diff --git a/activerecord/lib/active_record/associations/association.rb b/activerecord/lib/active_record/associations/association.rb
index cbbf690f2032f..43479c346b991 100644
--- a/activerecord/lib/active_record/associations/association.rb
+++ b/activerecord/lib/active_record/associations/association.rb
@@ -189,7 +189,14 @@ def extensions
       def load_target
         @target = find_target(async: false) if (@stale_state && stale_target?) || find_target?
         if !@target && set_through_target_for_new_record?
-          @target = through_association.target.association(reflection.source_reflection_name).target
+          reflections = reflection.chain
+          reflections.pop
+          reflections.reverse!
+
+          @target = reflections.reduce(through_association.target) do |middle_target, reflection|
+            break unless middle_target
+            middle_target.association(reflection.source_reflection_name).target
+          end
         end
 
         loaded! unless loaded?
diff --git a/activerecord/lib/active_record/associations/collection_association.rb b/activerecord/lib/active_record/associations/collection_association.rb
index 5e85af7b49a24..6b1275af6b2d9 100644
--- a/activerecord/lib/active_record/associations/collection_association.rb
+++ b/activerecord/lib/active_record/associations/collection_association.rb
@@ -273,12 +273,18 @@ def load_target
         if find_target?
           @target = merge_target_lists(find_target, target)
         elsif target.empty? && set_through_target_for_new_record?
-          @target = if through_reflection.collection?
-            through_association.target.flat_map do |record|
-              record.association(reflection.source_reflection_name).target
+          reflections = reflection.chain
+          reflections.pop
+          reflections.reverse!
+
+          @target = reflections.reduce(through_association.target) do |middle_target, reflection|
+            if middle_target.empty?
+              break []
+            elsif reflection.collection?
+              middle_target.flat_map { |record| record.association(reflection.source_reflection_name).target }
+            else
+              middle_target.association(reflection.source_reflection_name).target
             end
-          else
-            through_association.target.association(reflection.source_reflection_name).target
           end
         end
 
diff --git a/activerecord/test/cases/associations/has_many_through_associations_test.rb b/activerecord/test/cases/associations/has_many_through_associations_test.rb
index 825763f7ebec7..a45ca9df62952 100644
--- a/activerecord/test/cases/associations/has_many_through_associations_test.rb
+++ b/activerecord/test/cases/associations/has_many_through_associations_test.rb
@@ -41,6 +41,7 @@
 require "models/zine"
 require "models/interest"
 require "models/human"
+require "models/account"
 
 class HasManyThroughAssociationsTest < ActiveRecord::TestCase
   fixtures :posts, :readers, :people, :comments, :authors, :categories, :taggings, :tags,
@@ -67,7 +68,24 @@ def test_setting_association_on_new_record_sets_through_records
     assert_predicate subscriber_2, :persisted?
     assert_predicate book, :new_record?
     book.subscriptions.each { |subscription| assert_predicate subscription, :new_record? }
-    assert_equal book.subscribers.sort, [subscriber_1, subscriber_2].sort
+    assert_equal [subscriber_1, subscriber_2].sort, book.subscribers.sort
+  end
+
+  def test_setting_association_on_new_record_sets_nested_through_records
+    account_1 = Account.create!(firm_name: "account 1", credit_limit: 100)
+    subscriber_1 = Subscriber.create!(nick: "nick 1", account: account_1)
+    account_2 = Account.create!(firm_name: "account 2", credit_limit: 100)
+    subscriber_2 = Subscriber.create!(nick: "nick 2", account: account_2)
+    subscription_1 = Subscription.new(subscriber: subscriber_1)
+    subscription_2 = Subscription.new(subscriber: subscriber_2)
+    book = Book.new
+    book.subscriptions = [subscription_1, subscription_2]
+
+    assert_predicate subscriber_1, :persisted?
+    assert_predicate subscriber_2, :persisted?
+    assert_predicate book, :new_record?
+    book.subscriptions.each { |subscription| assert_predicate subscription, :new_record? }
+    assert_equal [account_1, account_2].sort, book.subscriber_accounts.sort
   end
 
   def test_has_many_through_create_record
diff --git a/activerecord/test/cases/associations/has_one_through_associations_test.rb b/activerecord/test/cases/associations/has_one_through_associations_test.rb
index bfc9ebef572c7..4837c8d3cb96a 100644
--- a/activerecord/test/cases/associations/has_one_through_associations_test.rb
+++ b/activerecord/test/cases/associations/has_one_through_associations_test.rb
@@ -55,6 +55,20 @@ def test_setting_association_on_new_record_sets_through_record
     assert_equal club, member.club
   end
 
+  def test_setting_association_on_new_record_sets_nested_through_record
+    category = Category.create!(name: "General")
+    club = Club.create!(category: category)
+    membership = CurrentMembership.new(club: club)
+    member = Member.new
+    member.current_membership = membership
+
+    assert_predicate category, :persisted?
+    assert_predicate club, :persisted?
+    assert_predicate member, :new_record?
+    assert_predicate member.current_membership, :new_record?
+    assert_equal club.category, member.club_category
+  end
+
   def test_creating_association_creates_through_record
     new_member = Member.create(name: "Chris")
     new_member.club = Club.create(name: "LRUG")
diff --git a/activerecord/test/models/book.rb b/activerecord/test/models/book.rb
index f6133c4ff6e64..cd4c5d35da393 100644
--- a/activerecord/test/models/book.rb
+++ b/activerecord/test/models/book.rb
@@ -9,6 +9,7 @@ class Book < ActiveRecord::Base
 
   has_many :subscriptions
   has_many :subscribers, through: :subscriptions
+  has_many :subscriber_accounts, through: :subscribers, source: :account
 
   has_one :essay
 
diff --git a/activerecord/test/models/subscriber.rb b/activerecord/test/models/subscriber.rb
index bd298dae25d29..4aca21f6382ae 100644
--- a/activerecord/test/models/subscriber.rb
+++ b/activerecord/test/models/subscriber.rb
@@ -3,6 +3,8 @@
 class Subscriber < ActiveRecord::Base
   self.primary_key = "nick"
 
+  belongs_to :account
+
   has_many :subscriptions
   has_many :books, through: :subscriptions
 end
diff --git a/activerecord/test/schema/schema.rb b/activerecord/test/schema/schema.rb
index f9762e83568e1..487ed2035c826 100644
--- a/activerecord/test/schema/schema.rb
+++ b/activerecord/test/schema/schema.rb
@@ -1173,6 +1173,7 @@
     t.integer :books_count, null: false, default: 0
     t.integer :update_count, null: false, default: 0
     t.index :nick, unique: true
+    t.references :account
   end
 
   create_table :subscriptions, force: true do |t|