For a managed network, some embodiments provide a method for a set of service nodes in an active-active service node cluster in conjunction with a host computer hosting a destination data compute node (DCN) to improve the efficiency of directing a return data message to a service node storing state information for the flow to which the data message belongs. A primary service node in some embodiments receives a data message in a particular data message flow addressed to a destination DCN, performs a service on the data message and forwards the data message, along with information identifying the primary service node, to a host computer on which the destination DCN executes. The host computer generates an entry in a reverse forwarding table including identifying information for the particular data message flow and the primary service node to use to forward data messages in the particular data message flow to the primary service node.