diff --git a/csharp/src/Microsoft.ML.OnnxRuntime/NativeMethods.cs b/csharp/src/Microsoft.ML.OnnxRuntime/NativeMethods.cs
index a7ee28c96c..eb0aee5154 100644
--- a/csharp/src/Microsoft.ML.OnnxRuntime/NativeMethods.cs
+++ b/csharp/src/Microsoft.ML.OnnxRuntime/NativeMethods.cs
@@ -116,49 +116,49 @@ namespace Microsoft.ML.OnnxRuntime
         #region SessionOptions API
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern IntPtr /*OrtSessionOptions* */ OrtCreateSessionOptions();
+        public static extern IntPtr /*(OrtStatus*)*/ OrtCreateSessionOptions(out IntPtr /*(OrtSessionOptions**)*/ sessionOptions);
 
         [DllImport(nativeLib, CharSet = charSet)]
         public static extern void OrtReleaseSessionOptions(IntPtr /*(OrtSessionOptions*)*/session);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern IntPtr /*(OrtSessionOptions*)*/OrtCloneSessionOptions(IntPtr /*(OrtSessionOptions*)*/ sessionOptions);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtCloneSessionOptions(IntPtr /*(OrtSessionOptions*)*/ sessionOptions, out IntPtr /*(OrtSessionOptions**)*/ output);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtEnableSequentialExecution(IntPtr /*(OrtSessionOptions*)*/ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtEnableSequentialExecution(IntPtr /*(OrtSessionOptions*)*/ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtDisableSequentialExecution(IntPtr /*(OrtSessionOptions*)*/ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtDisableSequentialExecution(IntPtr /*(OrtSessionOptions*)*/ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtEnableProfiling(IntPtr /* OrtSessionOptions* */ options, string profilePathPrefix);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtEnableProfiling(IntPtr /* OrtSessionOptions* */ options, string profilePathPrefix);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtDisableProfiling(IntPtr /* OrtSessionOptions* */ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtDisableProfiling(IntPtr /* OrtSessionOptions* */ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtEnableMemPattern(IntPtr /* OrtSessionOptions* */ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtEnableMemPattern(IntPtr /* OrtSessionOptions* */ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtDisableMemPattern(IntPtr /* OrtSessionOptions* */ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtDisableMemPattern(IntPtr /* OrtSessionOptions* */ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtEnableCpuMemArena(IntPtr /* OrtSessionOptions* */ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtEnableCpuMemArena(IntPtr /* OrtSessionOptions* */ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtDisableCpuMemArena(IntPtr /* OrtSessionOptions* */ options);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtDisableCpuMemArena(IntPtr /* OrtSessionOptions* */ options);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtSetSessionLogId(IntPtr /* OrtSessionOptions* */ options, string logId);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtSetSessionLogId(IntPtr /* OrtSessionOptions* */ options, string logId);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern void OrtSetSessionLogVerbosityLevel(IntPtr /* OrtSessionOptions* */ options, LogLevel sessionLogVerbosityLevel);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtSetSessionLogVerbosityLevel(IntPtr /* OrtSessionOptions* */ options, LogLevel sessionLogVerbosityLevel);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern int OrtSetSessionThreadPoolSize(IntPtr /* OrtSessionOptions* */ options, int sessionThreadPoolSize);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtSetSessionThreadPoolSize(IntPtr /* OrtSessionOptions* */ options, int sessionThreadPoolSize);
 
         [DllImport(nativeLib, CharSet = charSet)]
-        public static extern int OrtSetSessionGraphOptimizationLevel(IntPtr /* OrtSessionOptions* */ options, uint graphOptimizationLevel);
+        public static extern IntPtr /*(OrtStatus*)*/ OrtSetSessionGraphOptimizationLevel(IntPtr /* OrtSessionOptions* */ options, uint graphOptimizationLevel);
 
