diff --git a/include/pybind11/eval.h b/include/pybind11/eval.h
index 33fcdc09d..e0f58bcf4 100644
--- a/include/pybind11/eval.h
+++ b/include/pybind11/eval.h
@@ -136,6 +136,15 @@ object eval_file(str fname, object global = globals(), object local = object())
         pybind11_fail("File \"" + fname_str + "\" could not be opened!");
     }
 
+    // In Python2, this should be encoded by getfilesystemencoding.
+    // We don't boher setting it since Python2 is past EOL anyway.
+    // See PR#3233
+#if PY_VERSION_HEX >= 0x03000000
+    if (!global.contains("__file__")) {
+        global["__file__"] = std::move(fname);
+    }
+#endif
+
 #if PY_VERSION_HEX < 0x03000000 && defined(PYPY_VERSION)
     PyObject *result = PyRun_File(f, fname_str.c_str(), start, global.ptr(),
                                   local.ptr());
diff --git a/tests/test_cmake_build/test.py b/tests/test_cmake_build/test.py
index d1a290dcc..972a27bea 100644
--- a/tests/test_cmake_build/test.py
+++ b/tests/test_cmake_build/test.py
@@ -3,5 +3,8 @@ import sys
 
 import test_cmake_build
 
+if str is not bytes:  # If not Python2
+    assert isinstance(__file__, str)  # Test this is properly set
+
 assert test_cmake_build.add(1, 2) == 3
 print("{} imports, runs, and adds: 1 + 2 = 3".format(sys.argv[1]))