diff --git a/sklearn/model_selection/_split.py b/sklearn/model_selection/_split.py
index a1321f22bd180..a9bedd53e2ef3 100644
--- a/sklearn/model_selection/_split.py
+++ b/sklearn/model_selection/_split.py
@@ -2059,6 +2059,9 @@ def train_test_split(*arrays, **options):
                                      safe_indexing(a, test)) for a in arrays))
 
 
+# Tell nose that train_test_split is not a test
+train_test_split.__test__ = False
+
 def _build_repr(self):
     # XXX This is copied from BaseEstimator's get_params
     cls = self.__class__