diff --git a/package.json b/package.json
index 101c3ce5..2a2cd155 100644
--- a/package.json
+++ b/package.json
@@ -137,7 +137,7 @@
     "@bundled-es-modules/statuses": "^1.0.1",
     "@inquirer/confirm": "^3.0.0",
     "@mswjs/cookies": "^1.1.0",
-    "@mswjs/interceptors": "^0.28.3",
+    "@mswjs/interceptors": "^0.29.0",
     "@open-draft/until": "^2.1.0",
     "@types/cookie": "^0.6.0",
     "@types/statuses": "^2.0.4",
diff --git a/pnpm-lock.yaml b/pnpm-lock.yaml
index 944767ac..2aa6f5fa 100644
--- a/pnpm-lock.yaml
+++ b/pnpm-lock.yaml
@@ -18,8 +18,8 @@ dependencies:
     specifier: ^1.1.0
     version: 1.1.0
   '@mswjs/interceptors':
-    specifier: ^0.28.3
-    version: 0.28.3
+    specifier: ^0.29.0
+    version: 0.29.0
   '@open-draft/until':
     specifier: ^2.1.0
     version: 2.1.0
@@ -1410,8 +1410,8 @@ packages:
     engines: {node: '>=18'}
     dev: false
 
-  /@mswjs/interceptors@0.28.3:
-    resolution: {integrity: sha512-+4px/YLSyG3nL+R6nOKJpK59OvmuSl4CHH8wq8/7oGiZgDJTDOXMAgBrUPrjB5wScv81d/Drk1tP8+/BePBJfQ==}
+  /@mswjs/interceptors@0.29.0:
+    resolution: {integrity: sha512-eppU9TxaRS2t5IcR00nuh+36zMHcK09pyhUvWJLO1ae5+U8KL7iatUGKlLUlbxXaq3BvDjlcF0Q8Xhzyosk/xA==}
     engines: {node: '>=18'}
     dependencies:
       '@open-draft/deferred-promise': 2.2.0
diff --git a/src/core/utils/internal/devUtils.ts b/src/core/utils/internal/devUtils.ts
index 47abfb75..e39b6926 100644
--- a/src/core/utils/internal/devUtils.ts
+++ b/src/core/utils/internal/devUtils.ts
@@ -29,3 +29,7 @@ export const devUtils = {
   warn,
   error,
 }
+
+export class InternalError extends Error {
+  //
+}
diff --git a/src/core/utils/request/onUnhandledRequest.ts b/src/core/utils/request/onUnhandledRequest.ts
index fcf4d505..02708b13 100644
--- a/src/core/utils/request/onUnhandledRequest.ts
+++ b/src/core/utils/request/onUnhandledRequest.ts
@@ -1,5 +1,5 @@
 import { toPublicUrl } from './toPublicUrl'
-import { devUtils } from '../internal/devUtils'
+import { InternalError, devUtils } from '../internal/devUtils'
 
 export interface UnhandledRequestPrint {
   warning(): void
@@ -33,7 +33,7 @@ export async function onUnhandledRequest(
         devUtils.error('Error: %s', unhandledRequestMessage)
 
         // Throw an exception to halt request processing and not perform the original request.
-        throw new Error(
+        throw new InternalError(
           devUtils.formatMessage(
             'Cannot bypass a request when using the "error" strategy for the "onUnhandledRequest" option.',
           ),
@@ -49,7 +49,7 @@ export async function onUnhandledRequest(
         break
 
       default:
-        throw new Error(
+        throw new InternalError(
           devUtils.formatMessage(
             'Failed to react to an unhandled request: unknown strategy "%s". Please provide one of the supported strategies ("bypass", "warn", "error") or a custom callback function as the value of the "onUnhandledRequest" option.',
             strategy,
diff --git a/src/node/SetupServerCommonApi.ts b/src/node/SetupServerCommonApi.ts
index fc742429..85c534d3 100644
--- a/src/node/SetupServerCommonApi.ts
+++ b/src/node/SetupServerCommonApi.ts
@@ -15,7 +15,7 @@ import { SetupApi } from '~/core/SetupApi'
 import { handleRequest } from '~/core/utils/handleRequest'
 import type { RequestHandler } from '~/core/handlers/RequestHandler'
 import { mergeRight } from '~/core/utils/internal/mergeRight'
-import { devUtils } from '~/core/utils/internal/devUtils'
+import { InternalError, devUtils } from '~/core/utils/internal/devUtils'
 import type { SetupServerCommon } from './glossary'
 
 export const DEFAULT_LISTEN_OPTIONS: RequiredDeep<SharedOptions> = {
@@ -68,6 +68,12 @@ export class SetupServerCommonApi
       return
     })
 
+    this.interceptor.on('unhandledException', ({ error }) => {
+      if (error instanceof InternalError) {
+        throw error
+      }
+    })
+
     this.interceptor.on(
       'response',
       ({ response, isMockedResponse, request, requestId }) => {
diff --git a/test/node/msw-api/setup-server/scenarios/on-unhandled-request/error.node.test.ts b/test/node/msw-api/setup-server/scenarios/on-unhandled-request/error.node.test.ts
index a84080bb..307a22c3 100644
--- a/test/node/msw-api/setup-server/scenarios/on-unhandled-request/error.node.test.ts
+++ b/test/node/msw-api/setup-server/scenarios/on-unhandled-request/error.node.test.ts
@@ -68,12 +68,7 @@ test('errors on unhandled request when using the "error" value', async () => {
 
   const requestError = await makeRequest()
 
-  expect(requestError.message).toBe('Failed to fetch')
-  /**
-   * @note Undici wraps fetch rejections in a generic "Failed to fetch" error,
-   * forwarding the actual rejection in the "error.cause" property.
-   */
-  expect(requestError.cause).toEqual(
+  expect(requestError).toEqual(
     new Error(
       '[MSW] Cannot bypass a request when using the "error" strategy for the "onUnhandledRequest" option.',
     ),
diff --git a/test/node/rest-api/response/response-cookies.test.ts b/test/node/rest-api/response/response-cookies.test.ts
new file mode 100644
index 00000000..bfdcaefd
--- /dev/null
+++ b/test/node/rest-api/response/response-cookies.test.ts
@@ -0,0 +1,50 @@
+/**
+ * @vitest-environment node
+ */
+import { http, HttpResponse } from 'msw'
+import { setupServer } from 'msw/node'
+
+const server = setupServer()
+
+beforeAll(() => {
+  server.listen()
+})
+
+afterEach(() => {
+  server.resetHandlers()
+})
+
+afterAll(() => {
+  server.close()
+})
+
+it('supports mocking a response cookie', async () => {
+  server.use(
+    http.get('*/resource', () => {
+      return new HttpResponse(null, {
+        headers: {
+          'Set-Cookie': 'a=1',
+        },
+      })
+    }),
+  )
+
+  const response = await fetch('http://localhost/resource')
+  expect(response.headers.get('Set-Cookie')).toBe('a=1')
+})
+
+it('supports mocking multiple response cookies', async () => {
+  server.use(
+    http.get('*/resource', () => {
+      return new HttpResponse(null, {
+        headers: [
+          ['Set-Cookie', 'a=1'],
+          ['Set-Cookie', 'b=2'],
+        ],
+      })
+    }),
+  )
+
+  const response = await fetch('http://localhost/resource')
+  expect(response.headers.get('Set-Cookie')).toBe('a=1, b=2')
+})