@ControllerAdvice not triggered on unit testing

I need to test @ControllerAdvice methods which are in service layer. But I faced two issues:

1. ExceptionHandlers not triggered
2. And even if it would be triggered, I find out that don't now how to test it)

@Slf4j @ControllerAdvice public class AppExceptionHandler {

@ExceptionHandler(value = {.class})
public ResponseEntity<Object> handleMyException(MyException ex, WebRequest request) {
ErrorMessage errorMessage = ErrorMessage.builder()
   .message(ex.getMessage())
   .httpStatus(HttpStatus.BAD_REQUEST)
   .time(ZonedDateTime.now())
   .build();
return new ResponseEntity<>(errorMessage, HttpStatus.BAD_REQUEST);

}

@RunWith(MockitoJUnitRunner.class)
@RequiredArgsConstructor
public class MyExceptionTest {

   private final AppExceptionHandler handler;
   @Mock private final MyService service;

   @Test
   public void test() throws MyException {
      when(service.create(any()))
          .thenThrow(MyException .class);
   }
}