diff --git a/clang/lib/CodeGen/CGException.cpp b/clang/lib/CodeGen/CGException.cpp
--- a/clang/lib/CodeGen/CGException.cpp
+++ b/clang/lib/CodeGen/CGException.cpp
@@ -1879,8 +1879,24 @@
     setAddrOfLocalVar(VD, Recovered);
 
     if (isa<ImplicitParamDecl>(VD)) {
-      CXXThisValue = Builder.CreateLoad(Recovered, "this");
-      CXXABIThisValue = CXXThisValue;
+      CXXABIThisAlignment = ParentCGF.CXXABIThisAlignment;
+      CXXThisAlignment = ParentCGF.CXXThisAlignment;
+      CXXABIThisValue = Builder.CreateLoad(Recovered, "this");
+      if (ParentCGF.LambdaThisCaptureField) {
+        LambdaThisCaptureField = ParentCGF.LambdaThisCaptureField;
+        // We are in a lambda function where "this" is captured so the
+        // CXXThisValue need to be loaded from the lambda capture
+        LValue ThisFieldLValue =
+            EmitLValueForLambdaField(LambdaThisCaptureField);
+        if (!LambdaThisCaptureField->getType()->isPointerType()) {
+          CXXThisValue = ThisFieldLValue.getAddress(*this).getPointer();
+        } else {
+          CXXThisValue = EmitLoadOfLValue(ThisFieldLValue, SourceLocation())
+                             .getScalarVal();
+        }
+      } else {
+        CXXThisValue = CXXABIThisValue;
+      }
     }
   }
 
@@ -1949,6 +1965,7 @@
   StartFunction(GlobalDecl(), RetTy, Fn, FnInfo, Args,
                 OutlinedStmt->getBeginLoc(), OutlinedStmt->getBeginLoc());
   CurSEHParent = ParentCGF.CurSEHParent;
+  CurCodeDecl = ParentCGF.CurCodeDecl;
 
   CGM.SetInternalFunctionAttributes(GlobalDecl(), CurFn, FnInfo);
   EmitCapturedLocals(ParentCGF, OutlinedStmt, IsFilter);
diff --git a/clang/test/CodeGenCXX/exceptions-seh-filter-captures.cpp b/clang/test/CodeGenCXX/exceptions-seh-filter-captures.cpp
--- a/clang/test/CodeGenCXX/exceptions-seh-filter-captures.cpp
+++ b/clang/test/CodeGenCXX/exceptions-seh-filter-captures.cpp
@@ -123,3 +123,25 @@
 // CHECK: %[[l1_ref:[^ ]*]] = load i32*, i32** %[[l1_ref_ptr]]
 // CHECK: %[[l1:[^ ]*]] = load i32, i32* %[[l1_ref]]
 // CHECK: call i32 (i32, ...) @basic_filter(i32 %[[l1]], i32 %[[l2]])
+
+struct U {
+  void this_in_lambda();
+};
+
+void U::this_in_lambda() {
+  auto lambda = [=]() {
+    __try {
+      might_crash();
+    } __except (basic_filter(0, this)) {
+    }
+  };
+  lambda();
+}
+
+// CHECK-LABEL: define internal i32 @"?filt$0@0@?R<lambda_1>@?0??this_in_lambda@U@@QEAAXXZ@"(i8* %exception_pointers, i8* %frame_pointer)
+// CHECK: %[[this_i8:[^ ]*]] = call i8* @llvm.localrecover(i8* bitcast (void (%class.anon.0*)* @"??R<lambda_1>@?0??this_in_lambda@U@@QEAAXXZ@QEBA@XZ" to i8*), i8* %[[fp:[^ ]*]], i32 0)
+// CHECK: %[[this_ptr:[^ ]*]] = bitcast i8* %[[this_i8]] to %class.anon.0**
+// CHECK: %[[this:[^ ]*]] = load %class.anon.0*, %class.anon.0** %[[this_ptr]], align 8
+// CHECK: %[[actual_this_ptr:[^ ]*]] = getelementptr inbounds %class.anon.0, %class.anon.0* %[[this]], i32 0, i32 0
+// CHECK: %[[actual_this:[^ ]*]] = load %struct.U*, %struct.U** %[[actual_this_ptr]], align 8
+// CHECK: call i32 (i32, ...) @basic_filter(i32 0, %struct.U* %[[actual_this]])