diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py
index 4bb8647c..f9b86bab 100644
--- a/tests/test_algorithm.py
+++ b/tests/test_algorithm.py
@@ -32,7 +32,7 @@ from testfixtures import TempDirectory
 import numpy as np
 import pandas as pd
 import pytz
-from pandas.io.common import PerformanceWarning
+from pandas.core.common import PerformanceWarning
 
 from zipline import run_algorithm
 from zipline import TradingAlgorithm
diff --git a/tests/test_api_shim.py b/tests/test_api_shim.py
index ee73a1bf..3aa64b8d 100644
--- a/tests/test_api_shim.py
+++ b/tests/test_api_shim.py
@@ -3,7 +3,7 @@ import warnings
 from mock import patch
 import numpy as np
 import pandas as pd
-from pandas.io.common import PerformanceWarning
+from pandas.core.common import PerformanceWarning
 
 from zipline import TradingAlgorithm
 from zipline.finance.trading import SimulationParameters