diff --git a/joblib/test/test_dask.py b/joblib/test/test_dask.py
index a882834dc..9f072a128 100644
--- a/joblib/test/test_dask.py
+++ b/joblib/test/test_dask.py
@@ -1,5 +1,6 @@
 from __future__ import print_function, division, absolute_import
 import os
+import warnings
 
 import pytest
 from random import random
@@ -475,7 +476,7 @@ def func_using_joblib_parallel():
         # pytest.warns(UserWarning)) make the test hang. Work-around: return
         # the warning record to the client and the warning check is done
         # client-side.
-        with pytest.warns(None) as record:
+        with warnings.catch_warnings(record=True) as record:
             Parallel(n_jobs=2, backend=backend)(
                 delayed(inc)(i) for i in range(10))
 
diff --git a/joblib/test/test_numpy_pickle.py b/joblib/test/test_numpy_pickle.py
index cce16e381..a6776f634 100644
--- a/joblib/test/test_numpy_pickle.py
+++ b/joblib/test/test_numpy_pickle.py
@@ -300,7 +300,7 @@ def test_cache_size_warning(tmpdir, cache_size):
     a = rnd.random_sample((10, 2))
 
     warnings.simplefilter("always")
-    with warns(None) as warninfo:
+    with warnings.catch_warnings(record=True) as warninfo:
         numpy_pickle.dump(a, filename, cache_size=cache_size)
     expected_nb_warnings = 1 if cache_size is not None else 0
     assert len(warninfo) == expected_nb_warnings
@@ -385,7 +385,7 @@ def _check_pickle(filename, expected_list, mmap_mode=None):
         py_version_used_for_writing, 4)
     if pickle_reading_protocol >= pickle_writing_protocol:
         try:
-            with warns(None) as warninfo:
+            with warnings.catch_warnings(record=True) as warninfo:
                 warnings.simplefilter('always')
                 warnings.filterwarnings(
                     'ignore', module='numpy',
diff --git a/joblib/test/test_parallel.py b/joblib/test/test_parallel.py
index 884d9d76b..906d43629 100644
--- a/joblib/test/test_parallel.py
+++ b/joblib/test/test_parallel.py
@@ -10,6 +10,7 @@
 import sys
 import time
 import mmap
+import warnings
 import threading
 from traceback import format_exception
 from math import sqrt
@@ -20,8 +21,6 @@
 import warnings
 import pytest
 
-from importlib import reload
-
 import joblib
 from joblib import parallel
 from joblib import dump, load
@@ -31,7 +30,7 @@
 from joblib.test.common import np, with_numpy
 from joblib.test.common import with_multiprocessing
 from joblib.testing import (parametrize, raises, check_subprocess_call,
-                            skipif, SkipTest, warns)
+                            skipif, warns)
 
 if mp is not None:
     # Loky is not available if multiprocessing is not
@@ -181,7 +180,7 @@ def test_main_thread_renamed_no_warning(backend, monkeypatch):
     monkeypatch.setattr(target=threading.current_thread(), name='name',
                         value='some_new_name_for_the_main_thread')
 
-    with warns(None) as warninfo:
+    with warnings.catch_warnings(record=True) as warninfo:
         results = Parallel(n_jobs=2, backend=backend)(
             delayed(square)(x) for x in range(3))
         assert results == [0, 1, 4]
@@ -197,18 +196,21 @@ def test_main_thread_renamed_no_warning(backend, monkeypatch):
 
 
 def _assert_warning_nested(backend, inner_n_jobs, expected):
-    with warnings.catch_warnings(record=True) as records:
+    with warnings.catch_warnings(record=True) as warninfo:
         warnings.simplefilter("always")
         parallel_func(backend=backend, inner_n_jobs=inner_n_jobs)
 
-    messages = [w.message for w in records]
+    warninfo = [w.message for w in warninfo]
     if expected:
-        # with threading, we might see more that one records
-        if messages:
-            return 'backed parallel loops cannot' in messages[0].args[0]
+        # with threading, we might see more that one warninfo
+        if warninfo:
+            return (
+                len(warninfo) == 1 and
+                'backed parallel loops cannot' in warninfo[0].args[0]
+            )
         return False
     else:
-        assert not messages
+        assert not warninfo
         return True
 
 
@@ -251,11 +253,11 @@ def test_background_thread_parallelism(backend):
     is_run_parallel = [False]
 
     def background_thread(is_run_parallel):
-        with warns(None) as records:
+        with warnings.catch_warnings(record=True) as warninfo:
             Parallel(n_jobs=2)(
                 delayed(sleep)(.1) for _ in range(4))
-        print(len(records))
-        is_run_parallel[0] = len(records) == 0
+        print(len(warninfo))
+        is_run_parallel[0] = len(warninfo) == 0
 
     t = threading.Thread(target=background_thread, args=(is_run_parallel,))
     t.start()
@@ -1180,7 +1182,7 @@ def test_memmap_with_big_offset(tmpdir):
 
 
 def test_warning_about_timeout_not_supported_by_backend():
-    with warns(None) as warninfo:
+    with warnings.catch_warnings(record=True) as warninfo:
         Parallel(timeout=1)(delayed(square)(i) for i in range(50))
     assert len(warninfo) == 1
     w = warninfo[0]