diff --git a/hydra/_internal/utils.py b/hydra/_internal/utils.py
index 72c5f65e169..139a35d7959 100644
--- a/hydra/_internal/utils.py
+++ b/hydra/_internal/utils.py
@@ -17,7 +17,6 @@
 from hydra.core.utils import get_valid_filename, validate_config_path
 from hydra.errors import (
     CompactHydraException,
-    HydraException,
     InstantiationException,
     SearchPathException,
 )
@@ -224,12 +223,6 @@ def run_and_report(func: Any) -> Any:
                 # It is possible to add additional libraries to sanitize from the bottom later,
                 # maybe even make it configurable.
 
-                # If got a HydraException that is caused by another exception,
-                # print the message of the HydraException and unwrap the cause.
-                if isinstance(ex, HydraException) and ex.__cause__ is not None:
-                    sys.stderr.write(str(ex) + os.linesep)
-                    ex = ex.__cause__  # type: ignore
-
                 tb: Any = ex.__traceback__
                 search_max = 10
                 # strip Hydra frames from start of stack
diff --git a/hydra/core/utils.py b/hydra/core/utils.py
index d5e208bf0a5..9b556a09aff 100644
--- a/hydra/core/utils.py
+++ b/hydra/core/utils.py
@@ -18,13 +18,11 @@
 
 from hydra.core.hydra_config import HydraConfig
 from hydra.core.singleton import Singleton
-from hydra.errors import HydraJobException
+from hydra.types import HydraContext, TaskFunction
 
 if TYPE_CHECKING:
     from hydra._internal.callbacks import Callbacks
 
-from hydra.types import HydraContext, TaskFunction
-
 log = logging.getLogger(__name__)
 
 
@@ -229,9 +227,10 @@ def return_value(self) -> Any:
         if self.status == JobStatus.COMPLETED:
             return self._return_value
         else:
-            raise HydraJobException(
-                f"Error executing job with overrides: {self.overrides}"
-            ) from self._return_value
+            sys.stderr.write(
+                f"Error executing job with overrides: {self.overrides}" + os.linesep
+            )
+            raise self._return_value
 
     @return_value.setter
     def return_value(self, value: Any) -> None:
diff --git a/hydra/errors.py b/hydra/errors.py
index 1eb1a8c207a..a4dae765d50 100644
--- a/hydra/errors.py
+++ b/hydra/errors.py
@@ -39,9 +39,3 @@ def __init__(
         super(MissingConfigException, self).__init__(message)
         self.missing_cfg_file = missing_cfg_file
         self.options = options
-
-
-class HydraJobException(HydraException):
-    """Raised when accessing a result of a failed job."""
-
-    ...
diff --git a/tests/test_hydra.py b/tests/test_hydra.py
index e6a19d88ace..574304c4065 100644
--- a/tests/test_hydra.py
+++ b/tests/test_hydra.py
@@ -1193,13 +1193,13 @@ def test_2(self) -> None:
         ),
     ],
 )
-def test_hydra_exception(
-    monkeypatch: Any,
+def test_job_exception(
     tmpdir: Any,
     expected: str,
 ) -> None:
-    monkeypatch.chdir("tests/test_apps/app_exception")
-    ret = run_with_error(["my_app.py", f"hydra.run.dir={tmpdir}"])
+    ret = run_with_error(
+        ["tests/test_apps/app_exception/my_app.py", f"hydra.run.dir={tmpdir}"]
+    )
     assert_regex_match(
         from_line=expected,
         to_line=ret,
@@ -1208,6 +1208,16 @@ def test_hydra_exception(
     )
 
 
+def test_job_exception_full_error(tmpdir: Any) -> None:
+    ret = run_with_error(
+        ["tests/test_apps/app_exception/my_app.py", f"hydra.run.dir={tmpdir}"],
+        env={**os.environ, "HYDRA_FULL_ERROR": "1"},
+    )
+
+    assert "ZeroDivisionError: division by zero" in ret
+    assert "Set the environment variable HYDRA_FULL_ERROR=1" not in ret
+
+
 def test_structured_with_none_list(monkeypatch: Any, tmpdir: Path) -> None:
     monkeypatch.chdir("tests/test_apps/structured_with_none_list")
     cmd = [