diff --git a/ipykernel/ipkernel.py b/ipykernel/ipkernel.py
index a4b975a4b..6acc48725 100644
--- a/ipykernel/ipkernel.py
+++ b/ipykernel/ipkernel.py
@@ -3,6 +3,7 @@
 import asyncio
 import builtins
 import getpass
+import os
 import signal
 import sys
 import threading
@@ -126,6 +127,11 @@ def __init__(self, **kwargs):
             compiler_class=XCachingCompiler,
         )
         self.shell.displayhook.session = self.session
+
+        jupyter_session_name = os.environ.get('JPY_SESSION_NAME')
+        if jupyter_session_name:
+            self.shell.user_ns['__file__'] = jupyter_session_name
+
         self.shell.displayhook.pub_socket = self.iopub_socket
         self.shell.displayhook.topic = self._topic("execute_result")
         self.shell.display_pub.session = self.session