diff --git a/src/tradeforge/domain/orders.py b/src/tradeforge/domain/orders.py
index 6b820e1..ec2901c 100644
--- a/src/tradeforge/domain/orders.py
+++ b/src/tradeforge/domain/orders.py
@@ -108,11 +108,14 @@ def apply_fill(self, quantity_base: int, *, at_ns: int) -> None:
                 f"fill {quantity_base} exceeds remaining {self.remaining_base} "
                 f"for order {self.client_order_id}"
             )
-        self.filled_base += quantity_base
-        if self.filled_base == self.quantity_base:
+        filled_after = self.filled_base + quantity_base
+        # Validate the state transition before committing any fill quantity.
+        # A rejected fill on a new or terminal order must leave it unchanged.
+        if filled_after == self.quantity_base:
             self.transition_to(OrderStatus.FILLED, at_ns=at_ns)
         else:
             self.transition_to(OrderStatus.PARTIALLY_FILLED, at_ns=at_ns)
+        self.filled_base = filled_after
 
 
 @dataclass(slots=True)
diff --git a/tests/unit/test_domain.py b/tests/unit/test_domain.py
index 50236c5..41204ea 100644
--- a/tests/unit/test_domain.py
+++ b/tests/unit/test_domain.py
@@ -154,7 +154,7 @@ def test_fill_notional_is_callable(self):
 
 
 class TestOrderStateMachine:
-    def _order(self) -> ChildOrder:
+    def _order(self, status=OrderStatus.NEW) -> ChildOrder:
         return ChildOrder(
             order_id=1,
             client_order_id="c1",
@@ -164,6 +164,7 @@ def _order(self) -> ChildOrder:
             quantity_base=100,
             time_in_force=TimeInForce.DAY,
             created_ns=0,
+            status=status,
         )
 
     def test_new_can_be_accepted_or_rejected(self):
@@ -200,6 +201,18 @@ def test_overfill_is_rejected(self):
         with pytest.raises(OrderStateError):
             order.apply_fill(101, at_ns=2)
 
+    @pytest.mark.parametrize(
+        "status",
+        [OrderStatus.NEW, OrderStatus.CANCELLED, OrderStatus.REJECTED, OrderStatus.EXPIRED],
+    )
+    @pytest.mark.parametrize("quantity", [40, 100])
+    def test_rejected_fill_does_not_mutate_order(self, status, quantity):
+        order = self._order(status)
+        before = (order.filled_base, order.status, order.working_ns, order.terminal_ns)
+        with pytest.raises(OrderStateError, match="illegal order transition"):
+            order.apply_fill(quantity, at_ns=2)
+        assert (order.filled_base, order.status, order.working_ns, order.terminal_ns) == before
+
     def test_non_positive_fill_is_rejected(self):
         order = self._order()
         order.transition_to(OrderStatus.ACCEPTED, at_ns=1)