 
         ///**
diff --git a/csharp/src/Microsoft.ML.OnnxRuntime/SessionOptions.cs b/csharp/src/Microsoft.ML.OnnxRuntime/SessionOptions.cs
index c5d36c6a05..b4157a616a 100644
--- a/csharp/src/Microsoft.ML.OnnxRuntime/SessionOptions.cs
+++ b/csharp/src/Microsoft.ML.OnnxRuntime/SessionOptions.cs
@@ -21,7 +21,7 @@ namespace Microsoft.ML.OnnxRuntime
         /// </summary>
         public SessionOptions()
         {
-            _nativePtr = NativeMethods.OrtCreateSessionOptions();
+            NativeMethods.OrtCreateSessionOptions(out _nativePtr);
         }
 
         /// <summary>
@@ -32,11 +32,9 @@ namespace Microsoft.ML.OnnxRuntime
         /// 0 -> Disable all optimizations
         /// 1 -> Enable basic optimizations
         /// 2 -> Enable all optimizations
-        /// <returns>True on success and false otherwise</returns>
-        public bool SetSessionGraphOptimizationLevel(uint optimization_level)
+        public void SetSessionGraphOptimizationLevel(uint optimization_level)
         {
-            var result = NativeMethods.OrtSetSessionGraphOptimizationLevel(_nativePtr, optimization_level);
-            return result == 0;
+            NativeApiStatus.VerifySuccess(NativeMethods.OrtSetSessionGraphOptimizationLevel(_nativePtr, optimization_level));
         }
 
         /// <summary>
@@ -45,7 +43,7 @@ namespace Microsoft.ML.OnnxRuntime
         /// </param>
         public void EnableSequentialExecution()
         {
-            NativeMethods.OrtEnableSequentialExecution(_nativePtr);
+            NativeApiStatus.VerifySuccess(NativeMethods.OrtEnableSequentialExecution(_nativePtr));
         }
 
         /// <summary>
@@ -54,7 +52,7 @@ namespace Microsoft.ML.OnnxRuntime
         /// </param>
         public void DisableSequentialExecution()
         {
-            NativeMethods.OrtDisableSequentialExecution(_nativePtr);
+            NativeApiStatus.VerifySuccess(NativeMethods.OrtDisableSequentialExecution(_nativePtr));
         }
 
         /// <summary>
diff --git a/csharp/test/Microsoft.ML.OnnxRuntime.Tests/InferenceTest.cs b/csharp/test/Microsoft.ML.OnnxRuntime.Tests/InferenceTest.cs
index f0d4362b0a..1be67b5fa1 100644
--- a/csharp/test/Microsoft.ML.OnnxRuntime.Tests/InferenceTest.cs
+++ b/csharp/test/Microsoft.ML.OnnxRuntime.Tests/InferenceTest.cs
@@ -61,7 +61,7 @@ namespace Microsoft.ML.OnnxRuntime.Tests
 
             // Set the graph optimization level for this session.
             SessionOptions options = new SessionOptions();
-            Assert.True(options.SetSessionGraphOptimizationLevel(graphOptimizationLevel));
+            options.SetSessionGraphOptimizationLevel(graphOptimizationLevel);
             if(disableSequentialExecution) options.DisableSequentialExecution();
 
             using (var session = new InferenceSession(modelPath, options))
diff --git a/include/onnxruntime/core/session/onnxruntime_c_api.h b/include/onnxruntime/core/session/onnxruntime_c_api.h
index 6f1b723882..bfdc6b47f1 100644
--- a/include/onnxruntime/core/session/onnxruntime_c_api.h
+++ b/include/onnxruntime/core/session/onnxruntime_c_api.h
@@ -199,48 +199,46 @@ ORT_API_STATUS(OrtRun, _Inout_ OrtSession* sess,
 /**
  * \return A pointer of the newly created object. The pointer should be freed by OrtReleaseSessionOptions after use
  */
-ORT_API(OrtSessionOptions*, OrtCreateSessionOptions);
+ORT_API_STATUS(OrtCreateSessionOptions, _Out_ OrtSessionOptions** output);
 
