Create a new filter which implements IExceptionFilter and log however you’d like (I’m using log4net’s Logger class).

public class Log4NetExceptionFilter : IExceptionFilter
{
    private static readonly ILog Logger = LogManager.GetLogger(System.Reflection.MethodBase.GetCurrentMethod().DeclaringType);

    public void OnException(ExceptionContext context)
    {
        Exception ex = context.Exception;

        Logger.Error(ex.Message);
    }
}

Register your filter globally in FilterConfig.cs.

public static class FilterConfig
{
    public static void RegisterGlobalFilters(GlobalFilterCollection filters)
    {
        filters.Add(new Log4NetExceptionFilter());
    }
}

That’s literally it!