diff --git a/changelog/5330.bugfix.rst b/changelog/5330.bugfix.rst
new file mode 100644
index 000000000..61c715552
--- /dev/null
+++ b/changelog/5330.bugfix.rst
@@ -0,0 +1,2 @@
+Show the test module being collected when emitting ``PytestCollectionWarning`` messages for
+test classes with ``__init__`` and ``__new__`` methods to make it easier to pin down the problem.
diff --git a/src/_pytest/python.py b/src/_pytest/python.py
index 035369a59..06d853f78 100644
--- a/src/_pytest/python.py
+++ b/src/_pytest/python.py
@@ -720,7 +720,8 @@ class Class(PyCollector):
             self.warn(
                 PytestCollectionWarning(
                     "cannot collect test class %r because it has a "
-                    "__init__ constructor" % self.obj.__name__
+                    "__init__ constructor (from: %s)"
+                    % (self.obj.__name__, self.parent.nodeid)
                 )
             )
             return []
@@ -728,7 +729,8 @@ class Class(PyCollector):
             self.warn(
                 PytestCollectionWarning(
                     "cannot collect test class %r because it has a "
-                    "__new__ constructor" % self.obj.__name__
+                    "__new__ constructor (from: %s)"
+                    % (self.obj.__name__, self.parent.nodeid)
                 )
             )
             return []
diff --git a/testing/python/collect.py b/testing/python/collect.py
index bfd7e672e..501b30a49 100644
--- a/testing/python/collect.py
+++ b/testing/python/collect.py
@@ -146,7 +146,24 @@ class TestClass(object):
         result = testdir.runpytest("-rw")
         result.stdout.fnmatch_lines(
             [
-                "*cannot collect test class 'TestClass1' because it has a __init__ constructor"
+                "*cannot collect test class 'TestClass1' because it has "
+                "a __init__ constructor (from: test_class_with_init_warning.py)"
+            ]
+        )
+
+    def test_class_with_new_warning(self, testdir):
+        testdir.makepyfile(
+            """
+            class TestClass1(object):
+                def __new__(self):
+                    pass
+        """
+        )
+        result = testdir.runpytest("-rw")
+        result.stdout.fnmatch_lines(
+            [
+                "*cannot collect test class 'TestClass1' because it has "
+                "a __new__ constructor (from: test_class_with_new_warning.py)"
             ]
         )