diff --git a/pandas/tests/frame/indexing/test_at.py b/pandas/tests/frame/indexing/test_at.py
new file mode 100644
index 0000000000000..9c2d88f1589c2
--- /dev/null
+++ b/pandas/tests/frame/indexing/test_at.py
@@ -0,0 +1,14 @@
+from datetime import datetime, timezone
+
+import pandas as pd
+import pandas._testing as tm
+
+
+def test_at_timezone():
+    # https://github.com/pandas-dev/pandas/issues/33544
+    result = pd.DataFrame({"foo": [datetime(2000, 1, 1)]})
+    result.at[0, "foo"] = datetime(2000, 1, 2, tzinfo=timezone.utc)
+    expected = pd.DataFrame(
+        {"foo": [datetime(2000, 1, 2, tzinfo=timezone.utc)]}, dtype=object
+    )
+    tm.assert_frame_equal(result, expected)