diff --git a/Doc/library/dataclasses.rst b/Doc/library/dataclasses.rst
index db5c3e0c7e2893..2d93dcf46c9697 100644
--- a/Doc/library/dataclasses.rst
+++ b/Doc/library/dataclasses.rst
@@ -322,16 +322,26 @@ Module-level decorators, classes, and functions
 
    Raises :exc:`TypeError` if ``instance`` is not a dataclass instance.
 
-.. function:: make_dataclass(cls_name, fields, *, bases=(), namespace=None, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False)
+.. function:: make_dataclass(cls_name, fields, *, bases=(), namespace=None, init=True, repr=True, eq=True, order=False, unsafe_hash=False, frozen=False, module=None, qualname=None)
 
    Creates a new dataclass with name ``cls_name``, fields as defined
    in ``fields``, base classes as given in ``bases``, and initialized
    with a namespace as given in ``namespace``.  ``fields`` is an
    iterable whose elements are each either ``name``, ``(name, type)``,
    or ``(name, type, Field)``.  If just ``name`` is supplied,
-   ``typing.Any`` is used for ``type``.  The values of ``init``,
-   ``repr``, ``eq``, ``order``, ``unsafe_hash``, and ``frozen`` have
-   the same meaning as they do in :func:`dataclass`.
+   ``typing.Any`` is used for ``type``.
+
+   ``module`` is the module in which the dataclass can be found, ``qualname`` is
+   where in this module the dataclass can be found.
+
+   .. warning::
+
+      If ``module`` and ``qualname`` are not supplied and ``make_dataclass``
+      cannot determine what they are, the new class will not be unpicklable;
+      to keep errors close to the source, pickling will be disabled.
+
+   The values of ``init``, ``repr``, ``eq``, ``order``, ``unsafe_hash``, and
+   ``frozen`` have the same meaning as they do in :func:`dataclass`.
 
    This function is not strictly required, because any Python
    mechanism for creating a new class with ``__annotations__`` can
@@ -356,6 +366,9 @@ Module-level decorators, classes, and functions
          def add_one(self):
              return self.x + 1
 
+  .. versionchanged:: 3.8
+    The *module* and *qualname* parameters have been added.
+
 .. function:: replace(instance, **changes)
 
    Creates a new object of the same type of ``instance``, replacing
diff --git a/Lib/dataclasses.py b/Lib/dataclasses.py
index 71d9896a10524a..cbbfee9a617797 100644
--- a/Lib/dataclasses.py
+++ b/Lib/dataclasses.py
@@ -8,6 +8,8 @@
 import functools
 import _thread
 
+# Used by the functionnal API when the calling module is not known
+from enum import _make_class_unpicklable
 
 __all__ = ['dataclass',
            'field',
@@ -1138,7 +1140,7 @@ def _astuple_inner(obj, tuple_factory):
 
 def make_dataclass(cls_name, fields, *, bases=(), namespace=None, init=True,
                    repr=True, eq=True, order=False, unsafe_hash=False,
-                   frozen=False):
+                   frozen=False, module=None, qualname=None):
     """Return a new dynamically created dataclass.
 
     The dataclass name will be 'cls_name'.  'fields' is an iterable
@@ -1158,6 +1160,14 @@ class C(Base):
 
     For the bases and namespace parameters, see the builtin type() function.
 
+    'module' should be set to the module this class is being created in; if it
+    is not set, an attempt to find that module will be made, but if it fails the
+    class will not be picklable.
+
+    'qualname' should be set to the actual location this call can be found in
+    its module; by default it is set to the global scope. If this is not correct,
+    pickle will fail in some circumstances.
+
     The parameters init, repr, eq, order, unsafe_hash, and frozen are passed to
     dataclass().
     """
@@ -1198,6 +1208,22 @@ class C(Base):
     # We use `types.new_class()` instead of simply `type()` to allow dynamic creation
     # of generic dataclassses.
     cls = types.new_class(cls_name, bases, {}, lambda ns: ns.update(namespace))
+
+    # TODO: this hack is the same that can be found in enum.py and should be
+    # removed if there ever is a way to get the caller module.
+    if module is None:
+        try:
+            module = sys._getframe(1).f_globals['__name__']
+        except (AttributeError, ValueError):
+            pass
+    if module is None:
+        _make_class_unpicklable(cls)
+    else:
+        cls.__module__ = module
+
+    if qualname is not None:
+        cls.__qualname__ = qualname
+
     return dataclass(cls, init=init, repr=repr, eq=eq, order=order,
                      unsafe_hash=unsafe_hash, frozen=frozen)
 