 // create a copy of an existing OrtSessionOptions
-ORT_API(OrtSessionOptions*, OrtCloneSessionOptions, OrtSessionOptions*);
-ORT_API(void, OrtEnableSequentialExecution, _In_ OrtSessionOptions* options);
-ORT_API(void, OrtDisableSequentialExecution, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtCloneSessionOptions, _In_ OrtSessionOptions* in, _Out_ OrtSessionOptions** output);
+ORT_API_STATUS(OrtEnableSequentialExecution, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtDisableSequentialExecution, _In_ OrtSessionOptions* options);
 
 // Enable profiling for this session.
-ORT_API(void, OrtEnableProfiling, _In_ OrtSessionOptions* options, _In_ const ORTCHAR_T* profile_file_prefix);
-ORT_API(void, OrtDisableProfiling, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtEnableProfiling, _In_ OrtSessionOptions* options, _In_ const ORTCHAR_T* profile_file_prefix);
+ORT_API_STATUS(OrtDisableProfiling, _In_ OrtSessionOptions* options);
 
 // Enable the memory pattern optimization.
 // The idea is if the input shapes are the same, we could trace the internal memory allocation
 // and generate a memory pattern for future request. So next time we could just do one allocation
 // with a big chunk for all the internal memory allocation.
 // Note: memory pattern optimization is only available when SequentialExecution enabled.
-ORT_API(void, OrtEnableMemPattern, _In_ OrtSessionOptions* options);
-ORT_API(void, OrtDisableMemPattern, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtEnableMemPattern, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtDisableMemPattern, _In_ OrtSessionOptions* options);
 
 // Enable the memory arena on CPU
 // Arena may pre-allocate memory for future usage.
 // set this option to false if you don't want it.
-ORT_API(void, OrtEnableCpuMemArena, _In_ OrtSessionOptions* options);
-ORT_API(void, OrtDisableCpuMemArena, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtEnableCpuMemArena, _In_ OrtSessionOptions* options);
+ORT_API_STATUS(OrtDisableCpuMemArena, _In_ OrtSessionOptions* options);
 
 // < logger id to use for session output
-ORT_API(void, OrtSetSessionLogId, _In_ OrtSessionOptions* options, const char* logid);
+ORT_API_STATUS(OrtSetSessionLogId, _In_ OrtSessionOptions* options, const char* logid);
 
 // < applies to session load, initialization, etc
-ORT_API(void, OrtSetSessionLogVerbosityLevel, _In_ OrtSessionOptions* options, uint32_t session_log_verbosity_level);
+ORT_API_STATUS(OrtSetSessionLogVerbosityLevel, _In_ OrtSessionOptions* options, uint32_t session_log_verbosity_level);
 
 // Set Graph optimization level.
-// Return 0 on success and -1 otherwise
 // Available options are : 0, 1, 2.
 // 0 -> Disable all optimizations
 // 1 -> Enable basic optimizations
 // 2 -> Enable all optimizations
-ORT_API(int, OrtSetSessionGraphOptimizationLevel, _In_ OrtSessionOptions* options, uint32_t graph_optimization_level);
+ORT_API_STATUS(OrtSetSessionGraphOptimizationLevel, _In_ OrtSessionOptions* options, uint32_t graph_optimization_level);
 
 // How many threads in the session thread pool.
-// Returns 0 on success, and -1 otherwise
-ORT_API(int, OrtSetSessionThreadPoolSize, _In_ OrtSessionOptions* options, int session_thread_pool_size);
+ORT_API_STATUS(OrtSetSessionThreadPoolSize, _In_ OrtSessionOptions* options, int session_thread_pool_size);
 
