Maria Laura Gonzalez appeals the decision of the Board of Immigration Appeals *640 (BIA) affirming without opinion the denial of her application for cancellation of removal by the Immigration Judge (IJ). She argues that the IJ erred in denying her request for a continuance and that the denial of the continuance violated her due process rights. Because Gonzalez did not raise this issue in her appeal to the BIA, we do not have jurisdiction to review her challenge of the denial of her request for a continuance. See Wang v. Ashcroft, 260 F.3d 448, 452-53 (5th Cir. 2001). Further, because the error was one that was correctable by the BIA, Gonzalez’s due process claim is subject to the exhaustion requirement and, therefore, we do not have jurisdiction to review her due process claim. See Goonsuwan v. Ashcroft, 252 F.3d 383, 389-90 (5th Cir. 2001); see also Anwar v. INS, 116 F.3d 140, 144 & n. 4 (5th Cir. 1997).

Gonzalez also argues that the IJ erred in denying her application for cancellation of removal based on an erroneous legal interpretation of Faddah v. INS, 553 F.2d 491 (5th Cir. 1977). Because the IJ’s decision ultimately involved the exercise of discretion, we do not have jurisdiction to review it. See Mireles-Valdez v. Ashcroft, 349 F.3d 213, 216 (5th Cir. 2003).

PETITION DISMISSED FOR LACK OF JURISDICTION.