diff --git a/changelog/4152.bugfix.rst b/changelog/4152.bugfix.rst
new file mode 100644
index 000000000..ce2547294
--- /dev/null
+++ b/changelog/4152.bugfix.rst
@@ -0,0 +1 @@
+Display the filename when encountering ``SyntaxWarning``.
diff --git a/src/_pytest/assertion/rewrite.py b/src/_pytest/assertion/rewrite.py
index 7a11c4ec1..385ae4e77 100644
--- a/src/_pytest/assertion/rewrite.py
+++ b/src/_pytest/assertion/rewrite.py
@@ -398,7 +398,7 @@ def _rewrite_test(config, fn):
             finally:
                 del state._indecode
     try:
-        tree = ast.parse(source)
+        tree = ast.parse(source, filename=fn.strpath)
     except SyntaxError:
         # Let this pop up again in the real import.
         state.trace("failed to parse: %r" % (fn,))