diff --git a/telegram/_bot.py b/telegram/_bot.py
index 4bb85e1f5..799c5238e 100644
--- a/telegram/_bot.py
+++ b/telegram/_bot.py
@@ -524,7 +524,10 @@ class Bot(TelegramObject, AsyncContextManager["Bot"]):
 
     @classmethod
     def _warn(
-        cls, message: str, category: Type[Warning] = PTBUserWarning, stacklevel: int = 0
+        cls,
+        message: Union[str, PTBUserWarning],
+        category: Type[Warning] = PTBUserWarning,
+        stacklevel: int = 0,
     ) -> None:
         """Convenience method to issue a warning. This method is here mostly to make it easier
         for ExtBot to add 1 level to all warning calls.
@@ -837,7 +840,6 @@ class Bot(TelegramObject, AsyncContextManager["Bot"]):
                     f"Please use 'Bot.{endpoint}' instead of "
                     f"'Bot.do_api_request(\"{endpoint}\", ...)'"
                 ),
-                PTBDeprecationWarning,
                 stacklevel=2,
             )
 
@@ -4209,10 +4211,12 @@ class Bot(TelegramObject, AsyncContextManager["Bot"]):
             except NotImplementedError:
                 arg_read_timeout = 2
                 self._warn(
-                    f"The class {self._request[0].__class__.__name__} does not override "
-                    "the property `read_timeout`. Overriding this property will be mandatory in "
-                    "future versions. Using 2 seconds as fallback.",
-                    PTBDeprecationWarning,
+                    PTBDeprecationWarning(
+                        "20.7",
+                        f"The class {self._request[0].__class__.__name__} does not override "
+                        "the property `read_timeout`. Overriding this property will be mandatory "
+                        "in future versions. Using 2 seconds as fallback.",
+                    ),
                     stacklevel=2,
                 )
 
diff --git a/telegram/_chat.py b/telegram/_chat.py
index cfb564e48..f19a8e21e 100644
--- a/telegram/_chat.py
+++ b/telegram/_chat.py
@@ -910,10 +910,12 @@ class Chat(TelegramObject):
             for arg in _deprecated_attrs:
                 if (val := object.__getattribute__(self, arg)) is not None and val != ():
                     warn(
-                        f"The argument `{arg}` is deprecated and will only be available via "
-                        "`ChatFullInfo` in the future.",
+                        PTBDeprecationWarning(
+                            "NEXT.VERSION",
+                            f"The argument `{arg}` is deprecated and will only be available via "
+                            "`ChatFullInfo` in the future.",
+                        ),
                         stacklevel=2,
-                        category=PTBDeprecationWarning,
                     )
 
         self._id_attrs = (self.id,)
@@ -923,10 +925,12 @@ class Chat(TelegramObject):
     def __getattribute__(self, name: str) -> Any:
         if name in _deprecated_attrs and self.__class__ is Chat:
             warn(
-                f"The attribute `{name}` is deprecated and will only be accessible via "
-                "`ChatFullInfo` in the future.",
+                PTBDeprecationWarning(
+                    "NEXT.VERSION",
+                    f"The attribute `{name}` is deprecated and will only be accessible via "
+                    "`ChatFullInfo` in the future.",
+                ),
                 stacklevel=2,
-                category=PTBDeprecationWarning,
             )
         return super().__getattribute__(name)
 
diff --git a/telegram/_message.py b/telegram/_message.py
index 61b538c03..a546436f1 100644
--- a/telegram/_message.py
+++ b/telegram/_message.py
@@ -1579,9 +1579,11 @@ class Message(MaybeInaccessibleMessage):
 
         if quote is not None:
             warn(
-                "The `quote` parameter is deprecated in favor of the `do_quote` parameter. Please "
-                "update your code to use `do_quote` instead.",
-                PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.8",
+                    "The `quote` parameter is deprecated in favor of the `do_quote` parameter. "
+                    "Please update your code to use `do_quote` instead.",
+                ),
                 stacklevel=2,
             )
 
