diff --git a/.sampo/changesets/missing-return-type-annotations.md b/.sampo/changesets/missing-return-type-annotations.md
new file mode 100644
index 00000000..5d5880fa
--- /dev/null
+++ b/.sampo/changesets/missing-return-type-annotations.md
@@ -0,0 +1,5 @@
+---
+pypi/posthog: patch
+---
+
+Add missing return type annotations to improve typing coverage without changing runtime behavior.
diff --git a/posthog/__init__.py b/posthog/__init__.py
index a8657b71..9f0b4893 100644
--- a/posthog/__init__.py
+++ b/posthog/__init__.py
@@ -581,7 +581,7 @@ def alias(
 def capture_exception(
     exception: Optional[ExceptionArg] = None,
     **kwargs: Unpack[OptionalCaptureArgs],
-):
+) -> Optional[str]:
     """
     Capture exceptions that happen in your code.
 
@@ -1026,7 +1026,7 @@ def load_feature_flags():
     return _proxy("load_feature_flags")
 
 
-def flush():
+def flush() -> None:
     """
     Tell the client to flush all queued events.
 
@@ -1042,7 +1042,7 @@ def flush():
     _proxy("flush")
 
 
-def join():
+def join() -> None:
     """
     Block program until the client clears the queue. Used during program shutdown. You should use `shutdown()` directly in most cases.
 
@@ -1058,7 +1058,7 @@ def join():
     _proxy("join")
 
 
-def shutdown():
+def shutdown() -> None:
     """
     Flush all messages and cleanly shutdown the client.
 
diff --git a/posthog/client.py b/posthog/client.py
index 6fc4481b..20d1a9f9 100644
--- a/posthog/client.py
+++ b/posthog/client.py
@@ -1139,7 +1139,7 @@ def capture_exception(
         self,
         exception: Optional[ExceptionArg],
         **kwargs: Unpack[OptionalCaptureArgs],
-    ):
+    ) -> Optional[str]:
         """
         Capture an exception for error tracking.
 
@@ -1261,6 +1261,7 @@ def capture_exception(
             return res
         except Exception as e:
             self.log.exception(f"Failed to capture exception: {e}")
+            return None
 
     @staticmethod
     def _reinit_after_fork_weak(weak_self):
@@ -1423,7 +1424,7 @@ def _enqueue(self, msg, disable_geoip):
             self.log.warning("analytics-python queue is full")
             return None
 
-    def flush(self):
+    def flush(self) -> None:
         """
         Force a flush from the internal queue to the server. Do not use directly, call `shutdown()` instead.
 
@@ -1439,7 +1440,7 @@ def flush(self):
         # Note that this message may not be precise, because of threading.
         self.log.debug("successfully flushed about %s items.", size)
 
-    def join(self):
+    def join(self) -> None:
         """
         End the consumer thread once the queue is empty. Do not use directly, call `shutdown()` instead.
 
@@ -1463,7 +1464,7 @@ def join(self):
         # Shutdown the cache provider (release locks, cleanup)
         self._shutdown_flag_definition_cache_provider()
 
-    def shutdown(self):
+    def shutdown(self) -> None:
         """
         Flush all messages and cleanly shutdown the client. Call this before the process ends in serverless environments to avoid data loss.