Exception inside dll

[C# Programming]

i have written a database application in c#, the application use another c# dll to connect with the database.

I am getting some exception inside the c# dll( i have not include exception handling inside the dll), but those exceptions are not being caught from the application.

for example
try
{
DatabaseManager db = new DatabaseManager();
db.Execute();
}
catch ( Exception ex )
{
// log exception
}

here the DB.Execute() is crashing inside the dll but not capturing in application.What could be the reason?

My small attempt...