diff --git a/telegram/_passport/passportelementerrors.py b/telegram/_passport/passportelementerrors.py
index 0692c98f3..8d6911439 100644
--- a/telegram/_passport/passportelementerrors.py
+++ b/telegram/_passport/passportelementerrors.py
@@ -210,9 +210,11 @@ class PassportElementErrorFiles(PassportElementError):
             This attribute will return a tuple instead of a list in future major versions.
         """
         warn(
-            "The attribute `file_hashes` will return a tuple instead of a list in future major"
-            " versions.",
-            PTBDeprecationWarning,
+            PTBDeprecationWarning(
+                "20.6",
+                "The attribute `file_hashes` will return a tuple instead of a list in future major"
+                " versions.",
+            ),
             stacklevel=2,
         )
         return self._file_hashes
@@ -427,10 +429,12 @@ class PassportElementErrorTranslationFiles(PassportElementError):
             This attribute will return a tuple instead of a list in future major versions.
         """
         warn(
-            "The attribute `file_hashes` will return a tuple instead of a list in future major"
-            " versions. See the stability policy:"
-            " https://docs.python-telegram-bot.org/en/stable/stability_policy.html",
-            PTBDeprecationWarning,
+            PTBDeprecationWarning(
+                "20.6",
+                "The attribute `file_hashes` will return a tuple instead of a list in future major"
+                " versions. See the stability policy:"
+                " https://docs.python-telegram-bot.org/en/stable/stability_policy.html",
+            ),
             stacklevel=2,
         )
         return self._file_hashes
diff --git a/telegram/_passport/passportfile.py b/telegram/_passport/passportfile.py
index 12c0f6f04..3c69e9eb5 100644
--- a/telegram/_passport/passportfile.py
+++ b/telegram/_passport/passportfile.py
@@ -107,9 +107,11 @@ class PassportFile(TelegramObject):
             This attribute will return a datetime instead of a integer in future major versions.
         """
         warn(
-            "The attribute `file_date` will return a datetime instead of an integer in future"
-            " major versions.",
-            PTBDeprecationWarning,
+            PTBDeprecationWarning(
+                "20.6",
+                "The attribute `file_date` will return a datetime instead of an integer in future"
+                " major versions.",
+            ),
             stacklevel=2,
         )
         return self._file_date
diff --git a/telegram/_utils/warnings.py b/telegram/_utils/warnings.py
index d81f4e792..f11b6f3cf 100644
--- a/telegram/_utils/warnings.py
+++ b/telegram/_utils/warnings.py
@@ -26,19 +26,28 @@ Warning:
     the changelog.
 """
 import warnings
-from typing import Type
+from typing import Type, Union
 
 from telegram.warnings import PTBUserWarning
 
 
-def warn(message: str, category: Type[Warning] = PTBUserWarning, stacklevel: int = 0) -> None:
+def warn(
+    message: Union[str, PTBUserWarning],
+    category: Type[Warning] = PTBUserWarning,
+    stacklevel: int = 0,
+) -> None:
     """
     Helper function used as a shortcut for warning with default values.
 
     .. versionadded:: 20.0
 
     Args:
-        message (:obj:`str`): Specify the warnings message to pass to ``warnings.warn()``.
+        message (:obj:`str` | :obj:`PTBUserWarning`): Specify the warnings message to pass to
+            ``warnings.warn()``.
+
+            .. versionchanged:: NEXT.VERSION
+                Now also accepts a :obj:`PTBUserWarning` instance.
+
         category (:obj:`Type[Warning]`, optional): Specify the Warning class to pass to
             ``warnings.warn()``. Defaults to :class:`telegram.warnings.PTBUserWarning`.
         stacklevel (:obj:`int`, optional): Specify the stacklevel to pass to ``warnings.warn()``.
diff --git a/telegram/_utils/warnings_transition.py b/telegram/_utils/warnings_transition.py
index 655450d15..a135ee5e6 100644
--- a/telegram/_utils/warnings_transition.py
+++ b/telegram/_utils/warnings_transition.py
@@ -23,10 +23,10 @@ inside warnings.py.
 
