I would say it's generally not good practice to call a method to see if an exception will be thrown or not. Exceptions are supposed to be for exceptional circumstances and not to
test the state of something.
Without more details about what you are doing and what code you are using it is hard to tell but it sounds like a design issue to me. You probably need to add a specific method eg hasRecord() to test if the record exists and return a true or false result.
If, on the other hand, the only way you have of checking is via the method that returns data or throws an exception wrap the call to it and associated exception handling in your own hasRecord() method which returns a boolean.