In Python, By defining a new class that inherits from the built-in Exception class or one of its subclasses, you can define your own unique exceptions in Python. An illustration of how to define a user-defined exception in Python is as follows:

class CustomException(Exception):
    def __init__(self, message):
        self.message = message
        super().__init__(self.message)

In the example above, we define a custom exception called CustomException that inherits from the base Exception class. We also override the __init__ method to allow for passing a custom error message when creating an instance of the exception.

Here’s how you can use the custom exception in your code:

def divide_numbers(a, b):
    if b == 0:
        raise CustomException("Division by zero is not allowed.")
    return a / b

try:
    result = divide_numbers(10, 0)
    print("Result:", result)
except CustomException as e:
    print("An error occurred:", e.message)

In the above code, the divide_numbers function checks if the divisor b is zero. If it is, it raises a CustomException with a custom error message. In the try-except block, we catch the CustomException and print the error message.

Output:

An error occurred: Division by zero is not allowed.

By defining and using custom exceptions, you can create more specific and meaningful error handling in your Python programs.