 .. versionadded:: 20.2
 """
-from typing import Any, Callable, Type
+from typing import Any, Callable, Type, Union
 
 from telegram._utils.warnings import warn
-from telegram.warnings import PTBDeprecationWarning
+from telegram.warnings import PTBDeprecationWarning, PTBUserWarning
 
 
 def build_deprecation_warning_message(
@@ -54,8 +54,9 @@ def warn_about_deprecated_arg_return_new_arg(
     deprecated_arg_name: str,
     new_arg_name: str,
     bot_api_version: str,
+    ptb_version: str,
     stacklevel: int = 2,
-    warn_callback: Callable[[str, Type[Warning], int], None] = warn,
+    warn_callback: Callable[[Union[str, PTBUserWarning], Type[Warning], int], None] = warn,
 ) -> Any:
     """A helper function for the transition in API when argument is renamed.
 
@@ -80,10 +81,12 @@ def warn_about_deprecated_arg_return_new_arg(
 
     if deprecated_arg:
         warn_callback(
-            f"Bot API {bot_api_version} renamed the argument '{deprecated_arg_name}' to "
-            f"'{new_arg_name}'.",
-            PTBDeprecationWarning,
-            stacklevel + 1,
+            PTBDeprecationWarning(
+                ptb_version,
+                f"Bot API {bot_api_version} renamed the argument '{deprecated_arg_name}' to "
+                f"'{new_arg_name}'.",
+            ),
+            stacklevel=stacklevel + 1,  # type: ignore[call-arg]
         )
         return deprecated_arg
 
@@ -94,6 +97,7 @@ def warn_about_deprecated_attr_in_property(
     deprecated_attr_name: str,
     new_attr_name: str,
     bot_api_version: str,
+    ptb_version: str,
     stacklevel: int = 2,
 ) -> None:
     """A helper function for the transition in API when attribute is renamed. Call from properties.
@@ -101,8 +105,10 @@ def warn_about_deprecated_attr_in_property(
     The properties replace deprecated attributes in classes and issue these deprecation warnings.
     """
     warn(
-        f"Bot API {bot_api_version} renamed the attribute '{deprecated_attr_name}' to "
-        f"'{new_attr_name}'.",
-        PTBDeprecationWarning,
+        PTBDeprecationWarning(
+            ptb_version,
+            f"Bot API {bot_api_version} renamed the attribute '{deprecated_attr_name}' to "
+            f"'{new_attr_name}'.",
+        ),
         stacklevel=stacklevel + 1,
     )
diff --git a/telegram/ext/_application.py b/telegram/ext/_application.py
index b18877bc0..68c058f6d 100644
--- a/telegram/ext/_application.py
+++ b/telegram/ext/_application.py
@@ -857,9 +857,11 @@ class Application(Generic[BT, CCT, UD, CD, BD, JQ], AsyncContextManager["Applica
 
         if (read_timeout, write_timeout, connect_timeout, pool_timeout) != ((DEFAULT_NONE,) * 4):
             warn(
-                "Setting timeouts via `Application.run_polling` is deprecated. "
-                "Please use `ApplicationBuilder.get_updates_*_timeout` instead.",
-                PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.6",
+                    "Setting timeouts via `Application.run_polling` is deprecated. "
+                    "Please use `ApplicationBuilder.get_updates_*_timeout` instead.",
+                ),
                 stacklevel=2,
             )
 
