diff --git a/migration/migration.c b/migration/migration.c
index 6432a81e8b..ab21de2cad 100644
--- a/migration/migration.c
+++ b/migration/migration.c
@@ -3327,6 +3327,10 @@ static void *migration_thread(void *opaque)
     object_ref(OBJECT(s));
     update_iteration_initial_status(s);
 
+    if (!multifd_send_setup()) {
+        goto out;
+    }
+
     bql_lock();
     qemu_savevm_state_header(s->to_dst_file);
     bql_unlock();
@@ -3398,6 +3402,7 @@ static void *migration_thread(void *opaque)
         urgent = migration_rate_limit();
     }
 
+out:
     trace_migration_thread_after_loop();
     migration_iteration_finish(s);
     object_unref(OBJECT(s));
@@ -3635,11 +3640,6 @@ void migrate_fd_connect(MigrationState *s, Error *error_in)
         return;
     }
 
-    if (!multifd_send_setup()) {
-        migrate_fd_cleanup(s);
-        return;
-    }
-
     if (migrate_background_snapshot()) {
         qemu_thread_create(&s->thread, "bg_snapshot",
                 bg_migration_thread, s, QEMU_THREAD_JOINABLE);