For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process (the process conditioned to never be absorbed). We apply these results to one-dimensional birth and death processes with catastrophes, multi-dimensional birth and death processes, infinitedimensional population models with Brownian mutations and neutron transport dynamics absorbed at the boundary of a bounded domain.where · is the integer part function and · T V is the total variation norm. Conversely, if there is uniform exponential convergence for the total variation norm in (1.1), then Assumption (A) holds true.