Possible causes of "EOSError 1400 - Invalid window handle"

I have a problem. I have a VCL application using a thread. This thread does some calculations and calls a MainForm's method through Synchronize(). It all works just fine, I have a "Start" button, which creates and runs the thread and a "Stop" button which stops and frees it. No errors, no nothing.

But for some reason when I close the application and I've run the thread I get a EOSError 1400 - Invalid window handle. I've breakpointed the OnClose procedure and the only thing I do there is saving an ini file, no error in that, when I trace further (using F7), I get to the very end (Application.Run; end.), after "calling" the end. I get the error, so there is no specific line of code raising it.

I hope the question is somewhat clear and I hope it's solvable, because just ignoring the error seems a bit unclean.

Thanks inb4

ANSWER

This error occured to me when the Execute method of a thread was called, it looked like this:

procedure TRunThread.Execute;
var (...)
begin
  while not Terminated do begin
    (...)
    MainForm.Memo1.Lines.Add('Some text'); // Even though this call worked fine during
    //the application running, it caused errors on shutting the app down.
    // For acccessing GUI elements, it's necessary to use Synchronize()
    (...)
  end;
end;