diff --git a/Lib/test/test_fstring.py b/Lib/test/test_fstring.py
index e0bb5b56b26..ea4e589929e 100644
--- a/Lib/test/test_fstring.py
+++ b/Lib/test/test_fstring.py
@@ -8,9 +8,12 @@
 # Unicode identifiers in tests is allowed by PEP 3131.
 
 import ast
+import os
 import types
 import decimal
 import unittest
+from test.support import temp_cwd, use_old_parser
+from test.support.script_helper import assert_python_failure
 
 a_global = 'global variable'
 
@@ -1044,6 +1047,16 @@ def test_errors(self):
                              r"f'{1000:j}'",
                             ])
 
+    @unittest.skipIf(use_old_parser(), "The old parser only supports <fstring> as the filename")
+    def test_filename_in_syntaxerror(self):
+        # see issue 38964
+        with temp_cwd() as cwd:
+            file_path = os.path.join(cwd, 't.py')
+            with open(file_path, 'w') as f:
+                f.write('f"{a b}"') # This generates a SyntaxError
+            _, _, stderr = assert_python_failure(file_path)
+        self.assertIn(file_path, stderr.decode('utf-8'))
+
     def test_loop(self):
         for i in range(1000):
             self.assertEqual(f'i:{i}', 'i:' + str(i))
diff --git a/Misc/NEWS.d/next/Core and Builtins/2020-05-25-21-49-11.bpo-38964.lrml90.rst b/Misc/NEWS.d/next/Core and Builtins/2020-05-25-21-49-11.bpo-38964.lrml90.rst
new file mode 100644
index 00000000000..12007643069
--- /dev/null
+++ b/Misc/NEWS.d/next/Core and Builtins/2020-05-25-21-49-11.bpo-38964.lrml90.rst	
@@ -0,0 +1 @@
+When there's a :exc:`SyntaxError` in the expression part of an fstring, the filename attribute of the :exc:`SyntaxError` gets correctly set to the name of the file the fstring resides in.
\ No newline at end of file
diff --git a/Parser/pegen/parse_string.c b/Parser/pegen/parse_string.c
index ca4b733c153..a0ec698fa56 100644
--- a/Parser/pegen/parse_string.c
+++ b/Parser/pegen/parse_string.c
@@ -606,11 +606,8 @@ fstring_compile_expr(Parser *p, const char *expr_start, const char *expr_end,
     if (tok == NULL) {
         return NULL;
     }
-    tok->filename = PyUnicode_FromString("<fstring>");
-    if (!tok->filename) {
-        PyTokenizer_Free(tok);
-        return NULL;
-    }
+    Py_INCREF(p->tok->filename);
+    tok->filename = p->tok->filename;
 
     Parser *p2 = _PyPegen_Parser_New(tok, Py_fstring_input, p->flags, p->feature_version,
                                      NULL, p->arena);