diff --git a/doc/api.rst b/doc/api.rst
index 363af711..54c1fad6 100644
--- a/doc/api.rst
+++ b/doc/api.rst
@@ -539,7 +539,7 @@ Runner class
 
       See the :ref:`bench_func() example <bench_func_example>`.
 
-   .. method:: bench_async_func(name, func, \*args, inner_loops=None, metadata=None)
+   .. method:: bench_async_func(name, func, \*args, inner_loops=None, metadata=None, loop_factory=None)
 
       Benchmark the function ``await func(*args)`` in asyncio event loop.
 
@@ -548,6 +548,9 @@ Runner class
       The *inner_loops* parameter is used to normalize timing per loop
       iteration.
 
+      The *loop_factory* parameter, if specified, will be used to create the
+      event loop used by the benchmark.
+
       To call ``func()`` with keyword arguments, use ``functools.partial``.
 
       Return a :class:`Benchmark` instance.
diff --git a/doc/changelog.rst b/doc/changelog.rst
index 42b3f6d7..fe931d4a 100644
--- a/doc/changelog.rst
+++ b/doc/changelog.rst
@@ -1,12 +1,15 @@
 Changelog
 =========
 
-Version 2.6.0 (2022-11-21)
+Version 2.6.0 (2023-03-22)
 --------------------------
 
 * Inherit ``PYTHONPATH`` environment variable by default.
   Patch by Theodore Ni.
 
+* ``Runner.bench_async_func()`` takes an optional ``loop_factory`` to support custom loop construction.
+  Patch by Itamar O.
+
 Version 2.5.0 (2022-11-04)
 --------------------------
 
diff --git a/doc/examples/bench_async_func_with_loop_factory.py b/doc/examples/bench_async_func_with_loop_factory.py
new file mode 100755
index 00000000..6fbb4e72
--- /dev/null
+++ b/doc/examples/bench_async_func_with_loop_factory.py
@@ -0,0 +1,15 @@
+#!/usr/bin/env python3
+import asyncio
+import pyperf
+
+
+def loop_factory():
+    return asyncio.new_event_loop()
+
+
+async def func():
+    await asyncio.sleep(0.001)
+
+
+runner = pyperf.Runner()
+runner.bench_async_func('async_sleep', func, loop_factory=loop_factory)
diff --git a/pyperf/_runner.py b/pyperf/_runner.py
index 6c344cb1..a1613b7c 100644
--- a/pyperf/_runner.py
+++ b/pyperf/_runner.py
@@ -546,6 +546,7 @@ def bench_async_func(self, name, func, *args, **kwargs):
 
         inner_loops = kwargs.pop('inner_loops', None)
         metadata = kwargs.pop('metadata', None)
+        loop_factory = kwargs.pop('loop_factory', None)
         self._no_keyword_argument(kwargs)
 
         if not self._check_worker_task():
@@ -582,16 +583,20 @@ async def main():
                     return dt
 
             import asyncio
-            if hasattr(asyncio, 'run'):  # Python 3.7+
-                dt = asyncio.run(main())
-            else:  # Python 3.6
+            # using the lower level loop API instead of asyncio.run because
+            # asyncio.run gained the `loop_factory` arg only in Python 3.12.
+            # we can go back to asyncio.run when Python 3.12 is the oldest
+            # supported version for pyperf.
+            if loop_factory is None:
                 loop = asyncio.new_event_loop()
-                asyncio.set_event_loop(loop)
-                try:
-                    dt = loop.run_until_complete(main())
-                finally:
-                    asyncio.set_event_loop(None)
-                    loop.close()
+            else:
+                loop = loop_factory()
+            asyncio.set_event_loop(loop)
+            try:
+                dt = loop.run_until_complete(main())
+            finally:
+                asyncio.set_event_loop(None)
+                loop.close()
 
             return dt
 
diff --git a/pyperf/tests/test_examples.py b/pyperf/tests/test_examples.py
index 1ef79a89..6a9cccbb 100644
--- a/pyperf/tests/test_examples.py
+++ b/pyperf/tests/test_examples.py
@@ -52,6 +52,12 @@ def test_bench_async_func(self):
         args = ['-p2', '-w1', '--min-time=0.001']
         self.check_command(script, args)
 
+    def test_bench_async_func_with_loop_factory(self):
+        script = 'bench_async_func_with_loop_factory.py'
+        # Use -w1 --min-time=0.001 to reduce the duration of the test
+        args = ['-p2', '-w1', '--min-time=0.001']
+        self.check_command(script, args)
+
     def test_bench_time_func(self):
         script = 'bench_time_func.py'
         args = ['-p2', '-w1', '--min-time=0.001']