 /**
   * To use additional providers, you must build ORT with the extra providers enabled. Then call one of these
diff --git a/include/onnxruntime/core/session/onnxruntime_cxx_inline.h b/include/onnxruntime/core/session/onnxruntime_cxx_inline.h
index 6a6dc758c1..63f91f0c78 100644
--- a/include/onnxruntime/core/session/onnxruntime_cxx_inline.h
+++ b/include/onnxruntime/core/session/onnxruntime_cxx_inline.h
@@ -107,67 +107,68 @@ inline RunOptions& RunOptions::SetTerminate(bool flag) {
   return *this;
 }
 
-inline SessionOptions::SessionOptions() : Base<OrtSessionOptions>{OrtCreateSessionOptions()} {
+inline SessionOptions::SessionOptions() {
+  ORT_THROW_ON_ERROR(OrtCreateSessionOptions(&p_));
 }
 
 inline SessionOptions SessionOptions::Clone() const {
-  return SessionOptions{OrtCloneSessionOptions(p_)};
+  OrtSessionOptions* out;
+  ORT_THROW_ON_ERROR(OrtCloneSessionOptions(p_, &out));
+  return SessionOptions{out};
 }
 
 inline SessionOptions& SessionOptions::SetThreadPoolSize(int session_thread_pool_size) {
-  if (OrtSetSessionThreadPoolSize(p_, session_thread_pool_size) == -1)
-    throw Exception("Error calling SessionOptions::SetThreadPoolSize", ORT_FAIL);
+  ORT_THROW_ON_ERROR(OrtSetSessionThreadPoolSize(p_, session_thread_pool_size));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::SetGraphOptimizationLevel(uint32_t graph_optimization_level) {
-  if (OrtSetSessionGraphOptimizationLevel(p_, graph_optimization_level) == -1)
-    throw Exception("Error calling SessionOptions::SetGraphOptimizationLevel", ORT_FAIL);
+  ORT_THROW_ON_ERROR(OrtSetSessionGraphOptimizationLevel(p_, graph_optimization_level));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::EnableProfiling(const ORTCHAR_T* profile_file_prefix) {
-  OrtEnableProfiling(p_, profile_file_prefix);
+  ORT_THROW_ON_ERROR(OrtEnableProfiling(p_, profile_file_prefix));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::DisableProfiling() {
-  OrtDisableProfiling(p_);
+  ORT_THROW_ON_ERROR(OrtDisableProfiling(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::EnableMemPattern() {
-  OrtEnableMemPattern(p_);
+  ORT_THROW_ON_ERROR(OrtEnableMemPattern(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::DisableMemPattern() {
-  OrtDisableMemPattern(p_);
+  ORT_THROW_ON_ERROR(OrtDisableMemPattern(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::EnableCpuMemArena() {
-  OrtEnableCpuMemArena(p_);
+  ORT_THROW_ON_ERROR(OrtEnableCpuMemArena(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::DisableCpuMemArena() {
-  OrtDisableCpuMemArena(p_);
+  ORT_THROW_ON_ERROR(OrtDisableCpuMemArena(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::EnableSequentialExecution() {
-  OrtEnableSequentialExecution(p_);
+  ORT_THROW_ON_ERROR(OrtEnableSequentialExecution(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::DisableSequentialExecution() {
-  OrtDisableSequentialExecution(p_);
+  ORT_THROW_ON_ERROR(OrtDisableSequentialExecution(p_));
   return *this;
 }
 
