diff --git a/pandas/_testing/_warnings.py b/pandas/_testing/_warnings.py
index f11dc11f6ac0d..c9a287942f2da 100644
--- a/pandas/_testing/_warnings.py
+++ b/pandas/_testing/_warnings.py
@@ -218,7 +218,12 @@ def _assert_raised_with_correct_stacklevel(
     frame = inspect.currentframe()
     for _ in range(4):
         frame = frame.f_back  # type: ignore[union-attr]
-    caller_filename = inspect.getfile(frame)  # type: ignore[arg-type]
+    try:
+        caller_filename = inspect.getfile(frame)  # type: ignore[arg-type]
+    finally:
+        # See note in
+        # https://docs.python.org/3/library/inspect.html#inspect.Traceback
+        del frame
     msg = (
         "Warning not set with correct stacklevel. "
         f"File where warning is raised: {actual_warning.filename} != "
diff --git a/pandas/util/_exceptions.py b/pandas/util/_exceptions.py
index 573f76a63459b..5f50838d37315 100644
--- a/pandas/util/_exceptions.py
+++ b/pandas/util/_exceptions.py
@@ -9,6 +9,7 @@
 
 if TYPE_CHECKING:
     from collections.abc import Generator
+    from types import FrameType
 
 
 @contextlib.contextmanager
@@ -42,15 +43,20 @@ def find_stack_level() -> int:
     test_dir = os.path.join(pkg_dir, "tests")
 
     # https://stackoverflow.com/questions/17407119/python-inspect-stack-is-slow
-    frame = inspect.currentframe()
-    n = 0
-    while frame:
-        fname = inspect.getfile(frame)
-        if fname.startswith(pkg_dir) and not fname.startswith(test_dir):
-            frame = frame.f_back
-            n += 1
-        else:
-            break
+    frame: FrameType | None = inspect.currentframe()
+    try:
+        n = 0
+        while frame:
+            filename = inspect.getfile(frame)
+            if filename.startswith(pkg_dir) and not filename.startswith(test_dir):
+                frame = frame.f_back
+                n += 1
+            else:
+                break
+    finally:
+        # See note in
+        # https://docs.python.org/3/library/inspect.html#inspect.Traceback
+        del frame
     return n