diff --git a/lib/matplotlib/sphinxext/plot_directive.py b/lib/matplotlib/sphinxext/plot_directive.py
index dbf5072e2c93..398469eec2e8 100644
--- a/lib/matplotlib/sphinxext/plot_directive.py
+++ b/lib/matplotlib/sphinxext/plot_directive.py
@@ -196,6 +196,7 @@
 import sys
 import textwrap
 import traceback
+import warnings
 
 from docutils.parsers.rst import directives, Directive
 from docutils.parsers.rst.directives.images import Image
@@ -584,9 +585,10 @@ def _run_code(code, code_path, ns=None, function_name=None):
         dirname = os.path.abspath(os.path.dirname(code_path))
         os.chdir(dirname)
 
-    with cbook._setattr_cm(
+    with (warnings.catch_warnings(record=True) as caught_warnings,
+        cbook._setattr_cm(
             sys, argv=[code_path], path=[os.getcwd(), *sys.path]), \
-            contextlib.redirect_stdout(StringIO()):
+            contextlib.redirect_stdout(StringIO())):
         try:
             if ns is None:
                 ns = {}
@@ -609,6 +611,13 @@ def _run_code(code, code_path, ns=None, function_name=None):
             raise PlotError(traceback.format_exc()) from err
         finally:
             os.chdir(pwd)
+
+        for warn in caught_warnings:
+            _log.warning(
+                "[plot] Python warning during plot execution: %s (%s)",
+                warn.message,
+                warn.category.__name__
+            )
     return ns