diff --git a/changelog/4192.bugfix.rst b/changelog/4192.bugfix.rst
new file mode 100644
index 000000000..86ed95360
--- /dev/null
+++ b/changelog/4192.bugfix.rst
@@ -0,0 +1 @@
+Fix filename reported by ``warnings.warn`` when using ``recwarn`` under python2.
diff --git a/src/_pytest/recwarn.py b/src/_pytest/recwarn.py
index 62c9158fb..8738fe0b8 100644
--- a/src/_pytest/recwarn.py
+++ b/src/_pytest/recwarn.py
@@ -156,7 +156,20 @@ class WarningsRecorder(warnings.catch_warnings):
         if six.PY2:
 
             def warn(*args, **kwargs):
-                return self._saved_warn(*args, **kwargs)
+                kwargs.setdefault("stacklevel", 1)
+                kwargs["stacklevel"] += 1
+
+                # emulate resetting the warn registry
+                f_globals = sys._getframe(kwargs["stacklevel"] - 1).f_globals
+                if "__warningregistry__" in f_globals:
+                    orig = f_globals["__warningregistry__"]
+                    f_globals["__warningregistry__"] = None
+                    try:
+                        return self._saved_warn(*args, **kwargs)
+                    finally:
+                        f_globals["__warningregistry__"] = orig
+                else:
+                    return self._saved_warn(*args, **kwargs)
 
             warnings.warn, self._saved_warn = warn, warnings.warn
         return self
diff --git a/testing/test_recwarn.py b/testing/test_recwarn.py
index 3ae543248..e1d44f174 100644
--- a/testing/test_recwarn.py
+++ b/testing/test_recwarn.py
@@ -6,6 +6,12 @@ import pytest
 from _pytest.recwarn import WarningsRecorder
 
 
+def test_recwarn_stacklevel(recwarn):
+    warnings.warn("hello")
+    warn = recwarn.pop()
+    assert warn.filename == __file__
+
+
 def test_recwarn_functional(testdir):
     testdir.makepyfile(
         """