Možno Ti pomôže toto:

{
JPEG-Errorcodes:
#36 : m:=m+'Output file write error --- out of disk space?';
#51 = JERR_NO_QUANT_TABLE: Quantization table 0x%02x was not defined
#52 : File is not a JPEG-File (for example if you try to read a GIF as a JPG)
#53 = JERR_OUT_OF_MEMORY: Insufficient memory (case %d)
#60 : JPEG file is incomplete
#67 : JPEG file is incomplete (like #60 - don't know where the difference

How to trap a JPEG-Error?
}

Image1.picture.loadfromfile(FileName);
if Image1.picture.graphic is TJpegImage then begin
    try
      TJPEGImage(Image1.picture.graphic).dibneeded;
    except
      on E:Exception do
        if (E.message='JPEG error #67') then begin
            showmessage('Incomplete JPEG')
        end;
    end;
end;