What's the best practice to prevent memory leak if an exception thrown in constructor?

What's the best practice to prevent memory leak if an exception thrown in
constructor?

I know if an exception is thrown in constructor, destructor will not be
called(simple class, no inheritance). So if an exception is thrown in
constructor and there is a chance some heap memory is not cleaned up. So
what's best practice here? let's assume I have to call some function in
constructor and it may throw exception. Shall I always use shared pointer
in this case? What's the alternatives? Thank you!