@@ -1183,9 +1185,11 @@ class Application(Generic[BT, CCT, UD, CD, BD, JQ], AsyncContextManager["Applica
             # Generator-based coroutines are not supported in Python 3.12+
             if sys.version_info < (3, 12) and isinstance(coroutine, Generator):
                 warn(
-                    "Generator-based coroutines are deprecated in create_task and will not work"
-                    " in Python 3.12+",
-                    category=PTBDeprecationWarning,
+                    PTBDeprecationWarning(
+                        "20.4",
+                        "Generator-based coroutines are deprecated in create_task and will not"
+                        " work in Python 3.12+",
+                    ),
                 )
                 return await asyncio.create_task(coroutine)
             # If user uses generator in python 3.12+, Exception will happen and we cannot do
diff --git a/telegram/ext/_applicationbuilder.py b/telegram/ext/_applicationbuilder.py
index 9fa1fe654..2da562799 100644
--- a/telegram/ext/_applicationbuilder.py
+++ b/telegram/ext/_applicationbuilder.py
@@ -528,9 +528,11 @@ class ApplicationBuilder(Generic[BT, CCT, UD, CD, BD, JQ]):
             :class:`ApplicationBuilder`: The same builder with the updated argument.
         """
         warn(
-            "`ApplicationBuilder.proxy_url` is deprecated since version "
-            "20.7. Use `ApplicationBuilder.proxy` instead.",
-            PTBDeprecationWarning,
+            PTBDeprecationWarning(
+                "20.7",
+                "`ApplicationBuilder.proxy_url` is deprecated. Use `ApplicationBuilder.proxy` "
+                "instead.",
+            ),
             stacklevel=2,
         )
         return self.proxy(proxy_url)
@@ -760,9 +762,11 @@ class ApplicationBuilder(Generic[BT, CCT, UD, CD, BD, JQ]):
             :class:`ApplicationBuilder`: The same builder with the updated argument.
         """
         warn(
-            "`ApplicationBuilder.get_updates_proxy_url` is deprecated since version "
-            "20.7. Use `ApplicationBuilder.get_updates_proxy` instead.",
-            PTBDeprecationWarning,
+            PTBDeprecationWarning(
+                "20.7",
+                "`ApplicationBuilder.get_updates_proxy_url` is deprecated. Use "
+                "`ApplicationBuilder.get_updates_proxy` instead.",
+            ),
             stacklevel=2,
         )
         return self.get_updates_proxy(get_updates_proxy_url)
diff --git a/telegram/ext/_defaults.py b/telegram/ext/_defaults.py
index da27fb6eb..82ba75bf9 100644
--- a/telegram/ext/_defaults.py
+++ b/telegram/ext/_defaults.py
@@ -156,9 +156,11 @@ class Defaults:
             raise ValueError("`quote` and `do_quote` are mutually exclusive")
         if disable_web_page_preview is not None:
             warn(
-                "`Defaults.disable_web_page_preview` is deprecated. Use "
-                "`Defaults.link_preview_options` instead.",
-                category=PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.8",
+                    "`Defaults.disable_web_page_preview` is deprecated. Use "
+                    "`Defaults.link_preview_options` instead.",
+                ),
                 stacklevel=2,
             )
             self._link_preview_options: Optional[LinkPreviewOptions] = LinkPreviewOptions(
@@ -169,8 +171,9 @@ class Defaults:
 
         if quote is not None:
             warn(
-                "`Defaults.quote` is deprecated. Use `Defaults.do_quote` instead.",
-                category=PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.8", "`Defaults.quote` is deprecated. Use `Defaults.do_quote` instead."
+                ),
                 stacklevel=2,
             )
             self._do_quote: Optional[bool] = quote
diff --git a/telegram/ext/_extbot.py b/telegram/ext/_extbot.py
index afb4400b0..6cefee43c 100644
--- a/telegram/ext/_extbot.py
+++ b/telegram/ext/_extbot.py
@@ -263,7 +263,10 @@ class ExtBot(Bot, Generic[RLARGS]):
 
