diff --git a/pyo3-macros-backend/src/dict.rs b/pyo3-macros-backend/src/dict.rs
new file mode 100644
index 00000000000..2d248b0aac3
--- /dev/null
+++ b/pyo3-macros-backend/src/dict.rs
@@ -0,0 +1,73 @@
+use proc_macro2::{Ident, TokenStream, TokenTree};
+use quote::{quote, ToTokens};
+use std::iter::FromIterator;
+use syn::parse::{Parse, ParseBuffer, ParseStream};
+use syn::punctuated::Punctuated;
+use syn::Token;
+use syn::{braced, Expr};
+
+#[derive(Debug)]
+pub struct PyDictLiteral {
+    pub py: Ident,
+    pub items: Vec<KeyValue>,
+}
+
+#[derive(Debug)]
+pub struct KeyValue {
+    key: syn::Expr,
+    value: syn::Expr,
+}
+
+#[derive(Debug)]
+struct Key(syn::Expr);
+
+impl Parse for Key {
+    fn parse(input: ParseStream) -> syn::Result<Self> {
+        let mut tokens = vec![];
+
+        while !input.peek(Token![:]) || input.peek(Token![::]) {
+            let tt = input.parse::<TokenTree>()?;
+            tokens.push(tt);
+        }
+        let stream = TokenStream::from_iter(tokens.into_iter());
+
+        let expr = syn::parse2::<Expr>(stream)?;
+        Ok(Self(expr))
+    }
+}
+
+impl Parse for KeyValue {
+    fn parse(input: ParseStream) -> syn::Result<Self> {
+        let key: Key = input.parse()?;
+        let _sep: Token![:] = input.parse()?;
+        let value: syn::Expr = input.parse()?;
+
+        Ok(Self { key: key.0, value })
+    }
+}
+
+impl Parse for PyDictLiteral {
+    fn parse(input: ParseStream) -> syn::Result<Self> {
+        let py: Ident = input.parse()?;
+        let _arrow: Token![=>] = input.parse()?;
+
+        let body: ParseBuffer;
+        braced!(body in input);
+
+        let items: Punctuated<KeyValue, Token![,]> = Punctuated::parse_terminated(&body)?;
+
+        Ok(Self {
+            py,
+            items: items.into_iter().collect(),
+        })
+    }
+}
+
+impl ToTokens for KeyValue {
+    fn to_tokens(&self, tokens: &mut TokenStream) {
+        let key = &self.key;
+        let value = &self.value;
+        let ts = quote! {(#key, #value)};
+        tokens.extend(ts);
+    }
+}
diff --git a/pyo3-macros-backend/src/lib.rs b/pyo3-macros-backend/src/lib.rs
index 69fc24d250a..80025046a79 100644
--- a/pyo3-macros-backend/src/lib.rs
+++ b/pyo3-macros-backend/src/lib.rs
@@ -11,6 +11,7 @@ mod utils;
 mod attributes;
 mod defs;
 mod deprecations;
+mod dict;
 mod from_pyobject;
 mod konst;
 mod method;
@@ -23,6 +24,7 @@ mod pyimpl;
 mod pymethod;
 mod pyproto;
 
+pub use dict::PyDictLiteral;
 pub use from_pyobject::build_derive_from_pyobject;
 pub use module::{process_functions_in_module, py_init, PyModuleOptions};
 pub use pyclass::{build_py_class, build_py_enum, PyClassArgs};
diff --git a/pyo3-macros/src/lib.rs b/pyo3-macros/src/lib.rs
index a6f6725c6e5..30089a400a8 100644
--- a/pyo3-macros/src/lib.rs
+++ b/pyo3-macros/src/lib.rs
@@ -9,7 +9,7 @@ use proc_macro::TokenStream;
 use pyo3_macros_backend::{
     build_derive_from_pyobject, build_py_class, build_py_enum, build_py_function, build_py_methods,
     build_py_proto, get_doc, process_functions_in_module, py_init, PyClassArgs, PyClassMethodsType,
-    PyFunctionOptions, PyModuleOptions,
+    PyDictLiteral, PyFunctionOptions, PyModuleOptions,
 };
 use quote::quote;
 use syn::{parse::Nothing, parse_macro_input};
@@ -199,6 +199,21 @@ pub fn derive_from_py_object(item: TokenStream) -> TokenStream {
     .into()
 }
 
+#[proc_macro]
+pub fn py_dict(input: proc_macro::TokenStream) -> TokenStream {