 inline SessionOptions& SessionOptions::SetLogId(const char* logid) {
-  OrtSetSessionLogId(p_, logid);
+  ORT_THROW_ON_ERROR(OrtSetSessionLogId(p_, logid));
   return *this;
 }
 inline SessionOptions& SessionOptions::Add(OrtCustomOpDomain* custom_op_domain) {
diff --git a/onnxruntime/core/framework/error_code_helper.h b/onnxruntime/core/framework/error_code_helper.h
index 90c02f5f7b..73c6706a4f 100644
--- a/onnxruntime/core/framework/error_code_helper.h
+++ b/onnxruntime/core/framework/error_code_helper.h
@@ -8,3 +8,13 @@
 namespace onnxruntime {
 OrtStatus* ToOrtStatus(const onnxruntime::common::Status& st);
 };
+
+#define API_IMPL_BEGIN try {
+#define API_IMPL_END                                          \
+  }                                                           \
+  catch (const onnxruntime::NotImplementedException& ex) {    \
+    return OrtCreateStatus(ORT_NOT_IMPLEMENTED, ex.what());   \
+  }                                                           \
+  catch (const std::exception& ex) {                          \
+    return OrtCreateStatus(ORT_RUNTIME_EXCEPTION, ex.what()); \
+  }
diff --git a/onnxruntime/core/session/abi_session_options.cc b/onnxruntime/core/session/abi_session_options.cc
index a283fad921..aeaab0b248 100644
--- a/onnxruntime/core/session/abi_session_options.cc
+++ b/onnxruntime/core/session/abi_session_options.cc
@@ -2,6 +2,7 @@
 // Licensed under the MIT License.
 
 #include "core/session/onnxruntime_c_api.h"
+#include "core/framework/error_code_helper.h"
 #include <cstring>
 #include <cassert>
 #include "core/session/inference_session.h"
@@ -16,86 +17,97 @@ OrtSessionOptions::OrtSessionOptions(const OrtSessionOptions& other)
     : value(other.value), provider_factories(other.provider_factories) {
 }
 
-ORT_API(OrtSessionOptions*, OrtCreateSessionOptions) {
-  std::unique_ptr<OrtSessionOptions> options = std::make_unique<OrtSessionOptions>();
-  return options.release();
+ORT_API_STATUS_IMPL(OrtCreateSessionOptions, OrtSessionOptions** out) {
+  API_IMPL_BEGIN
+  *out = new OrtSessionOptions();
+  return nullptr;
+  API_IMPL_END
 }
 
 ORT_API(void, OrtReleaseSessionOptions, OrtSessionOptions* ptr) {
   delete ptr;
 }
 
-ORT_API(OrtSessionOptions*, OrtCloneSessionOptions, OrtSessionOptions* input) {
-  try {
-    return new OrtSessionOptions(*input);
-  } catch (std::exception&) {
-    return nullptr;
-  }
+ORT_API_STATUS_IMPL(OrtCloneSessionOptions, OrtSessionOptions* input, OrtSessionOptions** out) {
+  API_IMPL_BEGIN
+  *out = new OrtSessionOptions(*input);
+  return nullptr;
+  API_IMPL_END
 }
 
-ORT_API(void, OrtEnableSequentialExecution, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtEnableSequentialExecution, _In_ OrtSessionOptions* options) {
   options->value.enable_sequential_execution = true;
+  return nullptr;
 }
-ORT_API(void, OrtDisableSequentialExecution, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtDisableSequentialExecution, _In_ OrtSessionOptions* options) {
   options->value.enable_sequential_execution = false;
+  return nullptr;
 }
 
 // enable profiling for this session.
-ORT_API(void, OrtEnableProfiling, _In_ OrtSessionOptions* options, _In_ const ORTCHAR_T* profile_file_prefix) {
+ORT_API_STATUS_IMPL(OrtEnableProfiling, _In_ OrtSessionOptions* options, _In_ const ORTCHAR_T* profile_file_prefix) {
   options->value.enable_profiling = true;
   options->value.profile_file_prefix = profile_file_prefix;
+  return nullptr;
 }
-ORT_API(void, OrtDisableProfiling, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtDisableProfiling, _In_ OrtSessionOptions* options) {
   options->value.enable_profiling = false;
   options->value.profile_file_prefix.clear();
+  return nullptr;
 }
 