     @classmethod
     def _warn(
-        cls, message: str, category: Type[Warning] = PTBUserWarning, stacklevel: int = 0
+        cls,
+        message: Union[str, PTBUserWarning],
+        category: Type[Warning] = PTBUserWarning,
+        stacklevel: int = 0,
     ) -> None:
         """We override this method to add one more level to the stacklevel, so that the warning
         points to the user's code, not to the PTB code.
diff --git a/telegram/request/_baserequest.py b/telegram/request/_baserequest.py
index cc8b73706..93024d6c4 100644
--- a/telegram/request/_baserequest.py
+++ b/telegram/request/_baserequest.py
@@ -318,10 +318,12 @@ class BaseRequest(
             and isinstance(write_timeout, DefaultValue)
         ):
             warn(
-                f"The `write_timeout` parameter passed to {self.__class__.__name__}.do_request "
-                "will default to `BaseRequest.DEFAULT_NONE` instead of 20 in future versions "
-                "for *all* methods of the `Bot` class, including methods sending media.",
-                PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.7",
+                    f"The `write_timeout` parameter passed to {self.__class__.__name__}.do_request"
+                    " will default to `BaseRequest.DEFAULT_NONE` instead of 20 in future versions "
+                    "for *all* methods of the `Bot` class, including methods sending media.",
+                ),
                 stacklevel=3,
             )
             write_timeout = 20
diff --git a/telegram/request/_httpxrequest.py b/telegram/request/_httpxrequest.py
index 626cce830..e98615392 100644
--- a/telegram/request/_httpxrequest.py
+++ b/telegram/request/_httpxrequest.py
@@ -146,9 +146,9 @@ class HTTPXRequest(BaseRequest):
         if proxy_url is not None:
             proxy = proxy_url
             warn(
-                "The parameter `proxy_url` is deprecated since version 20.7. Use `proxy` "
-                "instead.",
-                PTBDeprecationWarning,
+                PTBDeprecationWarning(
+                    "20.7", "The parameter `proxy_url` is deprecated. Use `proxy` instead."
+                ),
                 stacklevel=2,
             )
 
diff --git a/telegram/warnings.py b/telegram/warnings.py
index 5ff74191a..9eda53954 100644
--- a/telegram/warnings.py
+++ b/telegram/warnings.py
@@ -54,6 +54,34 @@ class PTBDeprecationWarning(PTBUserWarning, DeprecationWarning):
 
     .. versionchanged:: 20.0
        Renamed TelegramDeprecationWarning to PTBDeprecationWarning.
+
+    Args:
+        version (:obj:`str`): The version in which the feature was deprecated.
+
+            .. versionadded:: NEXT.VERSION
+        message (:obj:`str`): The message to display.
+
+            .. versionadded:: NEXT.VERSION
+
+    Attributes:
+        version (:obj:`str`): The version in which the feature was deprecated.
+
+            .. versionadded:: NEXT.VERSION
+        message (:obj:`str`): The message to display.
+
+            .. versionadded:: NEXT.VERSION
     """
 
-    __slots__ = ()
+    __slots__ = ("message", "version")
+
+    def __init__(self, version: str, message: str) -> None:
+        self.version: str = version
+        self.message: str = message
+
+    def __str__(self) -> str:
+        """Returns a string representation of the warning, using :attr:`message` and
+        :attr:`version`.
+
+        .. versionadded:: NEXT.VERSION
+        """
+        return f"Deprecated since version {self.version}: {self.message}"
diff --git a/tests/test_bot.py b/tests/test_bot.py
index 4f1cfeff4..047238907 100644
--- a/tests/test_bot.py
+++ b/tests/test_bot.py
@@ -2105,6 +2105,7 @@ class TestBotWithoutRequest:
         monkeypatch.setattr(bot.request, "post", make_assertion)
         assert await bot.do_api_request("camel_case")
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     async def test_do_api_request_media_write_timeout(self, bot, chat_id, monkeypatch):
         test_flag = None
 
