diff --git a/python/packages/autogen-core/src/autogen_core/_closure_agent.py b/python/packages/autogen-core/src/autogen_core/_closure_agent.py
index 03206d18f..8f93b4f2b 100644
--- a/python/packages/autogen-core/src/autogen_core/_closure_agent.py
+++ b/python/packages/autogen-core/src/autogen_core/_closure_agent.py
@@ -1,7 +1,8 @@
 from __future__ import annotations
 
 import inspect
-from typing import Any, Awaitable, Callable, List, Mapping, Protocol, Sequence, TypeVar, get_type_hints
+import warnings
+from typing import Any, Awaitable, Callable, List, Literal, Mapping, Protocol, Sequence, TypeVar, get_type_hints
 
 from ._agent_id import AgentId
 from ._agent_instantiation import AgentInstantiationContext
@@ -73,7 +74,11 @@ class ClosureContext(Protocol):
 
 class ClosureAgent(BaseAgent, ClosureContext):
     def __init__(
-        self, description: str, closure: Callable[[ClosureContext, T, MessageContext], Awaitable[Any]]
+        self,
+        description: str,
+        closure: Callable[[ClosureContext, T, MessageContext], Awaitable[Any]],
+        *,
+        unknown_type_policy: Literal["error", "warn", "ignore"] = "warn",
     ) -> None:
         try:
             runtime = AgentInstantiationContext.current_runtime()
@@ -89,6 +94,7 @@ class ClosureAgent(BaseAgent, ClosureContext):
         handled_types = get_handled_types_from_closure(closure)
         self._expected_types = handled_types
         self._closure = closure
+        self._unknown_type_policy = unknown_type_policy
         super().__init__(description)
 
     @property
@@ -110,9 +116,17 @@ class ClosureAgent(BaseAgent, ClosureContext):
 
     async def on_message_impl(self, message: Any, ctx: MessageContext) -> Any:
         if type(message) not in self._expected_types:
-            raise CantHandleException(
-                f"Message type {type(message)} not in target types {self._expected_types} of {self.id}"
-            )
+            if self._unknown_type_policy == "warn":
+                warnings.warn(
+                    f"Message type {type(message)} not in target types {self._expected_types} of {self.id}. Set unknown_type_policy to 'error' to raise an exception, or 'ignore' to suppress this warning.",
+                    stacklevel=1,
+                )
+                return None
+            elif self._unknown_type_policy == "error":
+                raise CantHandleException(
+                    f"Message type {type(message)} not in target types {self._expected_types} of {self.id}. Set unknown_type_policy to 'warn' to suppress this exception, or 'ignore' to suppress this warning."
+                )
+
         return await self._closure(self, message, ctx)
 
     async def save_state(self) -> Mapping[str, Any]:
@@ -130,19 +144,77 @@ class ClosureAgent(BaseAgent, ClosureContext):
         type: str,
         closure: Callable[[ClosureContext, T, MessageContext], Awaitable[Any]],
         *,
-        skip_class_subscriptions: bool = False,
+        unknown_type_policy: Literal["error", "warn", "ignore"] = "warn",
         skip_direct_message_subscription: bool = False,
         description: str = "",
         subscriptions: Callable[[], list[Subscription] | Awaitable[list[Subscription]]] | None = None,
     ) -> AgentType:
-        def factory() -> ClosureAgent:
-            return ClosureAgent(description=description, closure=closure)
+        """The closure agent allows you to define an agent using a closure, or function without needing to define a class. It allows values to be extracted out of the runtime.
 
+        The closure can define the type of message which is expected, or `Any` can be used to accept any type of message.
+
+        Example:
+
+        .. code-block:: python
+
+            import asyncio
+            from autogen_core import SingleThreadedAgentRuntime, MessageContext, ClosureAgent, ClosureContext
+            from dataclasses import dataclass
+
+            from autogen_core._default_subscription import DefaultSubscription
+            from autogen_core._default_topic import DefaultTopicId
+
+
+            @dataclass
+            class MyMessage:
+                content: str
+
+
+            async def main():
+                queue = asyncio.Queue[MyMessage]()
+
+                async def output_result(_ctx: ClosureContext, message: MyMessage, ctx: MessageContext) -> None:
+                    await queue.put(message)
+
+                runtime = SingleThreadedAgentRuntime()
+                await ClosureAgent.register_closure(
+                    runtime, "output_result", output_result, subscriptions=lambda: [DefaultSubscription()]
+                )
+
+                runtime.start()
+                await runtime.publish_message(MyMessage("Hello, world!"), DefaultTopicId())
+                await runtime.stop_when_idle()
+
+                result = await queue.get()
+                print(result)
+
+
+            asyncio.run(main())
+
+
+        Args:
+            runtime (AgentRuntime): Runtime to register the agent to
+            type (str): Agent type of registered agent
+            closure (Callable[[ClosureContext, T, MessageContext], Awaitable[Any]]): Closure to handle messages
+            unknown_type_policy (Literal["error", "warn", "ignore"], optional): What to do if a type is encountered that does not match the closure type. Defaults to "warn".
+            skip_direct_message_subscription (bool, optional): Do not add direct message subscription for this agent. Defaults to False.
+            description (str, optional): Description of what agent does. Defaults to "".
+            subscriptions (Callable[[], list[Subscription]  |  Awaitable[list[Subscription]]] | None, optional): List of subscriptions for this closure agent. Defaults to None.
+
+        Returns:
+            AgentType: Type of the agent that was registered
+        """
+
+        def factory() -> ClosureAgent:
+            return ClosureAgent(description=description, closure=closure, unknown_type_policy=unknown_type_policy)
+
+        assert len(cls._unbound_subscriptions()) == 0, "Closure agents are expected to have no class subscriptions"
         agent_type = await cls.register(
             runtime=runtime,
             type=type,
             factory=factory,  # type: ignore
-            skip_class_subscriptions=skip_class_subscriptions,
+            # There should be no need to process class subscriptions, as the closure agent does not have any subscriptions.s
+            skip_class_subscriptions=True,
             skip_direct_message_subscription=skip_direct_message_subscription,
         )