diff --git a/python/pyarrow/tests/test_cpp_internals.py b/python/pyarrow/tests/test_cpp_internals.py
index 1c44bff9b5b..83800b77f89 100644
--- a/python/pyarrow/tests/test_cpp_internals.py
+++ b/python/pyarrow/tests/test_cpp_internals.py
@@ -15,6 +15,9 @@
 # specific language governing permissions and limitations
 # under the License.
 
+import os.path
+from os.path import join as pjoin
+
 from pyarrow._pyarrow_cpp_tests import get_cpp_tests
 
 
@@ -31,3 +34,17 @@ def wrapper(case=case):
 
 
 inject_cpp_tests(globals())
+
+
+def test_pyarrow_include():
+    # We need to make sure that pyarrow/include is always
+    # created. Either with PyArrow C++ header files or with
+    # Arrow C++ and PyArrow C++ header files together
+
+    source = os.path.dirname(os.path.abspath(__file__))
+    pyarrow_dir = pjoin(source, '..')
+    pyarrow_include = pjoin(pyarrow_dir, 'include')
+    pyarrow_cpp_include = pjoin(pyarrow_include, 'arrow', 'python')
+
+    assert os.path.exists(pyarrow_include)
+    assert os.path.exists(pyarrow_cpp_include)
diff --git a/python/setup.py b/python/setup.py
index bcc427f87df..e6ef23afd0a 100755
--- a/python/setup.py
+++ b/python/setup.py
@@ -436,19 +436,23 @@ def copy_libs(dir):
             else:
                 build_prefix = self.build_type
 
+            pyarrow_include = pjoin(build_lib, 'pyarrow', 'include')
+            # Move Arrow C++ headers to pyarrow/include
             if self.bundle_arrow_cpp or self.bundle_arrow_cpp_headers:
                 arrow_cpp_include = pjoin(build_prefix, 'include')
                 print('Bundling includes: ' + arrow_cpp_include)
-                pyarrow_include = pjoin(build_lib, 'pyarrow', 'include')
                 if os.path.exists(pyarrow_include):
                     shutil.rmtree(pyarrow_include)
                 shutil.move(arrow_cpp_include, pyarrow_include)
 
-                # pyarrow/include file is first deleted in the previous step
-                # so we need to add the PyArrow C++ include folder again
-                pyarrow_cpp_include = pjoin(pyarrow_cpp_home, 'include')
-                shutil.move(pjoin(pyarrow_cpp_include, 'arrow', 'python'),
-                            pjoin(pyarrow_include, 'arrow', 'python'))
+            # Move PyArrow headers to pyarrow/include
+            pyarrow_cpp_include = pjoin(pyarrow_cpp_home, 'include')
+            pyarrow_include_sub = pjoin(pyarrow_include, 'arrow', 'python')
+            print('Moving PyArrow C++ includes: ' + pyarrow_include_sub)
+            if os.path.exists(pyarrow_include_sub):
+                shutil.rmtree(pyarrow_include_sub)
+            shutil.move(pjoin(pyarrow_cpp_include, 'arrow', 'python'),
+                        pyarrow_include_sub)
 
             # Move the built C-extension to the place expected by the Python
             # build