@@ -2143,6 +2144,7 @@ class TestBotWithoutRequest:
             DEFAULT_NONE,
         )
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     async def test_do_api_request_default_timezone(self, tz_bot, monkeypatch):
         until = dtm.datetime(2020, 1, 11, 16, 13)
         until_timestamp = to_timestamp(until, tzinfo=tz_bot.defaults.tzinfo)
@@ -4090,7 +4092,7 @@ class TestBotWithRequest:
 
     @pytest.mark.parametrize("bot_class", [Bot, ExtBot])
     async def test_do_api_request_warning_known_method(self, bot, bot_class):
-        with pytest.warns(PTBDeprecationWarning, match="Please use 'Bot.get_me'") as record:
+        with pytest.warns(PTBUserWarning, match="Please use 'Bot.get_me'") as record:
             await bot_class(bot.token).do_api_request("get_me")
 
         assert record[0].filename == __file__, "Wrong stack level!"
@@ -4099,6 +4101,7 @@ class TestBotWithRequest:
         with pytest.raises(EndPointNotFound, match="'unknownEndpoint' not found"):
             await bot.do_api_request("unknown_endpoint")
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     async def test_do_api_request_invalid_token(self, bot):
         # we do not initialize the bot here on purpose b/c that's the case were we actually
         # do not know for sure if the token is invalid or the method was not found
@@ -4113,6 +4116,7 @@ class TestBotWithRequest:
         ):
             await Bot(bot.token).do_api_request("unknown_endpoint")
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     @pytest.mark.parametrize("return_type", [Message, None])
     async def test_do_api_request_basic_and_files(self, bot, chat_id, return_type):
         result = await bot.do_api_request(
@@ -4137,6 +4141,7 @@ class TestBotWithRequest:
         assert out.read() == data_file("telegram.png").open("rb").read()
         assert result.document.file_name == "telegram.png"
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     @pytest.mark.parametrize("return_type", [Message, None])
     async def test_do_api_request_list_return_type(self, bot, chat_id, return_type):
         result = await bot.do_api_request(
@@ -4175,6 +4180,7 @@ class TestBotWithRequest:
             assert out.read() == data_file(file_name).open("rb").read()
             assert message.document.file_name == file_name
 
+    @pytest.mark.filterwarnings("ignore::telegram.warnings.PTBUserWarning")
     @pytest.mark.parametrize("return_type", [Message, None])
     async def test_do_api_request_bool_return_type(self, bot, chat_id, return_type):
         assert await bot.do_api_request("delete_my_commands", return_type=return_type) is True
diff --git a/tests/test_warnings.py b/tests/test_warnings.py
index 06161d59f..3e3beb48f 100644
--- a/tests/test_warnings.py
+++ b/tests/test_warnings.py
@@ -33,7 +33,7 @@ class TestWarnings:
         [
             (PTBUserWarning("test message")),
             (PTBRuntimeWarning("test message")),
-            (PTBDeprecationWarning()),
+            (PTBDeprecationWarning("20.6", "test message")),
         ],
     )
     def test_slots_behavior(self, inst):
@@ -80,9 +80,8 @@ class TestWarnings:
         assert str(recwarn[1].message) == "test message 2"
         assert Path(recwarn[1].filename) == expected_file, "incorrect stacklevel!"
 
-        warn("test message 3", stacklevel=1, category=PTBDeprecationWarning)
-        expected_file = Path(__file__)
+        warn(PTBDeprecationWarning("20.6", "test message 3"), stacklevel=1)
         assert len(recwarn) == 3
         assert recwarn[2].category is PTBDeprecationWarning
-        assert str(recwarn[2].message) == "test message 3"
-        assert Path(recwarn[2].filename) == expected_file, "incorrect stacklevel!"
+        assert str(recwarn[2].message) == "Deprecated since version 20.6: test message 3"
+        assert Path(recwarn[2].filename) == Path(__file__), "incorrect stacklevel!"