diff --git a/setup.cfg b/setup.cfg
index cb0d53f3e6590..f96e9cf9f85ab 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -7,7 +7,6 @@ test = pytest
 addopts =
     --doctest-modules
     --disable-pytest-warnings
-    --ignore sklearn/externals
 
 [wheelhouse_uploader]
 artifact_indexes=
diff --git a/sklearn/externals/conftest.py b/sklearn/externals/conftest.py
new file mode 100644
index 0000000000000..c617107866b92
--- /dev/null
+++ b/sklearn/externals/conftest.py
@@ -0,0 +1,7 @@
+# Do not collect any tests in externals. This is more robust than using
+# --ignore because --ignore needs a path and it is not convenient to pass in
+# the externals path (very long install-dependent path in site-packages) when
+# using --pyargs
+def pytest_ignore_collect(path, config):
+    return True
+