diff --git a/pytest.ini b/pytest.ini
new file mode 100644
index 0000000000000..55573022769e9
--- /dev/null
+++ b/pytest.ini
@@ -0,0 +1,10 @@
+[pytest]
+
+filterwarnings =
+    # This means: treat every warning as error, except for warnings that match .* (aka all warnings), ignore those.
+    # This triggers the SyntaxError described in https://github.com/ray-project/ray/pull/31523 but keeps the status quo
+    # warning behavior until https://github.com/ray-project/ray/pull/31219 .
+    error
+
+    # The format is `action:message_regex:category:module:line`.
+    ignore:.*:
diff --git a/python/ray/_private/runtime_env/context.py b/python/ray/_private/runtime_env/context.py
index 7a954c2facdba..582063ad0896e 100644
--- a/python/ray/_private/runtime_env/context.py
+++ b/python/ray/_private/runtime_env/context.py
@@ -66,7 +66,7 @@ def exec_worker(self, passthrough_args: List[str], language: Language):
         else:
             executable = "exec "
 
-        passthrough_args = [s.replace(" ", "\ ") for s in passthrough_args]
+        passthrough_args = [s.replace(" ", r"\ ") for s in passthrough_args]
         exec_command = " ".join([f"{executable}"] + passthrough_args)
         command_str = " ".join(self.command_prefix + [exec_command])
         # TODO(SongGuyang): We add this env to command for macOS because it doesn't
diff --git a/python/ray/air/util/tensor_extensions/pandas.py b/python/ray/air/util/tensor_extensions/pandas.py
index 4201be97201f9..987f05dba49eb 100644
--- a/python/ray/air/util/tensor_extensions/pandas.py
+++ b/python/ray/air/util/tensor_extensions/pandas.py
@@ -335,7 +335,7 @@ def name(self) -> str:
 
     @classmethod
     def construct_from_string(cls, string: str):
-        """
+        r"""
         Construct this type from a string.
 
         This is useful mainly for data types that accept parameters.
diff --git a/python/ray/data/grouped_dataset.py b/python/ray/data/grouped_dataset.py
index 11a3953756d04..dd27136880d38 100644
--- a/python/ray/data/grouped_dataset.py
+++ b/python/ray/data/grouped_dataset.py
@@ -394,7 +394,7 @@ def count(self) -> Dataset[U]:
     def sum(
         self, on: Union[KeyFn, List[KeyFn]] = None, ignore_nulls: bool = True
     ) -> Dataset[U]:
-        """Compute grouped sum aggregation.
+        r"""Compute grouped sum aggregation.
 
         This is a blocking operation.
 
diff --git a/python/ray/tests/test_client_builder.py b/python/ray/tests/test_client_builder.py
index 444006ca3809c..4587c6bfcbdd9 100644
--- a/python/ray/tests/test_client_builder.py
+++ b/python/ray/tests/test_client_builder.py
@@ -325,6 +325,9 @@ def has_client_deprecation_warn(warning: Warning, expected_replacement: str) ->
 @pytest.mark.skipif(
     sys.platform == "win32", reason="pip not supported in Windows runtime envs."
 )
+@pytest.mark.filterwarnings(
+    "default:Starting a connection through `ray.client` will be deprecated"
+)
 def test_client_deprecation_warn():
     """
     Tests that calling ray.client directly raises a deprecation warning with
diff --git a/python/ray/tests/test_placement_group.py b/python/ray/tests/test_placement_group.py
index 25d046ca10d11..edc79ce52aa69 100644
--- a/python/ray/tests/test_placement_group.py
+++ b/python/ray/tests/test_placement_group.py
@@ -512,6 +512,7 @@ def test_placement_group_empty_bundle_error(ray_start_regular, connect_to_client
             ray.util.placement_group([])
 
 
+@pytest.mark.filterwarnings("default:placement_group parameter is deprecated")
 def test_placement_group_scheduling_warning(ray_start_regular_shared):
     @ray.remote
     class Foo:
@@ -557,6 +558,12 @@ def foo():
     assert not w
 