diff --git a/Lib/test/test_dataclasses.py b/Lib/test/test_dataclasses.py
index ff6060c6d2838a..bba86e934f804e 100755
--- a/Lib/test/test_dataclasses.py
+++ b/Lib/test/test_dataclasses.py
@@ -16,6 +16,9 @@
 import typing       # Needed for the string "typing.ClassVar[int]" to work as an annotation.
 import dataclasses  # Needed for the string "dataclasses.InitVar[int]" to work as an annotation.
 
+# Used for pickle tests
+Scientist = make_dataclass('Scientist', [('name', str), ('level', str)])
+
 # Just any custom exception we can catch.
 class CustomError(Exception): pass
 
@@ -3047,6 +3050,50 @@ def test_funny_class_names_names(self):
                 C = make_dataclass(classname, ['a', 'b'])
                 self.assertEqual(C.__name__, classname)
 
+    def test_picklable(self):
+        d_knuth = Scientist(name='Donald Knuth', level='God')
+        for proto in range(pickle.HIGHEST_PROTOCOL + 1):
+            with self.subTest(proto=proto):
+                new_d_knuth = pickle.loads(pickle.dumps(d_knuth))
+                self.assertEqual(d_knuth, new_d_knuth)
+                self.assertIsNot(d_knuth, new_d_knuth)
+
+    def test_qualname(self):
+        d_knuth = Scientist(name='Donald Knuth', level='God')
+        self.assertEqual(d_knuth.__class__.__qualname__, 'Scientist')
+
+        ComputerScientist = make_dataclass(
+            'ComputerScientist',
+            [('name', str), ('level', str)],
+            qualname='Computer.Scientist'
+        )
+        d_knuth = ComputerScientist(name='Donald Knuth', level='God')
+        self.assertEqual(d_knuth.__class__.__qualname__, 'Computer.Scientist')
+
+    def test_module(self):
+        d_knuth = Scientist(name='Donald Knuth', level='God')
+        self.assertEqual(d_knuth.__module__, __name__)
+
+        ComputerScientist = make_dataclass(
+            'ComputerScientist',
+            [('name', str), ('level', str)],
+            module='other_module'
+        )
+        d_knuth = ComputerScientist(name='Donald Knuth', level='God')
+        self.assertEqual(d_knuth.__module__, 'other_module')
+
+    def test_unpicklable(self):
+        # if there is no way to determine the calling module, attempts to pickle
+        # an instance should raise TypeError
+        import sys
+        with unittest.mock.patch.object(sys, '_getframe', return_value=object()):
+            Scientist = make_dataclass('Scientist', [('name', str), ('level', str)])
+
+        d_knuth = Scientist(name='Donald Knuth', level='God')
+        self.assertEqual(d_knuth.__module__, '<unknown>')
+        with self.assertRaisesRegex(TypeError, 'cannot be pickled'):
+            pickle.dumps(d_knuth)
+
 class TestReplace(unittest.TestCase):
     def test(self):
         @dataclass(frozen=True)
diff --git a/Misc/NEWS.d/next/Library/2018-12-30-21-00-56.bpo-35232.yMfv98.rst b/Misc/NEWS.d/next/Library/2018-12-30-21-00-56.bpo-35232.yMfv98.rst
new file mode 100644
index 00000000000000..9535d3291cdbef
--- /dev/null
+++ b/Misc/NEWS.d/next/Library/2018-12-30-21-00-56.bpo-35232.yMfv98.rst
@@ -0,0 +1,3 @@
+`dataclasses.make_dataclass` accepts two new keyword arguments `module` and
+`qualname` in order to make created classes picklable. Patch contributed by
+Rémi Lapeyre.