diff --git a/ci/scripts/python_wheel_unix_test.sh b/ci/scripts/python_wheel_unix_test.sh
index a25e5c51bddbc..cf87a17056783 100755
--- a/ci/scripts/python_wheel_unix_test.sh
+++ b/ci/scripts/python_wheel_unix_test.sh
@@ -54,7 +54,7 @@ export PYARROW_TEST_S3=${ARROW_S3}
 export PYARROW_TEST_TENSORFLOW=ON
 
 export ARROW_TEST_DATA=${source_dir}/testing/data
-export PARQUET_TEST_DATA=${source_dir}/submodules/parquet-testing/data
+export PARQUET_TEST_DATA=${source_dir}/cpp/submodules/parquet-testing/data
 
 if [ "${INSTALL_PYARROW}" == "ON" ]; then
   # Install the built wheels
diff --git a/ci/scripts/python_wheel_windows_test.bat b/ci/scripts/python_wheel_windows_test.bat
index a928c3571d0cb..87c0bb1252024 100755
--- a/ci/scripts/python_wheel_windows_test.bat
+++ b/ci/scripts/python_wheel_windows_test.bat
@@ -35,7 +35,7 @@ set PYARROW_TEST_TENSORFLOW=ON
 @REM set PYARROW_TEST_PANDAS=ON
 
 set ARROW_TEST_DATA=C:\arrow\testing\data
-set PARQUET_TEST_DATA=C:\arrow\submodules\parquet-testing\data
+set PARQUET_TEST_DATA=C:\arrow\cpp\submodules\parquet-testing\data
 
 @REM Install testing dependencies
 pip install -r C:\arrow\python\requirements-wheel-test.txt || exit /B 1