diff --git a/src/p_mobj.cpp b/src/p_mobj.cpp
index a67b96dfb9..2b0782b8fe 100644
--- a/src/p_mobj.cpp
+++ b/src/p_mobj.cpp
@@ -1199,13 +1199,7 @@ void P_ExplodeMissile (AActor *mo, line_t *line, AActor *target)
 		if (nextstate == NULL) nextstate = mo->FindState(NAME_Death, NAME_Extreme);
 	}
 	if (nextstate == NULL) nextstate = mo->FindState(NAME_Death);
-	mo->SetState (nextstate);
 	
-	if (mo->ObjectFlags & OF_EuthanizeMe)
-	{
-		return;
-	}
-
 	if (line != NULL && line->special == Line_Horizon && !(mo->flags3 & MF3_SKYEXPLODE))
 	{
 		// [RH] Don't explode missiles on horizon lines.
@@ -1280,8 +1274,17 @@ void P_ExplodeMissile (AActor *mo, line_t *line, AActor *target)
 		}
 	}
 
-	if (nextstate != NULL)
+	// play the sound before changing the state, so that AActor::Destroy can call S_RelinkSounds on it and the death state can override it.
+	if (mo->DeathSound)
 	{
+		S_Sound (mo, CHAN_VOICE, mo->DeathSound, 1,
+			(mo->flags3 & MF3_FULLVOLDEATH) ? ATTN_NONE : ATTN_NORM);
+	}
+
+	mo->SetState (nextstate);
+	if (!(mo->ObjectFlags & OF_EuthanizeMe))
+	{
+		// The rest only applies if the missile actor still exists.
 		// [RH] Change render style of exploding rockets
 		if (mo->flags5 & MF5_DEHEXPLOSION)
 		{
@@ -1314,11 +1317,6 @@ void P_ExplodeMissile (AActor *mo, line_t *line, AActor *target)
 
 		mo->flags &= ~MF_MISSILE;
 
-		if (mo->DeathSound)
-		{
-			S_Sound (mo, CHAN_VOICE, mo->DeathSound, 1,
-				(mo->flags3 & MF3_FULLVOLDEATH) ? ATTN_NONE : ATTN_NORM);
-		}
 	}
 }