If I understand what you're trying to do correctly, then no, because when you include the file that has the class that throws CustomException, it will include the CustomException class already.
Consider the following situation, where we have a main file which includes a file (which includes a file itself):
main.php:
include("include1.php");
var_dump($variable_defined_in_include2);
include1.php:
include("include2.php");
include2.php:
$variable_defined_in_include2 = true;
Even though main.php doesn't include include2.php, $variable_defined_in_include2 will be set because include1.php is included, which includes include2.php.