A method and system for immediate failure checking for lost message processing comprises receiving a first message of a web-service transaction comprising first message sequence information at a computing device in a transaction environment of a target web service, storing a first record of the first message within the computing device, receiving a subsequent message comprising corresponding message sequence information at the computing device, storing a second record of the subsequent message within the computing device, comparing the first message sequence information with the subsequent message sequence information using the computing device, identifying a transaction error using the computing device, if the subsequent message is not an initial message in a sequence of messages based on the comparing, reporting the transaction error from the computing device, and aborting processing of the web-service transaction if the transaction error has occurred, using the computing device.