How to kill a child thread with Ctrl+C?

I would like to stop the execution of a process with Ctrl+C in Python. But I have read somewhere that KeyboardInterrupt exceptions are only raised in the main thread. I have also read that the main thread is blocked while the child thread executes. So how can I kill the child thread?

For instance, Ctrl+C has no effect with the following code:

def main():
    try:
        thread = threading.Thread(target=f)
        thread.start()  # thread is totally blocking (e.g. while True)
        thread.join()
    except KeyboardInterrupt:
        print "Ctrl+C pressed..."
        sys.exit(1)

def f():
    while True:
        pass  # do the actual work