diff --git a/CHANGELOG.md b/CHANGELOG.md
index 21434137..ecc11ef5 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,5 +1,12 @@
 # Changelog
 
+## Unreleased
+
+- `set -e` is now automatically set on every command. This was done to fix an
+  issue where multiline string commands wouldn't really fail unless the
+  sentence was in the last line
+  ([#403](https://github.com/go-task/task/issues/403)).
+
 ## v3.0.1
 
 - Do not error if a specified dotenv file does not exist
diff --git a/internal/execext/exec.go b/internal/execext/exec.go
index dae3eb6c..6ac9b1ad 100644
--- a/internal/execext/exec.go
+++ b/internal/execext/exec.go
@@ -27,8 +27,18 @@ type RunCommandOptions struct {
 var (
 	// ErrNilOptions is returned when a nil options is given
 	ErrNilOptions = errors.New("execext: nil options given")
+
+	setMinusE *syntax.File
 )
 
+func init() {
+	var err error
+	setMinusE, err = syntax.NewParser().Parse(strings.NewReader("set -e"), "")
+	if err != nil {
+		panic(err)
+	}
+}
+
 // RunCommand runs a shell command
 func RunCommand(ctx context.Context, opts *RunCommandOptions) error {
 	if opts == nil {
@@ -54,6 +64,9 @@ func RunCommand(ctx context.Context, opts *RunCommandOptions) error {
 	if err != nil {
 		return err
 	}
+	if err = r.Run(ctx, setMinusE); err != nil {
+		return err
+	}
 	return r.Run(ctx, p)
 }
 
diff --git a/task_test.go b/task_test.go
index 31710445..f86d2741 100644
--- a/task_test.go
+++ b/task_test.go
@@ -868,3 +868,19 @@ func TestDotenvShouldAllowMissingEnv(t *testing.T) {
 	}
 	tt.Run(t)
 }
+
+func TestExitImmediately(t *testing.T) {
+	const dir = "testdata/exit_immediately"
+
+	var buff bytes.Buffer
+	e := task.Executor{
+		Dir:    dir,
+		Stdout: &buff,
+		Stderr: &buff,
+		Silent: true,
+	}
+	assert.NoError(t, e.Setup())
+
+	assert.Error(t, e.Run(context.Background(), taskfile.Call{Task: "default"}))
+	assert.Contains(t, buff.String(), `"this_should_fail": executable file not found in $PATH`)
+}
diff --git a/testdata/exit_immediately/Taskfile.yml b/testdata/exit_immediately/Taskfile.yml
new file mode 100644
index 00000000..247165c9
--- /dev/null
+++ b/testdata/exit_immediately/Taskfile.yml
@@ -0,0 +1,6 @@
+version: '3'
+
+tasks:
+  default: |
+    this_should_fail
+    echo "This shoudn't be print"