diff --git a/CHANGELOG.md b/CHANGELOG.md
index 1ce5d755682a..470461bfe0e2 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -33,6 +33,7 @@
 
 - `[docs]` Warn about unexpected behavior / bug of node-notifier when using the `notify` options.
 - `[jest-resolver]` Use `resolve` package to implement custom module resolution ([#9520](https://github.com/facebook/jest/pull/9520))
+- `[jest-runtime]` Move execution of `setupFiles` to `jest-runner` ([#9596](https://github.com/facebook/jest/pull/9596))
 - `[@jest/reporters]` Remove unused dependencies and type exports ([#9462](https://github.com/facebook/jest/pull/9462))
 - `[website]` Update pictures of reports when matchers fail ([#9214](https://github.com/facebook/jest/pull/9214))
 
diff --git a/packages/jest-jasmine2/src/index.ts b/packages/jest-jasmine2/src/index.ts
index 379515f2c500..f0b54eb259b0 100644
--- a/packages/jest-jasmine2/src/index.ts
+++ b/packages/jest-jasmine2/src/index.ts
@@ -155,9 +155,7 @@ async function jasmine2(
       testPath,
     });
 
-  config.setupFilesAfterEnv.forEach((path: Config.Path) =>
-    runtime.requireModule(path),
-  );
+  config.setupFilesAfterEnv.forEach(path => runtime.requireModule(path));
 
   if (globalConfig.enabledTestsMap) {
     env.specFilter = (spec: Spec) => {
diff --git a/packages/jest-runner/src/runTest.ts b/packages/jest-runner/src/runTest.ts
index ff9b4fdafedb..b34255ead229 100644
--- a/packages/jest-runner/src/runTest.ts
+++ b/packages/jest-runner/src/runTest.ts
@@ -163,6 +163,8 @@ async function runTestInternal(
 
   const start = Date.now();
 
+  config.setupFiles.forEach(path => runtime!.requireModule(path));
+
   const sourcemapOptions: sourcemapSupport.Options = {
     environment: 'node',
     handleUncaughtExceptions: false,
diff --git a/packages/jest-runtime/src/__mocks__/createRuntime.js b/packages/jest-runtime/src/__mocks__/createRuntime.js
index 0a2932e87176..1efc081eabfa 100644
--- a/packages/jest-runtime/src/__mocks__/createRuntime.js
+++ b/packages/jest-runtime/src/__mocks__/createRuntime.js
@@ -7,7 +7,7 @@
 
 import path from 'path';
 
-module.exports = function createRuntime(filename, config) {
+module.exports = async function createRuntime(filename, config) {
   const NodeEnvironment = require('jest-environment-node');
   const Runtime = require('../');
 
@@ -37,22 +37,26 @@ module.exports = function createRuntime(filename, config) {
 
   const environment = new NodeEnvironment(config);
   environment.global.console = console;
-  return Runtime.createHasteMap(config, {maxWorkers: 1, resetCache: false})
-    .build()
-    .then(hasteMap => {
-      const runtime = new Runtime(
-        config,
-        environment,
-        Runtime.createResolver(config, hasteMap.moduleMap),
-      );
-
-      runtime.__mockRootPath = path.join(config.rootDir, 'root.js');
-      runtime.__mockSubdirPath = path.join(
-        config.rootDir,
-        'subdir2',
-        'module_dir',
-        'module_dir_module.js',
-      );
-      return runtime;
-    });
+
+  const hasteMap = await Runtime.createHasteMap(config, {
+    maxWorkers: 1,
+    resetCache: false,
+  }).build();
+
+  const runtime = new Runtime(
+    config,
+    environment,
+    Runtime.createResolver(config, hasteMap.moduleMap),
+  );
+
+  config.setupFiles.forEach(path => runtime.requireModule(path));
+
+  runtime.__mockRootPath = path.join(config.rootDir, 'root.js');
+  runtime.__mockSubdirPath = path.join(
+    config.rootDir,
+    'subdir2',
+    'module_dir',
+    'module_dir_module.js',
+  );
+  return runtime;
 };
diff --git a/packages/jest-runtime/src/cli/index.ts b/packages/jest-runtime/src/cli/index.ts
index 1da49004242a..26cfb8136467 100644
--- a/packages/jest-runtime/src/cli/index.ts
+++ b/packages/jest-runtime/src/cli/index.ts
@@ -93,6 +93,9 @@ export async function run(
     setGlobal(environment.global, 'jestGlobalConfig', globalConfig);
 
     const runtime = new Runtime(config, environment, hasteMap.resolver);
+
+    config.setupFiles.forEach(path => runtime.requireModule(path));
+
     runtime.requireModule(filePath);
   } catch (e) {
     console.error(chalk.red(e.stack || e));
diff --git a/packages/jest-runtime/src/index.ts b/packages/jest-runtime/src/index.ts
index 99fb087f4779..c96b2912e5e6 100644
--- a/packages/jest-runtime/src/index.ts
+++ b/packages/jest-runtime/src/index.ts
@@ -185,12 +185,6 @@ class Runtime {
     }
 
     this.resetModules();
-
-    if (config.setupFiles.length) {
-      for (let i = 0; i < config.setupFiles.length; i++) {
-        this.requireModule(config.setupFiles[i]);
-      }
-    }
   }
 
   static shouldInstrument = shouldInstrument;
diff --git a/packages/jest-util/src/index.ts b/packages/jest-util/src/index.ts
index db8872b0df36..e7b81c46931c 100644
--- a/packages/jest-util/src/index.ts
+++ b/packages/jest-util/src/index.ts
@@ -5,36 +5,20 @@
  * LICENSE file in the root directory of this source tree.
  */
 
-import clearLine from './clearLine';
-import createDirectory from './createDirectory';
-import ErrorWithStack from './ErrorWithStack';
-import installCommonGlobals from './installCommonGlobals';
-import interopRequireDefault from './interopRequireDefault';
-import isInteractive from './isInteractive';
-import isPromise from './isPromise';
-import setGlobal from './setGlobal';
-import deepCyclicCopy from './deepCyclicCopy';
-import convertDescriptorToString from './convertDescriptorToString';
+export {default as clearLine} from './clearLine';
+export {default as createDirectory} from './createDirectory';
+export {default as ErrorWithStack} from './ErrorWithStack';
+export {default as installCommonGlobals} from './installCommonGlobals';
+export {default as interopRequireDefault} from './interopRequireDefault';
+export {default as isInteractive} from './isInteractive';
+export {default as isPromise} from './isPromise';
+export {default as setGlobal} from './setGlobal';
+export {default as deepCyclicCopy} from './deepCyclicCopy';
+export {default as convertDescriptorToString} from './convertDescriptorToString';
 import * as specialChars from './specialChars';
-import replacePathSepForGlob from './replacePathSepForGlob';
-import testPathPatternToRegExp from './testPathPatternToRegExp';
+export {default as replacePathSepForGlob} from './replacePathSepForGlob';
+export {default as testPathPatternToRegExp} from './testPathPatternToRegExp';
 import * as preRunMessage from './preRunMessage';
-import pluralize from './pluralize';
+export {default as pluralize} from './pluralize';
 
-export {
-  ErrorWithStack,
-  clearLine,
-  convertDescriptorToString,
-  createDirectory,
-  deepCyclicCopy,
-  installCommonGlobals,
-  interopRequireDefault,
-  isInteractive,
-  isPromise,
-  pluralize,
-  preRunMessage,
-  replacePathSepForGlob,
-  setGlobal,
-  specialChars,
-  testPathPatternToRegExp,
-};
+export {preRunMessage, specialChars};