diff --git a/youtube_dl/downloader/hls.py b/youtube_dl/downloader/hls.py
index a62d2047b..3e08d20ed 100644
--- a/youtube_dl/downloader/hls.py
+++ b/youtube_dl/downloader/hls.py
@@ -99,14 +99,14 @@ class NativeHlsFD(FragmentFD):
             success = ctx['dl'].download(frag_filename, {'url': frag_url})
             if not success:
                 return False
-            down, frag_sanitized = sanitize_open(frag_filename, 'rb')
+            frags_filenames.append(frag_sanitized)
+
+        for frag_file in frags_filenames:
+            down, frag_sanitized = sanitize_open(frag_file, 'rb')
             ctx['dest_stream'].write(down.read())
             down.close()
-            frags_filenames.append(frag_sanitized)
+            os.remove(encodeFilename(frag_file))
 
         self._finish_frag_download(ctx)
 
-        for frag_file in frags_filenames:
-            os.remove(encodeFilename(frag_file))
-
         return True