Suppose that I've queued a work item in a ThreadPool, but the work item blocks if there is no data to process (reading from a BlockingQueue). If the queue is empty and there will be no more work going into the queue, then I must call the Thread.Interrupt method if I want to interrupt the blocking task, but how does one do the same thing with a ThreadPool?

The code might look like this:

void Run()
{
    try
    {
        while(true)
        {
            blockingQueue.Dequeue();
            doSomething();
        }
    }
    finally
    {
        countDownLatch.Signal();
    }
}

I'm aware that the best thing to do in this situation is use a regular Thread, but I'm wondering if there is a ThreadPool equivalent way to interrupt a work item.