diff --git a/pytest_django/fixtures.py b/pytest_django/fixtures.py
index 8c955858..24814a9a 100644
--- a/pytest_django/fixtures.py
+++ b/pytest_django/fixtures.py
@@ -182,6 +182,21 @@ class PytestDjangoTestCase(test_case_class):  # type: ignore[misc,valid-type]
         if _databases is not None:
             databases = _databases
 
+    if VERSION >= (3, 2):
+        from django.test.testcases import TestData
+        # If the test class has defined a Django-style setUpTestData,
+        # arrange for it to be called by the DjangoTestCase classmethods that we're calling here.
+        if request.cls and hasattr(request.cls, 'setUpTestData'):
+            def wrappedSetUpTestData(klass):
+                pre_attrs = request.cls.__dict__.copy()
+                request.cls.setUpTestData()
+                for name, value in request.cls.__dict__.items():
+                    if value is not pre_attrs.get(name):
+                        setattr(request.cls, name, TestData(name, value))
+
+            # Re-bind our new classmethod to the class we're attaching it to using the function's descriptor.
+            PytestDjangoTestCase.setUpTestData = wrappedSetUpTestData.__get__(PytestDjangoTestCase, PytestDjangoTestCase)
+
     PytestDjangoTestCase.setUpClass()
     if VERSION >= (4, 0):
         request.addfinalizer(PytestDjangoTestCase.doClassCleanups)
diff --git a/tests/test_database.py b/tests/test_database.py
index 9016240b..52b05ebb 100644
--- a/tests/test_database.py
+++ b/tests/test_database.py
@@ -343,3 +343,21 @@ def test_db_access_in_test_module(self, django_testdir) -> None:
                 'or the "db" or "transactional_db" fixtures to enable it.'
             ]
         )
+
+
+# TODO: If this is omitted, the error is confusing:
+#  AttributeError: 'TestDatabaseClassAutoCaching' object has no attribute 'item_1'
+@pytest.mark.django_db
+class TestDatabaseClassAutoCaching:
+
+    @classmethod
+    def setUpTestData(cls):
+        cls.item_1 = Item.objects.create()
+
+    # But it's not idiomatic for pytest:
+    def test_foo_c(self):
+        self.item_1.name = 'foo'
+        self.item_1.save()
+
+    def test_bar_c(self):
+        assert not self.item_1.name