+    let PyDictLiteral { items, py } = parse_macro_input!(input as PyDictLiteral);
+    let stream = quote! {
+            (|| {
+                use pyo3 as _pyo3;
+
+                let dict = _pyo3::types::PyDict::new(#py);
+                #(dict.set_item#items?;)*
+                _pyo3::PyResult::Ok(dict)
+            })()
+    };
+    stream.into()
+}
+
 fn pyclass_impl(
     attrs: TokenStream,
     mut ast: syn::ItemStruct,
diff --git a/src/lib.rs b/src/lib.rs
index e8ebffcb8c7..691756f29fa 100644
--- a/src/lib.rs
+++ b/src/lib.rs
@@ -355,7 +355,7 @@ pub mod proc_macro {
 }
 
 #[cfg(feature = "macros")]
-pub use pyo3_macros::{pyclass, pyfunction, pymethods, pymodule, pyproto, FromPyObject};
+pub use pyo3_macros::{py_dict, pyclass, pyfunction, pymethods, pymodule, pyproto, FromPyObject};
 
 #[macro_use]
 mod macros;
diff --git a/src/types/macros.rs b/src/types/macros.rs
new file mode 100644
index 00000000000..6d34bb7c511
--- /dev/null
+++ b/src/types/macros.rs
@@ -0,0 +1,144 @@
+#[cfg(feature = "macros")]
+pub use pyo3_macros::py_dict;
+
+#[doc(hidden)]
+#[macro_export]
+macro_rules! py_object_vec {
+    ($py:ident, [$($item:expr),+]) => {{
+        let items_vec: Vec<$crate::PyObject> =
+            vec![$($crate::conversion::IntoPy::into_py($item, $py)),+];
+        items_vec
+    }};
+}
+
+#[macro_export]
+macro_rules! py_list {
+    ($py:ident, [$($items:expr),+]) => {{
+        let items_vec = $crate::py_object_vec!($py, [$($items),+]);
+        $crate::types::list::PyList::new($py, items_vec)
+    }};
+}
+
+#[macro_export]
+macro_rules! py_tuple {
+    ($py:ident, ($($items:expr),+)) => {{
+        let items_vec = $crate::py_object_vec!($py, [$($items),+]);
+        $crate::types::PyTuple::new($py, items_vec)
+    }};
+}
+
+#[macro_export]
+macro_rules! py_set {
+    ($py:ident, {$($items:expr),+}) => {{
+        let items_vec = $crate::py_object_vec!($py, [$($items),+]);
+        $crate::types::set::PySet::new($py, items_vec.as_slice())
+    }};
+}
+
+#[macro_export]
+macro_rules! py_frozenset {
+    ($py:ident, {$($items:expr),+}) => {{
+        let items_vec = $crate::py_object_vec!($py, [$($items),+]);
+        $crate::types::set::PyFrozenSet::new($py, items_vec.as_slice())
+    }};
+}
+
+#[cfg(test)]
+mod test {
+    use crate::types::PyFrozenSet;
+    use crate::Python;
+
+    #[test]
+    fn test_list_macro() {
+        let gil = Python::acquire_gil();
+        let py = gil.python();
+
+        let single_item_list = py_list!(py, ["elem"]);
+        assert_eq!(
+            "elem",
+            single_item_list
+                .get_item(0)
+                .expect("failed to get item")
+                .extract::<&str>()
+                .unwrap()
+        );
+
+        let multi_item_list = py_list!(py, ["elem1", "elem2", 3, 4]);
+
+        assert_eq!(
+            "['elem1', 'elem2', 3, 4]",
+            multi_item_list.str().unwrap().extract::<&str>().unwrap()
+        );
+    }
+
+    #[test]
+    fn test_tuple_macro() {
+        let gil = Python::acquire_gil();
+        let py = gil.python();
+
+        let single_item_tuple = py_tuple!(py, ("elem"));
+        assert_eq!(
+            "elem",
+            single_item_tuple
+                .get_item(0)
+                .expect("failed to get item")
+                .extract::<&str>()
+                .unwrap()
+        );
+
