Workaround. Still not works yet.

handle_exception.dart

#import("dart:io");
Future getFuture() {
  var completer = new Completer();
  new Timer(100,(timer) => completer.complete(true));
  return completer.future;
}
Future openSocket() {
  var completer = new Completer();
  var result = completer.future;
  result.handleException((exc) {
    new Timer(0,(timer) {
      print(exc);
      return false;
    });    
  });
  Socket socket = new Socket('www.dartlang.org', 80);
  if (socket is! Socket) {
    completer.completeException(new Exception( "can't get send socket"));
  } else {
    socket.onError = (e) {  
      print("connect exception ${e}");
      completer.completeException(e);
    };
    socket.onConnect = () {
      completer.complete(socket);
    };
  }      
  return result;
}

void main() {  
  openSocket().chain((_) {
    print("Before exception in chain block");
    throw 'Error in chain block';
    print("After exception in chain block");
    return getFuture();
  }).then((_) {
    print("Before exception in then block");
    throw 'Error in then block';
    print("After exception in then block");
  });    
}