I am working on application where user invokes a method from UI , on this I am calling a method from business class which calls another methods

UI--> Method1 -->Method2 --> Method3

I want to display the error message to user if any exception occurs in any of the method.

Shall I go with throwing the exception directly to the caller method and at the UI layer I will catch exception and display the message.

Apart from Throwing exceptions and catching it at caller is there any better way to handle it? 

I do not want to use the C++ convention where integer is returned as the result.