diff --git a/tests/phpunit/tests/functions/wpPrivacyExportsDir.php b/tests/phpunit/tests/functions/wpPrivacyExportsDir.php
new file mode 100644
index 0000000000000..ddf068e4d8475
--- /dev/null
+++ b/tests/phpunit/tests/functions/wpPrivacyExportsDir.php
@@ -0,0 +1,43 @@
+<?php
+/**
+ * Tests for the wp_privacy_exports_dir function.
+ *
+ * @group functions
+ *
+ * @covers ::wp_privacy_exports_dir
+ */
+class Tests_Functions_wpPrivacyExportsDir extends WP_UnitTestCase {
+
+	/**
+	 * @ticket 59710
+	 */
+	public function test_wp_privacy_exports_dir() {
+		$upload_dir = wp_upload_dir();
+		$expected   = trailingslashit( $upload_dir['basedir'] ) . 'wp-personal-data-exports/';
+		$this->assertSame( $expected, wp_privacy_exports_dir() );
+	}
+
+	/**
+	 * @ticket 59710
+	 */
+	public function test_wp_privacy_exports_dir_filtered() {
+		add_filter( 'wp_privacy_exports_dir', array( $this, 'filter_wp_privacy_exports_dir' ) );
+
+		$upload_dir   = wp_upload_dir();
+		$expected_dir = trailingslashit( $upload_dir['basedir'] ) . 'filtered-exports/';
+		$actual_dir   = wp_privacy_exports_dir();
+		$this->assertSame( $expected_dir, $actual_dir );
+
+		remove_filter( 'wp_privacy_exports_dir', array( $this, 'filter_wp_privacy_exports_dir' ) );
+	}
+
+	/**
+	 * Filters the personal data exports directory for tests.
+	 *
+	 * @param string $exports_dir Default exports directory.
+	 * @return string Filtered exports directory.
+	 */
+	public function filter_wp_privacy_exports_dir( $exports_dir ) {
+		return str_replace( 'wp-personal-data-exports/', 'filtered-exports/', $exports_dir );
+	}
+}