diff --git a/CHANGES b/CHANGES
index 051423a52..ebeb32476 100644
--- a/CHANGES
+++ b/CHANGES
@@ -5,6 +5,7 @@ Bugs fixed
 ----------
 
 * Fix line numbers was not shown on warnings in LaTeX and texinfo builders
+* Fix filenames were not shown on warnings of citations
 
 Release 1.3.4 (released Jan 12, 2016)
 =====================================
diff --git a/sphinx/transforms.py b/sphinx/transforms.py
index d4ad4316e..9cecbd5e5 100644
--- a/sphinx/transforms.py
+++ b/sphinx/transforms.py
@@ -156,6 +156,7 @@ class CitationReferences(Transform):
             refnode = addnodes.pending_xref(cittext, reftype='citation',
                                             reftarget=cittext, refwarn=True,
                                             ids=citnode["ids"])
+            refnode.source = citnode.source or citnode.parent.source
             refnode.line = citnode.line or citnode.parent.line
             refnode += nodes.Text('[' + cittext + ']')
             citnode.parent.replace(citnode, refnode)
diff --git a/tests/test_build_html.py b/tests/test_build_html.py
index 18f0e8c29..538d8581d 100644
--- a/tests/test_build_html.py
+++ b/tests/test_build_html.py
@@ -37,7 +37,7 @@ with "\\?": b?'here: >>>(\\\\|/)xbb<<<'
 
 HTML_WARNINGS = ENV_WARNINGS + """\
 %(root)s/images.txt:20: WARNING: no matching candidate for image URI u'foo.\\*'
-None:\\d+: WARNING: citation not found: missing
+%(root)s/footnote.txt:60: WARNING: citation not found: missing
 %(root)s/markup.txt:158: WARNING: unknown option: &option
 %(root)s/markup.txt:: WARNING: invalid single index entry u''
 %(root)s/markup.txt:: WARNING: invalid pair index entry u''
diff --git a/tests/test_build_latex.py b/tests/test_build_latex.py
index c8026ba54..509a19d4e 100644
--- a/tests/test_build_latex.py
+++ b/tests/test_build_latex.py
@@ -25,7 +25,7 @@ from test_build_html import ENV_WARNINGS
 
 LATEX_WARNINGS = ENV_WARNINGS + """\
 %(root)s/markup.txt:158: WARNING: unknown option: &option
-None:60: WARNING: citation not found: missing
+%(root)s/footnote.txt:60: WARNING: citation not found: missing
 %(root)s/images.txt:20: WARNING: no matching candidate for image URI u'foo.\\*'
 WARNING: invalid pair index entry u''
 WARNING: invalid pair index entry u'keyword; '
diff --git a/tests/test_build_texinfo.py b/tests/test_build_texinfo.py
index 51b0b57dd..9b264a3fb 100644
--- a/tests/test_build_texinfo.py
+++ b/tests/test_build_texinfo.py
@@ -24,7 +24,7 @@ from test_build_html import ENV_WARNINGS
 
 TEXINFO_WARNINGS = ENV_WARNINGS + """\
 %(root)s/markup.txt:158: WARNING: unknown option: &option
-None:60: WARNING: citation not found: missing
+%(root)s/footnote.txt:60: WARNING: citation not found: missing
 %(root)s/images.txt:20: WARNING: no matching candidate for image URI u'foo.\\*'
 %(root)s/images.txt:29: WARNING: no matching candidate for image URI u'svgimg.\\*'
 """