 
+@pytest.mark.filterwarnings(
+    "default:Setting 'object_store_memory' for actors is deprecated"
+)
+@pytest.mark.filterwarnings(
+    "default:Setting 'object_store_memory' for bundles is deprecated"
+)
 def test_object_store_memory_deprecation_warning(ray_start_regular_shared):
     with warnings.catch_warnings(record=True) as w:
 
diff --git a/release/serve_tests/workloads/deployment_graph_wide_ensemble.py b/release/serve_tests/workloads/deployment_graph_wide_ensemble.py
index c1be05da4f28c..ad9918bafe21e 100644
--- a/release/serve_tests/workloads/deployment_graph_wide_ensemble.py
+++ b/release/serve_tests/workloads/deployment_graph_wide_ensemble.py
@@ -1,4 +1,4 @@
-"""
+r"""
 Test that focuses on wide fanout of deployment graph
        -> Node_1
       /          \
@@ -56,7 +56,7 @@ def combine(value_refs):
 def test_wide_fanout_deployment_graph(
     fanout_degree, init_delay_secs=0, compute_delay_secs=0
 ):
-    """
+    r"""
     Test that focuses on wide fanout of deployment graph
         -> Node_1
         /          \
diff --git a/release/serve_tests/workloads/serve_handle_wide_ensemble.py b/release/serve_tests/workloads/serve_handle_wide_ensemble.py
index 3ffeb98121b30..0ad06e4e03027 100644
--- a/release/serve_tests/workloads/serve_handle_wide_ensemble.py
+++ b/release/serve_tests/workloads/serve_handle_wide_ensemble.py
@@ -1,4 +1,4 @@
-"""
+r"""
 This test is parity of
 release/serve_tests/workloads/deployment_graph_wide_ensemble.py
 Instead of using graph api, the test is using pure handle to
diff --git a/rllib/algorithms/algorithm_config.py b/rllib/algorithms/algorithm_config.py
index 144efe64846e2..6f4496b4840cf 100644
--- a/rllib/algorithms/algorithm_config.py
+++ b/rllib/algorithms/algorithm_config.py
@@ -2301,7 +2301,7 @@ def get_multi_agent_setup(
         spaces: Optional[Dict[PolicyID, Tuple[Space, Space]]] = None,
         default_policy_class: Optional[Type[Policy]] = None,
     ) -> Tuple[MultiAgentPolicyConfigDict, Callable[[PolicyID, SampleBatchType], bool]]:
-        """Compiles complete multi-agent config (dict) from the information in `self`.
+        r"""Compiles complete multi-agent config (dict) from the information in `self`.
 
         Infers the observation- and action spaces, the policy classes, and the policy's
         configs. The returned `MultiAgentPolicyConfigDict` is fully unified and strictly
diff --git a/rllib/algorithms/dqn/dqn.py b/rllib/algorithms/dqn/dqn.py
index 6dc4da804723d..ffc0524c0e571 100644
--- a/rllib/algorithms/dqn/dqn.py
+++ b/rllib/algorithms/dqn/dqn.py
@@ -51,7 +51,7 @@
 
 
 class DQNConfig(SimpleQConfig):
-    """Defines a configuration class from which a DQN Algorithm can be built.
+    r"""Defines a configuration class from which a DQN Algorithm can be built.
 
     Example:
         >>> from ray.rllib.algorithms.dqn.dqn import DQNConfig
diff --git a/rllib/algorithms/marwil/marwil.py b/rllib/algorithms/marwil/marwil.py
index 64edafc596fc1..74c222abafb62 100644
--- a/rllib/algorithms/marwil/marwil.py
+++ b/rllib/algorithms/marwil/marwil.py
@@ -178,7 +178,7 @@ def build(
     ) -> "Algorithm":
         if not self._set_off_policy_estimation_methods:
             deprecation_warning(
-                old="MARWIL used to have off_policy_estimation_methods "
+                old=r"MARWIL used to have off_policy_estimation_methods "
                 "is and wis by default. This has"
                 "changed to off_policy_estimation_methods: \{\}."
                 "If you want to use an off-policy estimator, specify it in"
diff --git a/rllib/algorithms/mbmpo/mbmpo.py b/rllib/algorithms/mbmpo/mbmpo.py
index d27c68c09a4b6..cf03cebdce88b 100644
--- a/rllib/algorithms/mbmpo/mbmpo.py
+++ b/rllib/algorithms/mbmpo/mbmpo.py
@@ -41,7 +41,7 @@
 
 
 class MBMPOConfig(AlgorithmConfig):
-    """Defines a configuration class from which an MBMPO Algorithm can be built.
+    r"""Defines a configuration class from which an MBMPO Algorithm can be built.
 
     Example:
         >>> from ray.rllib.algorithms.mbmpo import MBMPOConfig
diff --git a/rllib/algorithms/r2d2/r2d2.py b/rllib/algorithms/r2d2/r2d2.py
index d5e1d770e93a8..a67d0071f301e 100644
--- a/rllib/algorithms/r2d2/r2d2.py
+++ b/rllib/algorithms/r2d2/r2d2.py
@@ -14,7 +14,7 @@
 
 
 class R2D2Config(DQNConfig):
-    """Defines a configuration class from which a R2D2 Algorithm can be built.
+    r"""Defines a configuration class from which a R2D2 Algorithm can be built.
 
     Example:
         >>> from ray.rllib.algorithms.r2d2.r2d2 import R2D2Config