If Rombertik's evasion techniques are triggered, it deletes key files on a computer, making it constantly restart.
Analysts said Rombertik was "unique" among malware samples for resisting capture so aggressively.
On Windows machines where it goes unnoticed, the malware steals login data and other confidential information.
Rombertik typically infected a vulnerable machine after a booby-trapped attachment on a phishing message had been opened, security researchers Ben Baker and Alex Chiu, from Cisco, said in a blogpost.
Some of the messages Rombertik travels with pose as business enquiry letters from Microsoft.
The malware "indiscriminately" stole data entered by victims on any website, the researchers said.
And it got even nastier when it spotted someone was trying to understand how it worked.
"Rombertik is unique in that it actively attempts to destroy the computer if it detects certain attributes associated with malware analysis," the researchers said.
The malware regularly carries out internal checks to see if it is under analysis.
If it believes it is, it will attempt to delete an essential Windows system file called the Master Boot Record (MBR).
It will then restart the machine which, because the MBR is missing, will go into an endless restart loop.
The code replacing the MBR makes the machine print out a message mocking attempts to analyse it.
Restoring a PC with its MBR deleted involves reinstalling Windows, which could mean important data is lost.
Rombertik also uses other tricks to foil analysis.
One involves writing a byte of data to memory 960 million times to overwhelm analysis tools that try to spot malware by logging system activity.
Security expert Graham Cluley said destructive viruses such as Rombertik were quite rare.
"It's not the norm," he said.
"That's because malware these days doesn't want to draw attention to itself, as that works against its typical goal - to lie in wait, stealing information for a long time."
A computer virus that tries to avoid detection by making the machine it infects unusable has been found.