Mockito doThrow for JMS Client not throwing Exception - jms

Question

I am writing unit test case for my JMS client. But doThrow is not throwing any error. Looks like it is because my sendMessage method has return type as void and I have finally block to close the connection.
Is anyone facing the same issue?
doThrow(new JMSException("Expected")).when(messageSubmitter).sendMessage(message);
Here's the sendMessage method:
public void sendMessage(String message) throws JMSException,Exception {
Connection connection = connectionFactory.createConnection();
try {
connection.start();
try {
Session session = connection.createSession(true, Session.AUTO_ACKNOWLEDGE);
try {
MessageProducer messageProducer =session.createProducer(messageQueue);
try {
TextMessage message = session.createTextMessage();
message.setText(messageQueue);
messageProducer.send(message);
}
} finally {
JmsUtils.closeProducer(messageProducer);
}
} finally {
JmsUtils.closeSession(session);
}
} finally {
JmsUtils.closeConnection(connection);
}
} catch (JMSException ex) {
throw ex;
} catch(Exception ex) {
throw ex;
}
}
This is my test method and above is my jms client method.
#Test
public void myAction_should_return_failure_result_in_case_of_JMS_excepti‌​on() throws Exception {
// given
String message ="Test";
doThrow(exception).when(MessageSubmitter.sendMessage(message‌​);
//when
ActionResult processingResult = Submitter.myActionOn("123");
//then
assertFalse(processingResult.isProcessedSuccessfully());
assertEquals(exception, processingResult.getException());
}