diff --git a/pandas/core/indexes/datetimes.py b/pandas/core/indexes/datetimes.py
index 6b9806f4d32f5..9c735a5598f4a 100644
--- a/pandas/core/indexes/datetimes.py
+++ b/pandas/core/indexes/datetimes.py
@@ -689,7 +689,8 @@ def to_series(self, keep_tz=None, index=None, name=None):
             name = self.name
 
         if keep_tz is None and self.tz is not None:
-            warnings.warn("The default of the 'keep_tz' keyword will change "
+            warnings.warn("The default of the 'keep_tz' keyword in "
+                          "DatetimeIndex.to_series will change "
                           "to True in a future release. You can set "
                           "'keep_tz=True' to obtain the future behaviour and "
                           "silence this warning.", FutureWarning, stacklevel=2)
diff --git a/pandas/tests/frame/test_alter_axes.py b/pandas/tests/frame/test_alter_axes.py
index fe347d36d88e7..ab0f17fb4ff13 100644
--- a/pandas/tests/frame/test_alter_axes.py
+++ b/pandas/tests/frame/test_alter_axes.py
@@ -460,9 +460,13 @@ def test_convert_dti_to_series(self):
                       name='B')
         tm.assert_series_equal(result, comp)
 
-        with tm.assert_produces_warning(FutureWarning):
+        with tm.assert_produces_warning(FutureWarning) as m:
             result = idx.to_series(index=[0, 1])
         tm.assert_series_equal(result, expected.dt.tz_convert(None))
+        msg = ("The default of the 'keep_tz' keyword in "
+               "DatetimeIndex.to_series will change to True in a future "
+               "release.")
+        assert msg in str(m[0].message)
 
         with tm.assert_produces_warning(FutureWarning):
             result = idx.to_series(keep_tz=False, index=[0, 1])