diff --git a/dev/tasks/tasks.yml b/dev/tasks/tasks.yml
index 09503788756..04afe79d4d9 100644
--- a/dev/tasks/tasks.yml
+++ b/dev/tasks/tasks.yml
@@ -1241,7 +1241,8 @@ tasks:
     params:
       env:
         PYTHON: "{{ python_version }}"
-        PYTEST_ARGS: "-W error"
+        # Temporarily disable error on Warning: https://github.com/apache/arrow/issues/38239
+        # PYTEST_ARGS: "-W error -W 'ignore:Setting custom ClientSession:DeprecationWarning'"
       image: conda-python
 {% endfor %}
 
diff --git a/python/setup.cfg b/python/setup.cfg
index 618fa475cd9..3df4ff27ef8 100644
--- a/python/setup.cfg
+++ b/python/setup.cfg
@@ -28,6 +28,8 @@ build-dir  = doc/_build
 addopts = --ignore=scripts
 filterwarnings =
     error:The SparseDataFrame:FutureWarning
+    # https://github.com/apache/arrow/issues/38239
+    ignore:Setting custom ClientSession:DeprecationWarning
 # Get a debug traceback when a test takes a really long time
 faulthandler_timeout = 300