The group, made up of sisters Este, Danielle, and Alana, were opening for the I Will Wait hitmakers over the summer (12) when they stumbled upon a discount store and decided to stock up on pyrotechnics.
However, things didn't go as planned and one misfired right at their feet.
Este tells the New York Post, "We toured on their summer festival, and they're like brothers to us now. On our way to one show in Tennessee, we saw a fireworks superstore and bought $300 worth. The guys insisted we come to their house and let them all off.
"One of them was called a kamikaze, which we should have figured was a rogue. It flew into our huddle where it exploded. We couldn't help but laugh because we knew that we could have all died. Can you imagine the headline? 'Haim Kill Mumford & Sons in Fireworks Disaster!'"