diff --git a/python/setup.cfg b/python/setup.cfg
index 618fa475cd90d..87434936f4ede 100644
--- a/python/setup.cfg
+++ b/python/setup.cfg
@@ -28,6 +28,7 @@ build-dir  = doc/_build
 addopts = --ignore=scripts
 filterwarnings =
     error:The SparseDataFrame:FutureWarning
+    ignore:Setting custom ClientSession:DeprecationWarning:aiohttp
 # Get a debug traceback when a test takes a really long time
 faulthandler_timeout = 300