diff --git a/django/db/models/fields/__init__.py b/django/db/models/fields/__init__.py
index 27d5657078b7..b380fcbb55e5 100644
--- a/django/db/models/fields/__init__.py
+++ b/django/db/models/fields/__init__.py
@@ -316,11 +316,13 @@ def _check_choices(self):
         if not self.choices:
             return []
 
-        if not isinstance(self.choices, Iterable) or isinstance(self.choices, str):
+        if not isinstance(self.choices, Iterable) or isinstance(
+            self.choices, (str, set, frozenset)
+        ):
             return [
                 checks.Error(
-                    "'choices' must be a mapping (e.g. a dictionary) or an iterable "
-                    "(e.g. a list or tuple).",
+                    "'choices' must be a mapping (e.g. a dictionary) or an "
+                    "ordered iterable (e.g. a list or tuple, but not a set).",
                     obj=self,
                     id="fields.E004",
                 )
diff --git a/docs/ref/checks.txt b/docs/ref/checks.txt
index 1a79023b8902..966bca23b254 100644
--- a/docs/ref/checks.txt
+++ b/docs/ref/checks.txt
@@ -167,7 +167,7 @@ Model fields
 * **fields.E003**: ``pk`` is a reserved word that cannot be used as a field
   name.
 * **fields.E004**: ``choices`` must be a mapping (e.g. a dictionary) or an
-  iterable (e.g. a list or tuple).
+  ordered iterable (e.g. a list or tuple, but not a set).
 * **fields.E005**: ``choices`` must be a mapping of actual values to human
   readable names or an iterable containing ``(actual value, human readable
   name)`` tuples.
diff --git a/tests/invalid_models_tests/test_ordinary_fields.py b/tests/invalid_models_tests/test_ordinary_fields.py
index 2c2653a53874..04c18d7ddde9 100644
--- a/tests/invalid_models_tests/test_ordinary_fields.py
+++ b/tests/invalid_models_tests/test_ordinary_fields.py
@@ -199,8 +199,8 @@ class Model(models.Model):
             field.check(),
             [
                 Error(
-                    "'choices' must be a mapping (e.g. a dictionary) or an iterable "
-                    "(e.g. a list or tuple).",
+                    "'choices' must be a mapping (e.g. a dictionary) or an "
+                    "ordered iterable (e.g. a list or tuple, but not a set).",
                     obj=field,
                     id="fields.E004",
                 ),
@@ -906,8 +906,42 @@ class Model(models.Model):
             field.check(),
             [
                 Error(
-                    "'choices' must be a mapping (e.g. a dictionary) or an iterable "
-                    "(e.g. a list or tuple).",
+                    "'choices' must be a mapping (e.g. a dictionary) or an "
+                    "ordered iterable (e.g. a list or tuple, but not a set).",
+                    obj=field,
+                    id="fields.E004",
+                ),
+            ],
+        )
+
+    def test_unordered_choices_set(self):
+        class Model(models.Model):
+            field = models.IntegerField(choices={1, 2, 3})
+
+        field = Model._meta.get_field("field")
+        self.assertEqual(
+            field.check(),
+            [
+                Error(
+                    "'choices' must be a mapping (e.g. a dictionary) or an "
+                    "ordered iterable (e.g. a list or tuple, but not a set).",
+                    obj=field,
+                    id="fields.E004",
+                ),
+            ],
+        )
+
+    def test_unordered_choices_frozenset(self):
+        class Model(models.Model):
+            field = models.IntegerField(choices=frozenset({1, 2, 3}))
+
+        field = Model._meta.get_field("field")
+        self.assertEqual(
+            field.check(),
+            [
+                Error(
+                    "'choices' must be a mapping (e.g. a dictionary) or an "
+                    "ordered iterable (e.g. a list or tuple, but not a set).",
                     obj=field,
                     id="fields.E004",
                 ),