diff --git a/packages/jest-runtime/src/__tests__/should_instrument.test.js b/packages/jest-runtime/src/__tests__/should_instrument.test.js
index 376e8e7d0b4f..55fc037a17c5 100644
--- a/packages/jest-runtime/src/__tests__/should_instrument.test.js
+++ b/packages/jest-runtime/src/__tests__/should_instrument.test.js
@@ -198,5 +198,19 @@ describe('shouldInstrument', () => {
 
       testShouldInstrument(filename, defaultOptions, defaultConfig);
     });
+
+    it('if file is in setupFiles', () => {
+      testShouldInstrument('setupTest.js', defaultOptions, {
+        setupFiles: ['setupTest.js'],
+        rootDir: '/',
+      });
+    });
+
+    it('if file is in setupFilesAfterEnv', () => {
+      testShouldInstrument('setupTest.js', defaultOptions, {
+        setupFilesAfterEnv: ['setupTest.js'],
+        rootDir: '/',
+      });
+    });
   });
 });
diff --git a/packages/jest-runtime/src/shouldInstrument.js b/packages/jest-runtime/src/shouldInstrument.js
index 6717fbea3e52..b625d4b4e8bd 100644
--- a/packages/jest-runtime/src/shouldInstrument.js
+++ b/packages/jest-runtime/src/shouldInstrument.js
@@ -84,6 +84,20 @@ export default function shouldInstrument(
     return false;
   }
 
+  if (
+    config.setupFiles &&
+    config.setupFiles.some(setupFile => setupFile === filename)
+  ) {
+    return false;
+  }
+
+  if (
+    config.setupFilesAfterEnv &&
+    config.setupFilesAfterEnv.some(setupFile => setupFile === filename)
+  ) {
+    return false;
+  }
+
   if (MOCKS_PATTERN.test(filename)) {
     return false;
   }