diff --git a/src/heretic/main.py b/src/heretic/main.py
index 4446059..f11ae22 100644
--- a/src/heretic/main.py
+++ b/src/heretic/main.py
@@ -23,7 +23,7 @@ from accelerate.utils import (
     is_xpu_available,
 )
 from huggingface_hub import ModelCard, ModelCardData
-from optuna import Trial
+from optuna import Trial, TrialPruned
 from optuna.exceptions import ExperimentalWarning
 from optuna.samplers import TPESampler
 from optuna.study import StudyDirection
@@ -310,6 +310,14 @@ def run():
 
         return score
 
+    def objective_wrapper(trial: Trial) -> tuple[float, float]:
+        try:
+            return objective(trial)
+        except KeyboardInterrupt:
+            # Stop the study gracefully on Ctrl+C.
+            trial.study.stop()
+            raise TrialPruned()
+
     study = optuna.create_study(
         sampler=TPESampler(
             n_startup_trials=settings.n_startup_trials,
@@ -319,7 +327,19 @@ def run():
         directions=[StudyDirection.MINIMIZE, StudyDirection.MINIMIZE],
     )
 
-    study.optimize(objective, n_trials=settings.n_trials)
+    try:
+        study.optimize(objective_wrapper, n_trials=settings.n_trials)
+    except KeyboardInterrupt:
+        # This additional handler takes care of the small chance that KeyboardInterrupt
+        # is raised just between trials, which wouldn't be caught by the handler
+        # defined in objective_wrapper above.
+        pass
+
+    # If no trials at all have been evaluated, the study must have been stopped
+    # by pressing Ctrl+C while the first trial was running. In this case, we just
+    # re-raise the interrupt to invoke the standard handler defined below.
+    if not study.best_trials:
+        raise KeyboardInterrupt
 
     best_trials = sorted(
         study.best_trials,