diff --git a/src/constraint_solver/constraint_solver.cc b/src/constraint_solver/constraint_solver.cc
index 439b17e555..972e64be66 100644
--- a/src/constraint_solver/constraint_solver.cc
+++ b/src/constraint_solver/constraint_solver.cc
@@ -2436,7 +2436,7 @@ bool Solver::SolveAndCommit(DecisionBuilder* const db,
 
 void Solver::Fail() {
   if (fail_intercept_) {
-    fail_intercept_->Run();
+    fail_intercept_();
     return;
   }
   ConstraintSolverFailsHere();
diff --git a/src/constraint_solver/constraint_solver.h b/src/constraint_solver/constraint_solver.h
index 9c2e36ca4f..bd6b134286 100644
--- a/src/constraint_solver/constraint_solver.h
+++ b/src/constraint_solver/constraint_solver.h
@@ -61,6 +61,7 @@
 #ifndef OR_TOOLS_CONSTRAINT_SOLVER_CONSTRAINT_SOLVER_H_
 #define OR_TOOLS_CONSTRAINT_SOLVER_CONSTRAINT_SOLVER_H_
 
+#include <functional>
 #include "base/hash.h"
 #include "base/hash.h"
 #include <iosfwd>
@@ -2844,8 +2845,9 @@ class Solver {
   Decision* balancing_decision() const { return balancing_decision_.get(); }
 
   // Internal
-  // set_fail_intercept does not take ownership of the closure.
-  void set_fail_intercept(Closure* const c) { fail_intercept_ = c; }
+  void set_fail_intercept(std::function<void()> fail_intercept) {
+    fail_intercept_ = fail_intercept;
+  }
   void clear_fail_intercept() { fail_intercept_ = nullptr; }
   // Access to demon profiler.
   DemonProfiler* demon_profiler() const { return demon_profiler_; }
@@ -3054,7 +3056,7 @@ class Solver {
   uint64 fail_stamp_;
   std::unique_ptr<Decision> balancing_decision_;
   // intercept failures
-  Closure* fail_intercept_;
+  std::function<void()> fail_intercept_;
   // Demon monitor
   DemonProfiler* const demon_profiler_;
 
diff --git a/src/constraint_solver/csharp/constraint_solver.swig b/src/constraint_solver/csharp/constraint_solver.swig
index 2b1ae99ae8..e51c751621 100644
--- a/src/constraint_solver/csharp/constraint_solver.swig
+++ b/src/constraint_solver/csharp/constraint_solver.swig
@@ -83,12 +83,10 @@ struct FailureProtect {
 %exception Method {
   operations_research::Solver* const solver = GetSolver;
   FailureProtect protect;
-  Closure* const intercept = NewCallback<>(&protect, &FailureProtect::JumpBack);
-  solver->set_fail_intercept(intercept);
+  solver->set_fail_intercept([&protect]() { protect.JumpBack(); });
   if (setjmp(protect.exception_buffer) == 0) {
     $action
     solver->clear_fail_intercept();
-    delete intercept;
   } else {
     solver->clear_fail_intercept();
     SWIG_CSharpSetPendingException(SWIG_CSharpApplicationException, "fail");
diff --git a/src/constraint_solver/java/constraint_solver.swig b/src/constraint_solver/java/constraint_solver.swig
index 075dc63361..ffd5aa66f7 100644
--- a/src/constraint_solver/java/constraint_solver.swig
+++ b/src/constraint_solver/java/constraint_solver.swig
@@ -27,12 +27,10 @@
 %exception Method {
   operations_research::Solver* const solver = GetSolver;
   FailureProtect protect;
-  Closure* const intercept = NewCallback<>(&protect, &FailureProtect::JumpBack);
-  solver->set_fail_intercept(intercept);
+  solver->set_fail_intercept([&protect]() { protect.JumpBack(); });
   if (setjmp(protect.exception_buffer) == 0) {
     $action
     solver->clear_fail_intercept();
-    delete intercept;
   } else {
     solver->clear_fail_intercept();
     jclass fail_class = jenv->FindClass(
diff --git a/src/constraint_solver/python/constraint_solver.swig b/src/constraint_solver/python/constraint_solver.swig
index 0d3b1f7b78..9d4f3ac48c 100644
--- a/src/constraint_solver/python/constraint_solver.swig
+++ b/src/constraint_solver/python/constraint_solver.swig
@@ -787,12 +787,10 @@ PY_STRINGIFY_DEBUGSTRING(Decision);
 %exception Method {
   operations_research::Solver* const solver = GetSolver;
   FailureProtect protect;
-  Closure* const intercept = NewCallback<>(&protect, &FailureProtect::JumpBack);
-  solver->set_fail_intercept(intercept);
+  solver->set_fail_intercept([&protect]() { protect.JumpBack(); });
   if (setjmp(protect.exception_buffer) == 0) {
     $action
     solver->clear_fail_intercept();
-    delete intercept;
   } else {
     solver->clear_fail_intercept();
     // IMPORTANT: the type and message of the exception raised matter,