+        let multi_item_tuple = py_tuple!(py, ("elem1", "elem2", 3, 4));
+
+        assert_eq!(
+            "('elem1', 'elem2', 3, 4)",
+            multi_item_tuple.str().unwrap().extract::<&str>().unwrap()
+        );
+    }
+
+    #[test]
+    fn test_set_macro() {
+        let gil = Python::acquire_gil();
+        let py = gil.python();
+
+        let set = py_set!(py, { "set_elem" }).expect("failed to create set");
+
+        assert!(set.contains("set_elem").unwrap());
+
+        set.call_method1(
+            "update",
+            py_tuple!(
+                py,
+                (py_set!(py, {"new_elem1", "new_elem2", "set_elem"}).unwrap())
+            ),
+        )
+        .expect("failed to update set");
+
+        for &expected_elem in &["set_elem", "new_elem1", "new_elem2"] {
+            assert!(set.contains(expected_elem).unwrap());
+        }
+    }
+
+    #[test]
+    fn test_frozenset_macro() {
+        let gil = Python::acquire_gil();
+        let py = gil.python();
+
+        let frozenset = py_frozenset!(py, { "set_elem" }).expect("failed to create frozenset");
+
+        assert!(frozenset.contains("set_elem").unwrap());
+
+        let intersection = frozenset
+            .call_method1(
+                "intersection",
+                py_tuple!(
+                    py,
+                    (py_set!(py, {"new_elem1", "new_elem2", "set_elem"}).unwrap())
+                ),
+            )
+            .expect("failed to call intersection()")
+            .downcast::<PyFrozenSet>()
+            .expect("failed to downcast to FrozenSet");
+
+        assert_eq!(1, intersection.len());
+        assert!(intersection.contains("set_elem").unwrap());
+    }
+}
diff --git a/src/types/mod.rs b/src/types/mod.rs
index cbbeafb51fe..071601feec8 100644
--- a/src/types/mod.rs
+++ b/src/types/mod.rs
@@ -233,6 +233,7 @@ mod floatob;
 mod function;
 mod iterator;
 mod list;
+mod macros;
 mod mapping;
 mod module;
 mod num;
diff --git a/tests/test_literals.rs b/tests/test_literals.rs
new file mode 100644
index 00000000000..4c16dfee18e
--- /dev/null
+++ b/tests/test_literals.rs
@@ -0,0 +1,52 @@
+#![cfg(feature = "macros")]
+
+use pyo3::prelude::*;
+use pyo3::{py_dict, py_run, py_tuple};
+
+#[test]
+fn test_dict_literal() {
+    let gil = Python::acquire_gil();
+    let py = gil.python();
+
+    let dict = py_dict!(py => {"key": "value"}).expect("failed to create dict");
+    assert_eq!(
+        "value",
+        dict.get_item("key").unwrap().extract::<String>().unwrap()
+    );
+
+    let value = "value";
+    let multi_elem_dict =
+        py_dict!(py => {"key1": value, 143: "abcde"}).expect("failed to create dict");
+    assert_eq!(
+        "value",
+        multi_elem_dict
+            .get_item("key1")
+            .unwrap()
+            .extract::<&str>()
+            .unwrap()
+    );
+    assert_eq!(
+        "abcde",
+        multi_elem_dict
+            .get_item(143)
+            .unwrap()
+            .extract::<&str>()
+            .unwrap()
+    );
+
+    let keys = &["key1", "key2"];
+
+    let expr_dict = py_dict!(py => {
+        keys[0]: "value1",
+        keys[1]: "value2",
+        3-7: py_tuple!(py, ("elem1", "elem2", 3)),
+        "KeY".to_lowercase(): 100 * 2,
+    })
+    .expect("failed to create dict");
+
+    py_run!(
+        py,
+        expr_dict,
+        "assert expr_dict == {'key1': 'value1', 'key2': 'value2', -4: ('elem1', 'elem2', 3), 'key': 200}"
+    );
+}