My moka pot brew exploded. What did I do wrong? Well the moka pot itself didn't explode, rather the coffee bursted out from the funnel of the collecting chamber and through the middle of the moka pot, splashing all my clothes and half of my kitchen with coffee stains (nobody got hurt). Before the explosion, the coffee was sipping through as usually very slowly and there was no sign at all of any pressure building up or that any explosion was about to happen.  

For this brew I had used a very fine fresh grind and almost boiling water. I had also cleaned the whole moka pot beforehand, as a I do every time.     

What could have caused this and what can I do to prevent such an accident from happening in the future?
While the grind could have been too fine, I suspect what happened is you overfilled the bottom chamber, and the water level was covering the safety valve.

You really don't want the water level to go higher than the red line in the image below.