diff --git a/django/db/models/sql/compiler.py b/django/db/models/sql/compiler.py
index 3360f9c806..850734709d 100644
--- a/django/db/models/sql/compiler.py
+++ b/django/db/models/sql/compiler.py
@@ -322,10 +322,15 @@ class SQLCompiler:
             if col in self.query.annotations:
                 # References to an expression which is masked out of the SELECT
                 # clause.
-                expr = self.query.annotations[col]
-                if isinstance(expr, Value):
-                    # output_field must be resolved for constants.
-                    expr = Cast(expr, expr.output_field)
+                if self.query.combinator and self.select:
+                    # Don't use the resolved annotation because other
+                    # combinated queries might define it differently.
+                    expr = F(col)
+                else:
+                    expr = self.query.annotations[col]
+                    if isinstance(expr, Value):
+                        # output_field must be resolved for constants.
+                        expr = Cast(expr, expr.output_field)
                 order_by.append((OrderBy(expr, descending=descending), False))
                 continue
 
@@ -378,10 +383,14 @@ class SQLCompiler:
                 else:
                     if col_alias:
                         raise DatabaseError('ORDER BY term does not match any column in the result set.')
-                    # Add column used in ORDER BY clause without an alias to
-                    # the selected columns.
-                    self.query.add_select_col(src)
-                    resolved.set_source_expressions([RawSQL('%d' % len(self.query.select), ())])
+                    # Add column used in ORDER BY clause to the selected
+                    # columns and to each combined query.
+                    order_by_idx = len(self.query.select) + 1
+                    col_name = f'__orderbycol{order_by_idx}'
+                    for q in self.query.combined_queries:
+                        q.add_annotation(expr_src, col_name)
+                    self.query.add_select_col(resolved, col_name)
+                    resolved.set_source_expressions([RawSQL(f'{order_by_idx}', ())])
             sql, params = self.compile(resolved)
             # Don't add the same column twice, but the order direction is
             # not taken into account so we strip it. When this entire method
diff --git a/django/db/models/sql/query.py b/django/db/models/sql/query.py
index a7dadf5a40..5a7dc25fd9 100644
--- a/django/db/models/sql/query.py
+++ b/django/db/models/sql/query.py
@@ -1881,9 +1881,9 @@ class Query(BaseExpression):
         self.select = ()
         self.values_select = ()
 
-    def add_select_col(self, col):
+    def add_select_col(self, col, name):
         self.select += col,
-        self.values_select += col.output_field.name,
+        self.values_select += name,
 
     def set_select(self, cols):
         self.default_cols = False
diff --git a/tests/queries/test_qs_combinators.py b/tests/queries/test_qs_combinators.py
index 073f104a22..58c03f09fe 100644
--- a/tests/queries/test_qs_combinators.py
+++ b/tests/queries/test_qs_combinators.py
@@ -211,6 +211,28 @@ class QuerySetSetOperationTests(TestCase):
             with self.subTest(qs=qs):
                 self.assertEqual(list(qs), expected_result)
 
+    def test_union_with_values_list_and_order_on_annotation(self):
+        qs1 = Number.objects.annotate(
+            annotation=Value(-1),
+            multiplier=F('annotation'),
+        ).filter(num__gte=6)
+        qs2 = Number.objects.annotate(
+            annotation=Value(2),
+            multiplier=F('annotation'),
+        ).filter(num__lte=5)
+        self.assertSequenceEqual(
+            qs1.union(qs2).order_by('annotation', 'num').values_list('num', flat=True),
+            [6, 7, 8, 9, 0, 1, 2, 3, 4, 5],
+        )
+        self.assertQuerysetEqual(
+            qs1.union(qs2).order_by(
+                F('annotation') * F('multiplier'),
+                'num',
+            ).values('num'),
+            [6, 7, 8, 9, 0, 1, 2, 3, 4, 5],
+            operator.itemgetter('num'),
+        )
+
     def test_count_union(self):
         qs1 = Number.objects.filter(num__lte=1).values('num')
         qs2 = Number.objects.filter(num__gte=2, num__lte=3).values('num')