diff --git a/bindings/pyroot/pythonizations/src/RPyROOTApplication.cxx b/bindings/pyroot/pythonizations/src/RPyROOTApplication.cxx
index 2808b2856f47d..67f11364399e3 100644
--- a/bindings/pyroot/pythonizations/src/RPyROOTApplication.cxx
+++ b/bindings/pyroot/pythonizations/src/RPyROOTApplication.cxx
@@ -122,7 +122,9 @@ static void ErrMsgHandler(int level, Bool_t abort, const char *location, const c
       // the GIL.
       if (!gGlobalMutex) {
          // Either printout or raise exception, depending on user settings
+         auto state = PyGILState_Ensure();
          PyErr_WarnExplicit(NULL, (char *)msg, (char *)location, 0, (char *)"ROOT", NULL);
+         PyGILState_Release(state);
       } else {
          ::DefaultErrorHandler(level, abort, location, msg);
       }
diff --git a/bindings/pyroot/pythonizations/test/th1.py b/bindings/pyroot/pythonizations/test/th1.py
index 5dd7f32e90367..6d7332e5c0d0b 100644
--- a/bindings/pyroot/pythonizations/test/th1.py
+++ b/bindings/pyroot/pythonizations/test/th1.py
@@ -66,5 +66,19 @@ def func(x, pars):
         self.assertGreater(r.Parameter(0), 0)
 
 
+class TH1FitWarning(unittest.TestCase):
+    def test_fit_with_warning(self):
+        """
+        Regression test for https://github.com/root-project/root/issues/22396
+        """
+        import ROOT
+
+        h = ROOT.TH1D("test", "test", 100, 0, 1)
+        # Trying to fit a empty histogram will result in a warning on the C++ side which is re-raised as a Python
+        # warning by the ROOT CPython extension
+        with self.assertWarns(RuntimeWarning, msg="Fit data is empty"):
+            h.Fit("gaus", "S")
+
+
 if __name__ == "__main__":
     unittest.main()