diff --git a/homeassistant/components/sensor/nest.py b/homeassistant/components/sensor/nest.py
index ccf8be84adc..9f8e7396f93 100644
--- a/homeassistant/components/sensor/nest.py
+++ b/homeassistant/components/sensor/nest.py
@@ -195,6 +195,7 @@ class NestProtectSensor(NestSensor):
         if self.variable == 'battery_level':
             self._state = getattr(self.device, self.variable)
         else:
+            self._state = 'Unknown'
             if state == 0:
                 self._state = 'Ok'
             if state == 1 or state == 2:
@@ -202,8 +203,6 @@ class NestProtectSensor(NestSensor):
             if state == 3:
                 self._state = 'Emergency'
 
-        self._state = 'Unknown'
-
     @property
     def name(self):
         """Return the name of the nest, if any."""