diff --git a/tests/unit/test_models_wheel.py b/tests/unit/test_models_wheel.py
index c06525e089e..ee4d88c744a 100644
--- a/tests/unit/test_models_wheel.py
+++ b/tests/unit/test_models_wheel.py
@@ -3,7 +3,7 @@
 
 from pip._internal.exceptions import InvalidWheelFilename
 from pip._internal.models.wheel import Wheel
-from pip._internal.utils import compatibility_tags
+from pip._internal.utils import compatibility_tags, deprecation
 
 
 class TestWheelFile:
@@ -175,5 +175,6 @@ def test_version_underscore_conversion(self) -> None:
         Test that we convert '_' to '-' for versions parsed out of wheel
         filenames
         """
-        w = Wheel("simple-0.1_1-py2-none-any.whl")
+        with pytest.warns(deprecation.PipDeprecationWarning):
+            w = Wheel("simple-0.1_1-py2-none-any.whl")
         assert w.version == "0.1-1"