Does a planeswalker with 0 loyalty die immediately before players get priority?

State-based actions are game rules that are checked continuously and applied before any player can take an action or cast a spell. One of these state-based actions specifically handles planeswalkers: if a planeswalker has 0 or fewer loyalty counters, it is put into its owner's graveyard (CR 704.5i).

These checks happen at specific moments — most importantly, whenever a player would receive priority (CR 704.3). This means that as soon as a planeswalker reaches 0 loyalty counters (from damage being dealt, an activated ability, or a spell effect), the game immediately checks state-based actions and removes the planeswalker before anyone can respond to it being at 0.

Because this happens before priority is passed, no player gets a window to cast spells or activate abilities in response to the planeswalker sitting at 0 loyalty. The planeswalker is simply gone. This is different from triggered abilities or spells, which do use the stack and allow responses.

Example: Your opponent's Jace, the Mind Sculptor has 1 loyalty counter. You cast Lightning Bolt targeting it. When Lightning Bolt resolves, Jace goes to 0 loyalty. Before either player gets priority again, the game checks state-based actions, finds Jace at 0 loyalty, and moves it to the graveyard immediately — your opponent cannot activate a loyalty ability or cast a spell to save it.

Note that if a replacement effect or triggered ability would place counters on the planeswalker as it dies, state-based actions still apply first — the planeswalker leaves the battlefield at 0 loyalty before any such effects could meaningfully interact with it there (CR 704.3, 704.5i).