(). What's the difference and when should I use one over the other?

exit is a helper for the interactive shell - sys.exit is intended for use in programs.

The site module (which is imported automatically during startup, except if the -S command-line option is given) adds several constants to the built-in namespace (e.g. exit). They are useful for the interactive interpreter shell and should not be used in programs.

Technically, they do mostly the same: raising SystemExit. sys.exit does so in sysmodule.c:

static PyObject *
sys_exit(PyObject *self, PyObject *args)
{
    PyObject *exit_code = 0;
    if (!PyArg_UnpackTuple(args, "exit", 0, 1, &exit_code))
        return NULL;
    /* Raise SystemExit so callers may catch it or clean up. */
    PyErr_SetObject(PyExc_SystemExit, exit_code);
   return NULL;
}

While exit is defined in site.py and _sitebuiltins.py, respectively.

class Quitter(object):
    def __init__(self, name):
        self.name = name
    def __repr__(self):
        return 'Use %s() or %s to exit' % (self.name, eof)
    def __call__(self, code=None):
        # Shells like IDLE catch the SystemExit, but listen when their
        # stdin wrapper is closed.
        try:
            sys.stdin.close()
        except:
            pass
        raise SystemExit(code)
__builtin__.quit = Quitter('quit')
__builtin__.exit = Quitter('exit')

Note that there is a third exit option, namely os._exit, which exits without calling cleanup handlers, flushing stdio buffers, etc. (and which should normally only be used in the child process after a fork()).

If I use exit() in a code and run it in the shell, it shows a message asking whether I want to kill the program or not. It's really disturbing. See here

But sys.exit() is better in this case. It closes the program and doesn't create any dialogue box.