diff --git a/CHANGELOG.md b/CHANGELOG.md
index bd8c315b..e0b3814e 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -12,6 +12,10 @@ and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.
 * The blanket implementations for `FromPyObject` for `&T` and `&mut T` are no longer specializable. Implement `PyTryFrom` for your type to control the behavior of `FromPyObject::extract()` for your types.
 * The implementation for `IntoPy<U> for T` where `U: FromPy<T>` is no longer specializable. Control the behavior of this via the implementation of `FromPy`.
 
+### Added
+
+* Implemented `IntoIterator` for `PySet` and `PyFrozenSet`. [#716](https://github.com/PyO3/pyo3/pull/716)
+
 ## [0.8.5]
 
 * Support for `#[name = "foo"]` attribute for `#[pyfunction]` and in `#[pymethods]`. [#692](https://github.com/PyO3/pyo3/pull/692)
diff --git a/src/types/set.rs b/src/types/set.rs
index c62ef734..e340af9a 100644
--- a/src/types/set.rs
+++ b/src/types/set.rs
@@ -6,6 +6,8 @@ use crate::ffi;
 use crate::instance::PyNativeType;
 use crate::internal_tricks::Unsendable;
 use crate::object::PyObject;
+use crate::objectprotocol::ObjectProtocol;
+use crate::types::{PyAny, PyIterator};
 use crate::AsPyPointer;
 use crate::Python;
 use crate::{ToBorrowedObject, ToPyObject};
@@ -96,6 +98,15 @@ impl PySet {
     }
 }
 
+impl<'a> std::iter::IntoIterator for &'a PySet {
+    type Item = PyResult<&'a PyAny>;
+    type IntoIter = PyIterator<'a>;
+
+    fn into_iter(self) -> Self::IntoIter {
+        self.iter().expect("Failed to get set iterator")
+    }
+}
+
 impl<T> ToPyObject for collections::HashSet<T>
 where
     T: hash::Hash + Eq + ToPyObject,
@@ -168,6 +179,15 @@ impl PyFrozenSet {
     }
 }
 
+impl<'a> std::iter::IntoIterator for &'a PyFrozenSet {
+    type Item = PyResult<&'a PyAny>;
+    type IntoIter = PyIterator<'a>;
+
+    fn into_iter(self) -> Self::IntoIter {
+        self.iter().expect("Failed to get frozen set iterator")
+    }
+}
+
 #[cfg(test)]
 mod test {
     use super::{PyFrozenSet, PySet};
@@ -267,9 +287,15 @@ mod test {
         let py = gil.python();
 
         let set = PySet::new(py, &[1]).unwrap();
+        // objectprotocol iteration
         for el in set.iter().unwrap() {
             assert_eq!(1i32, el.unwrap().extract::<i32>().unwrap());
         }
+
+        // intoiterator iteration
+        for el in set {
+            assert_eq!(1i32, el.unwrap().extract().unwrap());
+        }
     }
 
     #[test]
@@ -306,8 +332,15 @@ mod test {
         let py = gil.python();
 
         let set = PyFrozenSet::new(py, &[1]).unwrap();
+
+        // objectprotocol iteration
         for el in set.iter().unwrap() {
             assert_eq!(1i32, el.unwrap().extract::<i32>().unwrap());
         }
+
+        // intoiterator iteration
+        for el in set {
+            assert_eq!(1i32, el.unwrap().extract::<i32>().unwrap());
+        }
     }
 }