The proper way to do it is probably to break down the method by putting the try-catch block in a separate method, and use a return statement:
public void someMethod() {
try {
...
if (condition)
return;
...
} catch (SomeException e) {
...
}
}
If the code involves lots of local variables, you may also consider using a break
from a labeled block, as suggested by Stephen C:
label: try {
...
if (condition)
break label;
...
} catch (SomeException e) {
...
}