diff --git a/src/_pytest/hookspec.py b/src/_pytest/hookspec.py
index dac36b306..3e647d1a1 100644
--- a/src/_pytest/hookspec.py
+++ b/src/_pytest/hookspec.py
@@ -559,10 +559,13 @@ def pytest_warning_captured(warning_message, when, item):
 
         * ``"config"``: during pytest configuration/initialization stage.
         * ``"collect"``: during test collection.
-        * ``"runtest"``: during test execution.
+        * ``"setup"``: during test setup.
+        * ``"call"``: during test call.
+        * ``"teardown"``: during test teardown.
 
     :param pytest.Item|None item:
-        The item being executed if ``when == "runtest"``, else ``None``.
+        The item being executed if ``when`` is ``"setup"``, ``"call"`` or ``"teardown"``, otherwise
+        ``None``.
     """
 
 
diff --git a/src/_pytest/warnings.py b/src/_pytest/warnings.py
index 4ef4e7f0e..e0206883a 100644
--- a/src/_pytest/warnings.py
+++ b/src/_pytest/warnings.py
@@ -59,7 +59,7 @@ def pytest_configure(config):
 
 
 @contextmanager
-def catch_warnings_for_item(config, ihook, item):
+def catch_warnings_for_item(config, ihook, when, item):
     """
     Context manager that catches warnings generated in the contained execution block.
 
@@ -93,7 +93,7 @@ def catch_warnings_for_item(config, ihook, item):
 
         for warning_message in log:
             ihook.pytest_warning_captured.call_historic(
-                kwargs=dict(warning_message=warning_message, when="runtest", item=item)
+                kwargs=dict(warning_message=warning_message, when=when, item=item)
             )
 
 
@@ -130,22 +130,44 @@ def warning_record_to_str(warning_message):
 
 
 @pytest.hookimpl(hookwrapper=True, tryfirst=True)
-def pytest_runtest_protocol(item):
-    with catch_warnings_for_item(config=item.config, ihook=item.ihook, item=item):
+def pytest_runtest_setup(item):
+    with catch_warnings_for_item(
+        config=item.config, ihook=item.ihook, when="setup", item=item
+    ):
+        yield
+
+
+@pytest.hookimpl(hookwrapper=True, tryfirst=True)
+def pytest_runtest_call(item):
+    with catch_warnings_for_item(
+        config=item.config, ihook=item.ihook, when="call", item=item
+    ):
+        yield
+
+
+@pytest.hookimpl(hookwrapper=True, tryfirst=True)
+def pytest_runtest_teardown(item):
+    with catch_warnings_for_item(
+        config=item.config, ihook=item.ihook, when="teardown", item=item
+    ):
         yield
 
 
 @pytest.hookimpl(hookwrapper=True, tryfirst=True)
 def pytest_collection(session):
     config = session.config
-    with catch_warnings_for_item(config=config, ihook=config.hook, item=None):
+    with catch_warnings_for_item(
+        config=config, ihook=config.hook, when="collect", item=None
+    ):
         yield
 
 
 @pytest.hookimpl(hookwrapper=True)
 def pytest_terminal_summary(terminalreporter):
     config = terminalreporter.config
-    with catch_warnings_for_item(config=config, ihook=config.hook, item=None):
+    with catch_warnings_for_item(
+        config=config, ihook=config.hook, when="config", item=None
+    ):
         yield
 
 
diff --git a/testing/test_warnings.py b/testing/test_warnings.py
index eb4928a46..119b67cee 100644
--- a/testing/test_warnings.py
+++ b/testing/test_warnings.py
@@ -302,20 +302,48 @@ def test_filterwarnings_mark_registration(testdir):
 
 
 @pytest.mark.filterwarnings("always")
-def test_warning_captured_hook(testdir, pyfile_with_warnings):
+def test_warning_captured_hook(testdir):
+    testdir.makeconftest(
+        """
+        from _pytest.warnings import _issue_config_warning
+        def pytest_configure(config):
+            _issue_config_warning(UserWarning("config warning"), config)
+    """
+    )
+    testdir.makepyfile(
+        """
+        import pytest, warnings
+
+        warnings.warn(UserWarning("collect warning"))
+
+        @pytest.fixture
+        def fix():
+            warnings.warn(UserWarning("setup warning"))
+            yield 1
+            warnings.warn(UserWarning("teardown warning"))
+
+        def test_func(fix):
+            warnings.warn(UserWarning("call warning"))
+            assert fix == 1
+        """
+    )
 
     collected = []
 
     class WarningCollector:
         def pytest_warning_captured(self, warning_message, when, item):
-            collected.append((warning_message.category, when, item.name))
+            imge_name = item.name if item is not None else ""
+            collected.append((str(warning_message.message), when, imge_name))
 
     result = testdir.runpytest(plugins=[WarningCollector()])
     result.stdout.fnmatch_lines(["*1 passed*"])
 
     expected = [
-        (UserWarning, "runtest", "test_func"),
-        (RuntimeWarning, "runtest", "test_func"),
+        ("config warning", "config", ""),
+        ("collect warning", "collect", ""),
+        ("setup warning", "setup", "test_func"),
+        ("call warning", "call", "test_func"),
+        ("teardown warning", "teardown", "test_func"),
     ]
     assert collected == expected