 // enable the memory pattern optimization.
 // The idea is if the input shapes are the same, we could trace the internal memory allocation
 // and generate a memory pattern for future request. So next time we could just do one allocation
 // with a big chunk for all the internal memory allocation.
-ORT_API(void, OrtEnableMemPattern, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtEnableMemPattern, _In_ OrtSessionOptions* options) {
   options->value.enable_mem_pattern = true;
+  return nullptr;
 }
-ORT_API(void, OrtDisableMemPattern, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtDisableMemPattern, _In_ OrtSessionOptions* options) {
   options->value.enable_mem_pattern = false;
+  return nullptr;
 }
 
 // enable the memory arena on CPU
 // Arena may pre-allocate memory for future usage.
 // set this option to false if you don't want it.
-ORT_API(void, OrtEnableCpuMemArena, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtEnableCpuMemArena, _In_ OrtSessionOptions* options) {
   options->value.enable_cpu_mem_arena = true;
+  return nullptr;
 }
 
-ORT_API(void, OrtDisableCpuMemArena, _In_ OrtSessionOptions* options) {
+ORT_API_STATUS_IMPL(OrtDisableCpuMemArena, _In_ OrtSessionOptions* options) {
   options->value.enable_cpu_mem_arena = false;
+  return nullptr;
 }
 
 ///< logger id to use for session output
-ORT_API(void, OrtSetSessionLogId, _In_ OrtSessionOptions* options, const char* logid) {
+ORT_API_STATUS_IMPL(OrtSetSessionLogId, _In_ OrtSessionOptions* options, const char* logid) {
   options->value.session_logid = logid;
+  return nullptr;
 }
 
 ///< applies to session load, initialization, etc
-ORT_API(void, OrtSetSessionLogVerbosityLevel, _In_ OrtSessionOptions* options, uint32_t session_log_verbosity_level) {
+ORT_API_STATUS_IMPL(OrtSetSessionLogVerbosityLevel, _In_ OrtSessionOptions* options, uint32_t session_log_verbosity_level) {
   options->value.session_log_verbosity_level = session_log_verbosity_level;
+  return nullptr;
 }
 
 // Set Graph optimization level.
 // Returns 0 on success and -1 otherwise
 // Available options are : 0, 1, 2.
-ORT_API(int, OrtSetSessionGraphOptimizationLevel, _In_ OrtSessionOptions* options, uint32_t graph_optimization_level) {
-  if (graph_optimization_level >= static_cast<uint32_t>(onnxruntime::TransformerLevel::MaxTransformerLevel)) {
-    return -1;
-  }
+ORT_API_STATUS_IMPL(OrtSetSessionGraphOptimizationLevel, _In_ OrtSessionOptions* options, uint32_t graph_optimization_level) {
+  if (graph_optimization_level >= static_cast<uint32_t>(onnxruntime::TransformerLevel::MaxTransformerLevel))
+    return OrtCreateStatus(ORT_INVALID_ARGUMENT, "graph_optimization_level is not valid");
   options->value.graph_optimization_level = static_cast<onnxruntime::TransformerLevel>(graph_optimization_level);
-  return 0;
+  return nullptr;
 }
 
 ///How many threads in the session thread pool.
-ORT_API(int, OrtSetSessionThreadPoolSize, _In_ OrtSessionOptions* options, int session_thread_pool_size) {
-  if (session_thread_pool_size <= 0) return -1;
+ORT_API_STATUS_IMPL(OrtSetSessionThreadPoolSize, _In_ OrtSessionOptions* options, int session_thread_pool_size) {
+  if (session_thread_pool_size <= 0)
+    return OrtCreateStatus(ORT_INVALID_ARGUMENT, "session_thread_pool_size is not valid");
   options->value.session_thread_pool_size = session_thread_pool_size;
-  return 0;
+  return nullptr;
 }
diff --git a/onnxruntime/core/session/onnxruntime_c_api.cc b/onnxruntime/core/session/onnxruntime_c_api.cc
index a6eeb5f369..b9596180bd 100644
--- a/onnxruntime/core/session/onnxruntime_c_api.cc
+++ b/onnxruntime/core/session/onnxruntime_c_api.cc
@@ -62,13 +62,6 @@ struct OrtEnv {
   ORT_DISALLOW_COPY_AND_ASSIGNMENT(OrtEnv);
 };
 
