diff --git a/ci/scripts/cpp_test.sh b/ci/scripts/cpp_test.sh
index 7912bf23e491c..8aa1bfa81f415 100755
--- a/ci/scripts/cpp_test.sh
+++ b/ci/scripts/cpp_test.sh
@@ -29,7 +29,7 @@ build_dir=${1}/cpp; shift
 source_dir=${arrow_dir}/cpp
 binary_output_dir=${build_dir}/${ARROW_BUILD_TYPE:-debug}
 
-export ARROW_TEST_DATA=${arrow_dir}/testing/data
+export ARROW_TEST_DATA=${arrow_dir}/cpp/testing/data
 export PARQUET_TEST_DATA=${source_dir}/submodules/parquet-testing/data
 export LD_LIBRARY_PATH=${ARROW_HOME}/${CMAKE_INSTALL_LIBDIR:-lib}:${LD_LIBRARY_PATH}
 
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