diff --git a/conftest.py b/conftest.py
index 532e83112a2..96e015974f0 100644
--- a/conftest.py
+++ b/conftest.py
@@ -1,6 +1,10 @@
+from __future__ import annotations
+
+import os
 import sys
 
 import pytest
+from pytest_mypy import MypyFileItem, MypyResults
 
 
 pytest_plugins = 'setuptools.tests.fixtures'
@@ -21,7 +25,18 @@ def pytest_addoption(parser):
     )
 
 
+def mypy_error_formatter_show_filename(
+    item: MypyFileItem, results: MypyResults, errors: list[str]
+) -> str:  # pragma: nocover # This shouldn't run on success
+    """Include the relative file path before each reported error."""
+    return '\n'.join(
+        f'{item.path.relative_to(os.getcwd())}:{error}' for error in errors
+    )
+
+
 def pytest_configure(config):
+    mypy_plugin = config.pluginmanager.getplugin('mypy')
+    mypy_plugin.file_error_formatter = mypy_error_formatter_show_filename
     config.addinivalue_line("markers", "integration: integration tests")
     config.addinivalue_line("markers", "uses_network: tests may try to download files")
     _IntegrationTestSpeedups.disable_plugins_already_run(config)
diff --git a/mypy.ini b/mypy.ini
index 4fba13c2869..10314dfd14d 100644
--- a/mypy.ini
+++ b/mypy.ini
@@ -35,7 +35,8 @@ disable_error_code = import-not-found
 # - All jaraco modules are still untyped
 # - _validate_project sometimes complains about trove_classifiers (#4296)
 # - wheel appears to be untyped
-[mypy-distutils._modified,jaraco.*,trove_classifiers,wheel.*]
+# - pytest_mypy isn't marked as py.typed
+[mypy-distutils._modified,jaraco.*,trove_classifiers,wheel.*,pytest_mypy.*]
 ignore_missing_imports = True
 
 # Even when excluding a module, import issues can show up due to following import