-#define API_IMPL_BEGIN try {
-#define API_IMPL_END                                          \
-  }                                                           \
-  catch (std::exception & ex) {                               \
-    return OrtCreateStatus(ORT_RUNTIME_EXCEPTION, ex.what()); \
-  }
-
 #define TENSOR_READ_API_BEGIN                          \
   API_IMPL_BEGIN                                       \
   auto v = reinterpret_cast<const ::OrtValue*>(value); \
diff --git a/onnxruntime/test/shared_lib/fns_candy_style_transfer.c b/onnxruntime/test/shared_lib/fns_candy_style_transfer.c
index 5aa2f74c3f..a22a1a449f 100644
--- a/onnxruntime/test/shared_lib/fns_candy_style_transfer.c
+++ b/onnxruntime/test/shared_lib/fns_candy_style_transfer.c
@@ -181,8 +181,8 @@ void verify_input_output_count(OrtSession* session) {
 }
 
 #ifdef USE_CUDA
-void enable_cuda(OrtSessionOptions* session_option) {
-  ORT_ABORT_ON_ERROR(OrtSessionOptionsAppendExecutionProvider_CUDA(session_option, 0));
+void enable_cuda(OrtSessionOptions* session_options) {
+  ORT_ABORT_ON_ERROR(OrtSessionOptionsAppendExecutionProvider_CUDA(session_options, 0));
 }
 #endif
 
@@ -196,15 +196,16 @@ int main(int argc, char* argv[]) {
   char* output_file = argv[3];
   OrtEnv* env;
   ORT_ABORT_ON_ERROR(OrtCreateEnv(ORT_LOGGING_LEVEL_WARNING, "test", &env));
-  OrtSessionOptions* session_option = OrtCreateSessionOptions();
+  OrtSessionOptions* session_options;
+  ORT_ABORT_ON_ERROR(OrtCreateSessionOptions(&session_options));
 #ifdef USE_CUDA
-  enable_cuda(session_option);
+  enable_cuda(session_options);
 #endif
   OrtSession* session;
-  ORT_ABORT_ON_ERROR(OrtCreateSession(env, model_path, session_option, &session));
+  ORT_ABORT_ON_ERROR(OrtCreateSession(env, model_path, session_options, &session));
   verify_input_output_count(session);
   int ret = run_inference(session, input_file, output_file);
-  OrtReleaseSessionOptions(session_option);
+  OrtReleaseSessionOptions(session_options);
   OrtReleaseSession(session);
   OrtReleaseEnv(env);
   if (ret != 0) {
diff --git a/onnxruntime/test/shared_lib/test_session_options.cc b/onnxruntime/test/shared_lib/test_session_options.cc
index 597a96aaa8..60fbc6b819 100644
--- a/onnxruntime/test/shared_lib/test_session_options.cc
+++ b/onnxruntime/test/shared_lib/test_session_options.cc
@@ -14,6 +14,10 @@ TEST_F(CApiTest, session_options_graph_optimization_level) {
   options.SetGraphOptimizationLevel(valid_optimization_level);
 
   // Test set optimization level fails when invalid level is provided.
-  uint32_t invalid_level = static_cast<uint32_t>(TransformerLevel::MaxTransformerLevel);
-  ASSERT_EQ(OrtSetSessionGraphOptimizationLevel(options, invalid_level), -1);
+  try {
+    uint32_t invalid_level = static_cast<uint32_t>(TransformerLevel::MaxTransformerLevel);
+    options.SetGraphOptimizationLevel(invalid_level);
+  } catch (const Ort::Exception& e) {
+    ASSERT_EQ(e.GetOrtErrorCode(), ORT_INVALID_ARGUMENT);
+  }
 }