Application.Exit
is for Windows Forms applications - it informs all message pumps that they should terminate, waits for them to finish processing events and then terminates the application. Note that it doesn't necessarily force the application to exit.
Environment.Exit
is applicable for all Windows applications, however it is mainly intended for use in console applications. It immediately terminates the process with the given exit code.
In general you should use Application.Exit
in Windows Forms applications and Environment.Exit
in console applications, (although I prefer to let the Main
method / entry point run to completion rather than call Environment.Exit
in console applications).
For more detail see the MSDN documentation.