diff --git a/pandas/tests/frame/methods/test_first_and_last.py b/pandas/tests/frame/methods/test_first_and_last.py
new file mode 100644
index 0000000000000..73e4128ddebb9
--- /dev/null
+++ b/pandas/tests/frame/methods/test_first_and_last.py
@@ -0,0 +1,61 @@
+"""
+Note: includes tests for `last`
+"""
+import pytest
+
+from pandas import DataFrame
+import pandas._testing as tm
+
+
+class TestFirst:
+    def test_first_subset(self):
+        ts = tm.makeTimeDataFrame(freq="12h")
+        result = ts.first("10d")
+        assert len(result) == 20
+
+        ts = tm.makeTimeDataFrame(freq="D")
+        result = ts.first("10d")
+        assert len(result) == 10
+
+        result = ts.first("3M")
+        expected = ts[:"3/31/2000"]
+        tm.assert_frame_equal(result, expected)
+
+        result = ts.first("21D")
+        expected = ts[:21]
+        tm.assert_frame_equal(result, expected)
+
+        result = ts[:0].first("3M")
+        tm.assert_frame_equal(result, ts[:0])
+
+    def test_first_raises(self):
+        # GH#20725
+        df = DataFrame([[1, 2, 3], [4, 5, 6]])
+        with pytest.raises(TypeError):  # index is not a DatetimeIndex
+            df.first("1D")
+
+    def test_last_subset(self):
+        ts = tm.makeTimeDataFrame(freq="12h")
+        result = ts.last("10d")
+        assert len(result) == 20
+
+        ts = tm.makeTimeDataFrame(nper=30, freq="D")
+        result = ts.last("10d")
+        assert len(result) == 10
+
+        result = ts.last("21D")
+        expected = ts["2000-01-10":]
+        tm.assert_frame_equal(result, expected)
+
+        result = ts.last("21D")
+        expected = ts[-21:]
+        tm.assert_frame_equal(result, expected)
+
+        result = ts[:0].last("3M")
+        tm.assert_frame_equal(result, ts[:0])
+
+    def test_last_raises(self):
+        # GH20725
+        df = DataFrame([[1, 2, 3], [4, 5, 6]])
+        with pytest.raises(TypeError):  # index is not a DatetimeIndex
+            df.last("1D")
diff --git a/pandas/tests/frame/test_timeseries.py b/pandas/tests/frame/test_timeseries.py
index b713af92eac27..5956f73bb11f0 100644
--- a/pandas/tests/frame/test_timeseries.py
+++ b/pandas/tests/frame/test_timeseries.py
@@ -119,58 +119,6 @@ def test_first_valid_index_all_nan(self, klass):
         assert obj.first_valid_index() is None
         assert obj.iloc[:0].first_valid_index() is None
 
-    def test_first_subset(self):
-        ts = tm.makeTimeDataFrame(freq="12h")
-        result = ts.first("10d")
-        assert len(result) == 20
-
-        ts = tm.makeTimeDataFrame(freq="D")
-        result = ts.first("10d")
-        assert len(result) == 10
-
-        result = ts.first("3M")
-        expected = ts[:"3/31/2000"]
-        tm.assert_frame_equal(result, expected)
-
-        result = ts.first("21D")
-        expected = ts[:21]
-        tm.assert_frame_equal(result, expected)
-
-        result = ts[:0].first("3M")
-        tm.assert_frame_equal(result, ts[:0])
-
-    def test_first_raises(self):
-        # GH20725
-        df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
-        with pytest.raises(TypeError):  # index is not a DatetimeIndex
-            df.first("1D")
-
-    def test_last_subset(self):
-        ts = tm.makeTimeDataFrame(freq="12h")
-        result = ts.last("10d")
-        assert len(result) == 20
-
-        ts = tm.makeTimeDataFrame(nper=30, freq="D")
-        result = ts.last("10d")
-        assert len(result) == 10
-
-        result = ts.last("21D")
-        expected = ts["2000-01-10":]
-        tm.assert_frame_equal(result, expected)
-
-        result = ts.last("21D")
-        expected = ts[-21:]
-        tm.assert_frame_equal(result, expected)
-
-        result = ts[:0].last("3M")
-        tm.assert_frame_equal(result, ts[:0])
-
-    def test_last_raises(self):
-        # GH20725
-        df = pd.DataFrame([[1, 2, 3], [4, 5, 6]])
-        with pytest.raises(TypeError):  # index is not a DatetimeIndex
-            df.last("1D")
-
     def test_operation_on_NaT(self):
