To create a custom exception in Java, you need to extend the Exception class or one of its subclasses like RuntimeException. Here’s a simple example:

class MyCustomException extends Exception {
    public MyCustomException(String message) {
        super(message);
    }
}

You can then throw it like any other exception:

throw new MyCustomException("Something went wrong!");

This way, you can define your own error conditions in your program.