diff --git a/IPython/consoleapp.py b/IPython/consoleapp.py
index 14903bd..42226b9 100644
--- a/IPython/consoleapp.py
+++ b/IPython/consoleapp.py
@@ -7,6 +7,6 @@ Shim to maintain backwards compatibility with old IPython.consoleapp imports.
 from warnings import warn
 
 warn("The `IPython.consoleapp` package has been deprecated. "
-     "You should import from jupyter_client.consoleapp instead.")
+     "You should import from jupyter_client.consoleapp instead.", DeprecationWarning, stacklevel=2)
 
 from jupyter_client.consoleapp import *