diff --git a/_pytest/hookspec.py b/_pytest/hookspec.py
index 417a9de56..f6fc4a8da 100644
--- a/_pytest/hookspec.py
+++ b/_pytest/hookspec.py
@@ -373,7 +373,15 @@ def pytest_runtest_logreport(report):
 def pytest_fixture_setup(fixturedef, request):
     """ performs fixture setup execution.
 
-    Stops at first non-None result, see :ref:`firstresult` """
+    :return: The return value of the call to the fixture function
+
+    Stops at first non-None result, see :ref:`firstresult`
+
+    .. note::
+        If the fixture function returns None, other implementations of
+        this hook function will continue to be called, according to the
+        behavior of the :ref:`firstresult` option.
+    """
 
 
 def pytest_fixture_post_finalizer(fixturedef, request):
diff --git a/changelog/2698.doc b/changelog/2698.doc
new file mode 100644
index 000000000..3088b6efc
--- /dev/null
+++ b/changelog/2698.doc
@@ -0,0 +1 @@
+Clarify a possible confusion when using pytest_fixture_setup with fixture functions that return None.
\ No newline at end of file