diff --git a/samples/c_cxx/MNIST/MNIST.cpp b/samples/c_cxx/MNIST/MNIST.cpp
index 49f6440f4e..a564a31396 100644
--- a/samples/c_cxx/MNIST/MNIST.cpp
+++ b/samples/c_cxx/MNIST/MNIST.cpp
@@ -10,8 +10,6 @@
 #pragma comment(lib, "gdi32.lib")
 #pragma comment(lib, "onnxruntime.lib")
 
-Ort::Env env{ORT_LOGGING_LEVEL_WARNING, "test"};
-
 // This is the structure to interface with the MNIST model
 // After instantiation, set the input_image_ data to be the 28x28 pixel image of the number to recognize
 // Then call Run() to fill in the results_ data with the probabilities of each
@@ -41,6 +39,7 @@ struct MNIST {
   int64_t result_{0};
 
  private:
+  Ort::Env env;
   Ort::Session session_{env, L"model.onnx", Ort::SessionOptions{nullptr}};
 
   Ort::Value input_tensor_{nullptr};
@@ -55,7 +54,7 @@ const constexpr int drawing_area_scale_{4};  // Number of times larger to make t
 const constexpr int drawing_area_width_{MNIST::width_ * drawing_area_scale_};
 const constexpr int drawing_area_height_{MNIST::height_ * drawing_area_scale_};
 
-MNIST mnist_;
+std::unique_ptr<MNIST> mnist_;
 HBITMAP dib_;
 HDC hdc_dib_;
 bool painting_{};
@@ -79,9 +78,9 @@ void ConvertDibToMnist() {
   DIBInfo info{dib_};
 
   const DWORD* input = reinterpret_cast<const DWORD*>(info.Bits());
-  float* output = mnist_.input_image_.data();
+  float* output = mnist_->input_image_.data();
 
-  std::fill(mnist_.input_image_.begin(), mnist_.input_image_.end(), 0.f);
+  std::fill(mnist_->input_image_.begin(), mnist_->input_image_.end(), 0.f);
 
   for (unsigned y = 0; y < MNIST::height_; y++) {
     for (unsigned x = 0; x < MNIST::width_; x++) {
@@ -97,6 +96,13 @@ LRESULT CALLBACK WndProc(HWND, UINT, WPARAM, LPARAM);
 // The Windows entry point function
 int APIENTRY wWinMain(_In_ HINSTANCE hInstance, _In_opt_ HINSTANCE /*hPrevInstance*/, _In_ LPTSTR /*lpCmdLine*/,
                       _In_ int nCmdShow) {
+  try {
+    mnist_ = std::make_unique<MNIST>();
+  } catch (const Ort::Exception& exception) {
+    MessageBoxA(nullptr, exception.what(), "Error:", MB_OK);
+    return 0;
+  }
+
   {
     WNDCLASSEX wc{};
     wc.cbSize = sizeof(WNDCLASSEX);
@@ -139,6 +145,13 @@ int APIENTRY wWinMain(_In_ HINSTANCE hInstance, _In_opt_ HINSTANCE /*hPrevInstan
     TranslateMessage(&msg);
     DispatchMessage(&msg);
   }
+
+  DeleteObject(dib_);
+  DeleteDC(hdc_dib_);
+
+  DeleteObject(brush_winner_);
+  DeleteObject(brush_bars_);
+
   return (int)msg.wParam;
 }
 
@@ -158,14 +171,14 @@ LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
       constexpr int graph_width = 64;
       SelectObject(hdc, brush_bars_);
 
-      auto least = *std::min_element(mnist_.results_.begin(), mnist_.results_.end());
-      auto greatest = mnist_.results_[mnist_.result_];
+      auto least = *std::min_element(mnist_->results_.begin(), mnist_->results_.end());
+      auto greatest = mnist_->results_[mnist_->result_];
       auto range = greatest - least;
 
       int graphs_zero = static_cast<int>(graphs_left - least * graph_width / range);
 
       // Hilight the winner
-      RECT rc{graphs_left, static_cast<LONG>(mnist_.result_) * 16, graphs_left + graph_width + 128, static_cast<LONG>(mnist_.result_ + 1) * 16};
+      RECT rc{graphs_left, static_cast<LONG>(mnist_->result_) * 16, graphs_left + graph_width + 128, static_cast<LONG>(mnist_->result_ + 1) * 16};
       FillRect(hdc, &rc, brush_winner_);
 
       // For every entry, draw the odds and the graph for it
@@ -173,7 +186,7 @@ LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
       wchar_t value[80];
       for (unsigned i = 0; i < 10; i++) {
         int y = 16 * i;
-        float result = mnist_.results_[i];
+        float result = mnist_->results_[i];
 
         auto length = wsprintf(value, L"%2d: %d.%02d", i, int(result), abs(int(result * 100) % 100));
         TextOut(hdc, graphs_left + graph_width + 5, y, value, length);
@@ -214,7 +227,7 @@ LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
     case WM_LBUTTONUP:
       ReleaseCapture();
       ConvertDibToMnist();
-      mnist_.Run();
+      mnist_->Run();
       InvalidateRect(hWnd, nullptr, true);
       return 0;