how do I play an animation when the player object dies?

I want the player object to be destroyed after an explosion but when I set the animation and set the object to destroy, it just screws up everything. The objects animation doesn't play.

*Edit* I tried the on animation finished event but it put it before the even to check if the object was flashing. So that it's not destroyed as soon as it's returns.

Lives = 0

Sub event Trigger once > Set animation "explosion" play from beginning

Next 2 conditions in one event

Lives = 0

On animation "explosion" finished > Go to Game Over

This is on the assumption you're subtracting from Lives else where and use the "explosion" animation when your player dies and has more than 1 life