diff --git a/x-pack/plugin/ml/qa/native-multi-node-tests/src/test/java/org/elasticsearch/xpack/ml/integration/ExplainDataFrameAnalyticsIT.java b/x-pack/plugin/ml/qa/native-multi-node-tests/src/test/java/org/elasticsearch/xpack/ml/integration/ExplainDataFrameAnalyticsIT.java
index ba00e49456f..32ee2d28c86 100644
--- a/x-pack/plugin/ml/qa/native-multi-node-tests/src/test/java/org/elasticsearch/xpack/ml/integration/ExplainDataFrameAnalyticsIT.java
+++ b/x-pack/plugin/ml/qa/native-multi-node-tests/src/test/java/org/elasticsearch/xpack/ml/integration/ExplainDataFrameAnalyticsIT.java
@@ -5,6 +5,7 @@
  */
 package org.elasticsearch.xpack.ml.integration;
 
+import org.elasticsearch.ResourceNotFoundException;
 import org.elasticsearch.action.bulk.BulkRequestBuilder;
 import org.elasticsearch.action.bulk.BulkResponse;
 import org.elasticsearch.action.index.IndexRequest;
@@ -14,14 +15,26 @@ import org.elasticsearch.xpack.core.ml.action.ExplainDataFrameAnalyticsAction;
 import org.elasticsearch.xpack.core.ml.dataframe.DataFrameAnalyticsConfig;
 import org.elasticsearch.xpack.core.ml.dataframe.DataFrameAnalyticsSource;
 import org.elasticsearch.xpack.core.ml.dataframe.analyses.Classification;
+import org.elasticsearch.xpack.core.ml.dataframe.analyses.OutlierDetection;
 import org.elasticsearch.xpack.core.ml.utils.QueryProvider;
 
 import java.io.IOException;
 
+import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.lessThanOrEqualTo;
 
 public class ExplainDataFrameAnalyticsIT extends MlNativeDataFrameAnalyticsIntegTestCase {
 
+    public void testExplain_GivenMissingSourceIndex() {
+        DataFrameAnalyticsConfig config = new DataFrameAnalyticsConfig.Builder()
+            .setSource(new DataFrameAnalyticsSource(new String[] {"missing_index"}, null, null))
+            .setAnalysis(new OutlierDetection.Builder().build())
+            .buildForExplain();
+
+        ResourceNotFoundException e = expectThrows(ResourceNotFoundException.class, () -> explainDataFrame(config));
+        assertThat(e.getMessage(), equalTo("cannot retrieve data because index [missing_index] does not exist"));
+    }
+
     public void testSourceQueryIsApplied() throws IOException {
         // To test the source query is applied when we extract data,
         // we set up a job where we have a query which excludes all but one document.
diff --git a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/dataframe/extractor/ExtractedFieldsDetectorFactory.java b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/dataframe/extractor/ExtractedFieldsDetectorFactory.java
index 8e6ad7a614b..c44555921cf 100644
--- a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/dataframe/extractor/ExtractedFieldsDetectorFactory.java
+++ b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/dataframe/extractor/ExtractedFieldsDetectorFactory.java
@@ -171,9 +171,10 @@ public class ExtractedFieldsDetectorFactory {
                 docValueFieldsLimitListener.onResponse(minDocValueFieldsLimit);
             },
             e -> {
-                if (ExceptionsHelper.unwrapCause(e) instanceof IndexNotFoundException) {
+                Throwable cause = ExceptionsHelper.unwrapCause(e);
+                if (cause instanceof IndexNotFoundException) {
                     docValueFieldsLimitListener.onFailure(new ResourceNotFoundException("cannot retrieve data because index "
-                        + ((IndexNotFoundException) e).getIndex() + " does not exist"));
+                        + ((IndexNotFoundException) cause).getIndex() + " does not exist"));
                 } else {
                     docValueFieldsLimitListener.onFailure(e);
                 }