Yes - the feature which stands out is the StackTrace property. This provides a call stack which records where the exception was thrown from. For example, the following code:

using System;

class CApp
{
public static void Main()
{
try
{
f();
}
catch( Exception e )
{
Console.WriteLine( "System.Exception stack trace = \n{0}", e.StackTrace );
}
}

static void f()
{
throw new Exception( "f went pear-shaped" );
}
}
produces this output:

System.Exception stack trace =
at CApp.f()
at CApp.Main()
Note, however, that this stack trace was produced from a debug build. A release build may optimise away some of the method calls which could mean that the call stack isn't quite what you expect.