diff --git a/changelog/6660.bugfix.rst b/changelog/6660.bugfix.rst
new file mode 100644
index 000000000..bcc2e1d94
--- /dev/null
+++ b/changelog/6660.bugfix.rst
@@ -0,0 +1 @@
+:func:`pytest.exit() <_pytest.outcomes.exit>` is handled when emitted from the :func:`pytest_sessionfinish <_pytest.hookspec.pytest_sessionfinish>` hook.  This includes quitting from a debugger.
diff --git a/src/_pytest/main.py b/src/_pytest/main.py
index e5666da9f..59c3c6714 100644
--- a/src/_pytest/main.py
+++ b/src/_pytest/main.py
@@ -5,6 +5,7 @@ import functools
 import importlib
 import os
 import sys
+from typing import Callable
 from typing import Dict
 from typing import FrozenSet
 from typing import List
@@ -23,7 +24,7 @@ from _pytest.config import hookimpl
 from _pytest.config import UsageError
 from _pytest.fixtures import FixtureManager
 from _pytest.nodes import Node
-from _pytest.outcomes import exit
+from _pytest.outcomes import Exit
 from _pytest.runner import collect_one_node
 from _pytest.runner import SetupState
 
@@ -194,7 +195,9 @@ def pytest_addoption(parser):
     )
 
 
-def wrap_session(config, doit):
+def wrap_session(
+    config: Config, doit: Callable[[Config, "Session"], Optional[Union[int, ExitCode]]]
+) -> Union[int, ExitCode]:
     """Skeleton command line program"""
     session = Session(config)
     session.exitstatus = ExitCode.OK
@@ -211,10 +214,10 @@ def wrap_session(config, doit):
             raise
         except Failed:
             session.exitstatus = ExitCode.TESTS_FAILED
-        except (KeyboardInterrupt, exit.Exception):
+        except (KeyboardInterrupt, Exit):
             excinfo = _pytest._code.ExceptionInfo.from_current()
-            exitstatus = ExitCode.INTERRUPTED
-            if isinstance(excinfo.value, exit.Exception):
+            exitstatus = ExitCode.INTERRUPTED  # type: Union[int, ExitCode]
+            if isinstance(excinfo.value, Exit):
                 if excinfo.value.returncode is not None:
                     exitstatus = excinfo.value.returncode
                 if initstate < 2:
@@ -228,7 +231,7 @@ def wrap_session(config, doit):
             excinfo = _pytest._code.ExceptionInfo.from_current()
             try:
                 config.notify_exception(excinfo, config.option)
-            except exit.Exception as exc:
+            except Exit as exc:
                 if exc.returncode is not None:
                     session.exitstatus = exc.returncode
                 sys.stderr.write("{}: {}\n".format(type(exc).__name__, exc))
@@ -237,12 +240,18 @@ def wrap_session(config, doit):
                     sys.stderr.write("mainloop: caught unexpected SystemExit!\n")
 
     finally:
-        excinfo = None  # Explicitly break reference cycle.
+        # Explicitly break reference cycle.
+        excinfo = None  # type: ignore
         session.startdir.chdir()
         if initstate >= 2:
-            config.hook.pytest_sessionfinish(
-                session=session, exitstatus=session.exitstatus
-            )
+            try:
+                config.hook.pytest_sessionfinish(
+                    session=session, exitstatus=session.exitstatus
+                )
+            except Exit as exc:
+                if exc.returncode is not None:
+                    session.exitstatus = exc.returncode
+                sys.stderr.write("{}: {}\n".format(type(exc).__name__, exc))
         config._ensure_unconfigure()
     return session.exitstatus
 
@@ -382,6 +391,7 @@ class Session(nodes.FSCollector):
     _setupstate = None  # type: SetupState
     # Set on the session by fixtures.pytest_sessionstart.
     _fixturemanager = None  # type: FixtureManager
+    exitstatus = None  # type: Union[int, ExitCode]
 
     def __init__(self, config: Config) -> None:
         nodes.FSCollector.__init__(
diff --git a/testing/test_main.py b/testing/test_main.py
index b47791b29..49e3decd0 100644
--- a/testing/test_main.py
+++ b/testing/test_main.py
@@ -1,5 +1,8 @@
+from typing import Optional
+
 import pytest
 from _pytest.main import ExitCode
+from _pytest.pytester import Testdir
 
 
 @pytest.mark.parametrize(
@@ -50,3 +53,25 @@ def test_wrap_session_notify_exception(ret_exc, testdir):
         assert result.stderr.lines == ["mainloop: caught unexpected SystemExit!"]
     else:
         assert result.stderr.lines == ["Exit: exiting after {}...".format(exc.__name__)]
+
+
+@pytest.mark.parametrize("returncode", (None, 42))
+def test_wrap_session_exit_sessionfinish(
+    returncode: Optional[int], testdir: Testdir
+) -> None:
+    testdir.makeconftest(
+        """
+        import pytest
+        def pytest_sessionfinish():
+            pytest.exit(msg="exit_pytest_sessionfinish", returncode={returncode})
+    """.format(
+            returncode=returncode
+        )
+    )
+    result = testdir.runpytest()
+    if returncode:
+        assert result.ret == returncode
+    else:
+        assert result.ret == ExitCode.NO_TESTS_COLLECTED
+    assert result.stdout.lines[-1] == "collected 0 items"
+    assert result.stderr.lines == ["Exit: exit_pytest_sessionfinish"]