         # Both NaT and Timestamp are in DataFrame.
         df = pd.DataFrame({"foo": [pd.NaT, pd.NaT, pd.Timestamp("2012-05-01")]})
diff --git a/pandas/tests/series/methods/test_first_and_last.py b/pandas/tests/series/methods/test_first_and_last.py
new file mode 100644
index 0000000000000..7629dc8cda30b
--- /dev/null
+++ b/pandas/tests/series/methods/test_first_and_last.py
@@ -0,0 +1,69 @@
+"""
+Note: includes tests for `last`
+"""
+
+import numpy as np
+import pytest
+
+from pandas import Series, date_range
+import pandas._testing as tm
+
+
+class TestFirst:
+    def test_first_subset(self):
+        rng = date_range("1/1/2000", "1/1/2010", freq="12h")
+        ts = Series(np.random.randn(len(rng)), index=rng)
+        result = ts.first("10d")
+        assert len(result) == 20
+
+        rng = date_range("1/1/2000", "1/1/2010", freq="D")
+        ts = Series(np.random.randn(len(rng)), index=rng)
+        result = ts.first("10d")
+        assert len(result) == 10
+
+        result = ts.first("3M")
+        expected = ts[:"3/31/2000"]
+        tm.assert_series_equal(result, expected)
+
+        result = ts.first("21D")
+        expected = ts[:21]
+        tm.assert_series_equal(result, expected)
+
+        result = ts[:0].first("3M")
+        tm.assert_series_equal(result, ts[:0])
+
+    def test_first_raises(self):
+        # GH#20725
+        ser = Series("a b c".split())
+        msg = "'first' only supports a DatetimeIndex index"
+        with pytest.raises(TypeError, match=msg):
+            ser.first("1D")
+
+    def test_last_subset(self):
+        rng = date_range("1/1/2000", "1/1/2010", freq="12h")
+        ts = Series(np.random.randn(len(rng)), index=rng)
+        result = ts.last("10d")
+        assert len(result) == 20
+
+        rng = date_range("1/1/2000", "1/1/2010", freq="D")
+        ts = Series(np.random.randn(len(rng)), index=rng)
+        result = ts.last("10d")
+        assert len(result) == 10
+
+        result = ts.last("21D")
+        expected = ts["12/12/2009":]
+        tm.assert_series_equal(result, expected)
+
+        result = ts.last("21D")
+        expected = ts[-21:]
+        tm.assert_series_equal(result, expected)
+
+        result = ts[:0].last("3M")
+        tm.assert_series_equal(result, ts[:0])
+
+    def test_last_raises(self):
+        # GH#20725
+        ser = Series("a b c".split())
+        msg = "'last' only supports a DatetimeIndex index"
+        with pytest.raises(TypeError, match=msg):
+            ser.last("1D")
diff --git a/pandas/tests/series/test_timeseries.py b/pandas/tests/series/test_timeseries.py
index 544634a2d16e9..592fd6ba558ff 100644
--- a/pandas/tests/series/test_timeseries.py
+++ b/pandas/tests/series/test_timeseries.py
@@ -167,60 +167,6 @@ def test_promote_datetime_date(self):
         expected = rng.get_indexer(ts_slice.index)
         tm.assert_numpy_array_equal(result, expected)
 
-    def test_first_subset(self):
-        ts = _simple_ts("1/1/2000", "1/1/2010", freq="12h")
-        result = ts.first("10d")
-        assert len(result) == 20
-
-        ts = _simple_ts("1/1/2000", "1/1/2010")
-        result = ts.first("10d")
-        assert len(result) == 10
-
-        result = ts.first("3M")
-        expected = ts[:"3/31/2000"]
-        tm.assert_series_equal(result, expected)
-
-        result = ts.first("21D")
-        expected = ts[:21]
-        tm.assert_series_equal(result, expected)
-
-        result = ts[:0].first("3M")
-        tm.assert_series_equal(result, ts[:0])
-
-    def test_first_raises(self):
-        # GH20725
-        ser = pd.Series("a b c".split())
-        msg = "'first' only supports a DatetimeIndex index"
-        with pytest.raises(TypeError, match=msg):
-            ser.first("1D")
-
-    def test_last_subset(self):
-        ts = _simple_ts("1/1/2000", "1/1/2010", freq="12h")
-        result = ts.last("10d")
-        assert len(result) == 20
-
-        ts = _simple_ts("1/1/2000", "1/1/2010")
-        result = ts.last("10d")
-        assert len(result) == 10
-
-        result = ts.last("21D")
-        expected = ts["12/12/2009":]
-        tm.assert_series_equal(result, expected)
-
-        result = ts.last("21D")
-        expected = ts[-21:]
-        tm.assert_series_equal(result, expected)
-
-        result = ts[:0].last("3M")
-        tm.assert_series_equal(result, ts[:0])
-
-    def test_last_raises(self):
-        # GH20725
-        ser = pd.Series("a b c".split())
-        msg = "'last' only supports a DatetimeIndex index"
-        with pytest.raises(TypeError, match=msg):
-            ser.last("1D")
-
     def test_format_pre_1900_dates(self):
         rng = date_range("1/1/1850", "1/1/1950", freq="A-DEC")
         rng.format()