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I believe a better idea is to use

raise NewException("Explain why") from CatchedException

pattern. In particular, considering Python 3 and the example given by @BrenBarn I use following

def failure():
    raise ValueError("Real error")

try:
    failure()
except ValueError as ex:
    raise TypeError("Apology error") from ex

which yields

--------- ValueError----                                
Traceback (most recent call last) 
      4 try:
----> 5     failure()
      6 except ValueError as ex:

      1 def failure():
----> 2     raise ValueError("Real error")
      3 

ValueError: Real error

The above exception was the direct cause of the following exception:

-----TypeError-----
Traceback (most recent call last) 
      5     failure()
      6 except ValueError as ex:
----> 7     raise TypeError("Apology error") from ex

TypeError: Apology error