The "try-finally" construct is a programming feature used to ensure that certain code runs regardless of whether an error occurs in the "try" block. When a program executes a "try" block, it attempts to perform operations that may fail. If an error happens, the program can skip to the "finally" block, which contains code that must run, such as cleanup tasks. This is particularly useful for managing resources like files or network connections. By using "try-finally," developers can ensure that resources are properly released, preventing issues like memory leaks or locked files, even if an unexpected error occurs during execution.