diff --git a/pandas/io/sql.py b/pandas/io/sql.py
index 29ff08391e0e4..e6230f1e54800 100644
--- a/pandas/io/sql.py
+++ b/pandas/io/sql.py
@@ -1155,6 +1155,7 @@ def run_transaction(self):
             self.con.commit()
         except:
             self.con.rollback()
+            raise
         finally:
             cur.close()