There are a couple of songs Megadeth have stepped away from in the past, but one of them is a cover that Dave Mustaine says the band will never play live again.Mustaine was the latest guest on the Steve-O’s Wild Ride! podcast and they covered a wide variety of subjects throughout the episode. However, one in particular was the singer’s Christian faith and which of the band’s songs they no longer perform as a result of it.The Megadeth frontman became a born-again Christian in 2002, according to Rolling Stone, and there was a period of time where he refused to tour with any bands that used Satanic imagery or references onstage and in their music.One song Megadeth took a break from playing for an extended period of time was “The Conjuring” from 1986’s Peace Sells… But Who’s Buying?. After 2001, the track wasn’t part of the band’s setlist again until 2018 [via Setlist.fm].Steve-O asked Mustaine if the break from the song was due to his religion.”That was because I wasn’t sure about what effects the lyrics would have on our young fans, and I didn’t want to mislead anybody. I wanted to make sure if I was singing something, and they gave it any kind of importance, that I wasn’t inadvertently making a decision for them and they were saying something that was gonna possibly hurt them in some way,” Mustaine explained.After thinking on it for a while, the frontman decided that there was nothing “misleading” in the song and it was safe for them to start playing it again. Thus, they reintroduced it live about 17 years later and have played it pretty often since.READ MORE: 10 Artists Who Changed Their Song Lyrics (And Why)There is one song, however, that Megadeth will not play again — their cover of Sex Pistols’ “Anarchy in the U.K.,” which they recorded for their 1988 album So Far, So Good… So What.”Because it says, ‘I’m an antichrist,’ and I’m not an antichrist,” Mustaine reasoned.The last time Megadeth performed the track was at Download Festival in 2016, but prior to that, it hadn’t been in their setlist since 2001. Motley Crue’s Nikki Sixx even joined Megadeth onstage for that performance, a move Mustaine tells Steve-O was done in an effort to bury the hatchet between them.Check out the full conversation below and fan-filmed footage of that Download Festival performance.The Cover Song Dave Mustaine Says Megadeth Will Never Play AgainMegadeth, “Anarchy in the U.K.” – Sex Pistols cover) With Nikki SixxMost Played Cover Songs By 50 Big Hard Rock + Metal BandsWe combed though setlists of the biggest names in rock and metal to find out their most played cover songs. (OK, so we actually used Setlist.fm. What, did you think we had a pile of setlists sitting around?)Gallery Credit: Rob Carroll