diff --git a/django/test/runner.py b/django/test/runner.py
index e8b432760bf1..6d283bef97ef 100644
--- a/django/test/runner.py
+++ b/django/test/runner.py
@@ -635,7 +635,11 @@ def build_suite(self, test_labels=None, extra_tests=None, **kwargs):
                     print('Excluding test tag(s): %s.' % ', '.join(sorted(self.exclude_tags)))
             all_tests = filter_tests_by_tags(all_tests, self.tags, self.exclude_tags)
 
-        all_tests = reorder_tests(all_tests, self.reorder_by, self.reverse)
+        # Put the failures detected at load time first for quicker feedback.
+        # _FailedTest objects include things like test modules that couldn't be
+        # found or that couldn't be loaded due to syntax errors.
+        test_types = (unittest.loader._FailedTest, *self.reorder_by)
+        all_tests = reorder_tests(all_tests, test_types, self.reverse)
         suite = self.test_suite(all_tests)
 
         if self.parallel > 1:
diff --git a/docs/topics/testing/overview.txt b/docs/topics/testing/overview.txt
index 3b07ed42c69c..7461fdaaf01b 100644
--- a/docs/topics/testing/overview.txt
+++ b/docs/topics/testing/overview.txt
@@ -229,10 +229,21 @@ the Django test runner reorders tests in the following way:
     database by a given :class:`~django.test.TransactionTestCase` test, they
     must be updated to be able to run independently.
 
+.. note::
+
+    Failures detected when loading tests are ordered before all of the above
+    for quicker feedback. This includes things like test modules that couldn't
+    be found or that couldn't be loaded due to syntax errors.
+
 You may reverse the execution order inside groups using the :option:`test
 --reverse` option. This can help with ensuring your tests are independent from
 each other.
 
+.. versionchanged:: 4.0
+
+    In older versions, failures detected when loading tests were not ordered
+    first.
+
 .. _test-case-serialized-rollback:
 
 Rollback emulation
diff --git a/tests/test_runner/test_discover_runner.py b/tests/test_runner/test_discover_runner.py
index 1adb99460012..366d180aa5af 100644
--- a/tests/test_runner/test_discover_runner.py
+++ b/tests/test_runner/test_discover_runner.py
@@ -1,4 +1,5 @@
 import os
+import unittest.loader
 from argparse import ArgumentParser
 from contextlib import contextmanager
 from unittest import TestSuite, TextTestRunner, defaultTestLoader, mock
@@ -209,6 +210,15 @@ def test_reverse(self):
         self.assertIn('test_2', suite[9].id(),
                       msg="Methods of unittest cases should be reversed.")
 
+    def test_build_suite_failed_tests_first(self):
+        # The "doesnotexist" label results in a _FailedTest instance.
+        suite = DiscoverRunner().build_suite(
+            test_labels=['test_runner_apps.sample', 'doesnotexist'],
+        )
+        tests = list(suite)
+        self.assertIsInstance(tests[0], unittest.loader._FailedTest)
+        self.assertNotIsInstance(tests[-1], unittest.loader._FailedTest)
+
     def test_overridable_get_test_runner_kwargs(self):
         self.assertIsInstance(DiscoverRunner().get_test_runner_kwargs(), dict)