The usual answer is of course: it depends.

So, Yes it will add some overhead. Usually, that effect should be negligible. BUT if your application is throwing a lot of exceptions then this will definitely have a bigger impact.

In general, throwing exceptions is slow and should only be done if it really is an exception. So if your logic is not "exception driven" (don't laugh, I've seen that several times in projects) you should not see a big impact.