diff --git a/ale_linters/python/mypy.vim b/ale_linters/python/mypy.vim
index 1d4efe8..6884a9a 100644
--- a/ale_linters/python/mypy.vim
+++ b/ale_linters/python/mypy.vim
@@ -10,14 +10,22 @@ function! ale_linters#python#mypy#GetExecutable(buffer) abort
     return ale#python#FindExecutable(a:buffer, 'python_mypy', ['mypy'])
 endfunction
 
-function! ale_linters#python#mypy#GetCommand(buffer) abort
+" The directory to change to before running mypy
+function! s:GetDir(buffer) abort
     let l:project_root = ale#python#FindProjectRoot(a:buffer)
-    let l:cd_command = !empty(l:project_root)
-    \   ? ale#path#CdString(l:project_root)
-    \   : ''
+
+    return !empty(l:project_root)
+    \   ? l:project_root
+    \   : expand('#' . a:buffer . ':p:h')
+endfunction
+
+function! ale_linters#python#mypy#GetCommand(buffer) abort
+    let l:dir = s:GetDir(a:buffer)
     let l:executable = ale_linters#python#mypy#GetExecutable(a:buffer)
 
-    return l:cd_command
+    " We have to always switch to an explicit directory for a command so
+    " we can know with certainty the base path for the 'filename' keys below.
+    return ale#path#CdString(l:dir)
     \   . ale#Escape(l:executable)
     \   . ' --show-column-numbers '
     \   . ale#Var(a:buffer, 'python_mypy_options')
@@ -25,6 +33,7 @@ function! ale_linters#python#mypy#GetCommand(buffer) abort
 endfunction
 
 function! ale_linters#python#mypy#Handle(buffer, lines) abort
+    let l:dir = s:GetDir(a:buffer)
     " Look for lines like the following:
     "
     " file.py:4: error: No library stub file for module 'django.db'
@@ -34,17 +43,13 @@ function! ale_linters#python#mypy#Handle(buffer, lines) abort
     " file.py:4: note: (Stub files are from https://github.com/python/typeshed)
     let l:pattern = '\v^([a-zA-Z]?:?[^:]+):(\d+):?(\d+)?: (error|warning): (.+)$'
     let l:output = []
-    let l:buffer_filename = expand('#' . a:buffer . ':p')
 
     for l:match in ale#util#GetMatches(a:lines, l:pattern)
-        if l:buffer_filename[-len(l:match[1]):] isnot# l:match[1]
-            continue
-        endif
-
         call add(l:output, {
+        \   'filename': ale#path#GetAbsPath(l:dir, l:match[1]),
         \   'lnum': l:match[2] + 0,
         \   'col': l:match[3] + 0,
-        \   'type': l:match[4] =~# 'error' ? 'E' : 'W',
+        \   'type': l:match[4] is# 'error' ? 'E' : 'W',
         \   'text': l:match[5],
         \})
     endfor
diff --git a/test/handler/test_mypy_handler.vader b/test/handler/test_mypy_handler.vader
index c949b1a..d0cf91e 100644
--- a/test/handler/test_mypy_handler.vader
+++ b/test/handler/test_mypy_handler.vader
@@ -11,16 +11,39 @@ Execute(The mypy handler should parse lines correctly):
   AssertEqual
   \ [
   \   {
+  \     'lnum': 768,
+  \     'col': 38,
+  \     'filename': 'foo/bar/foo/bar/baz.py',
+  \     'type': 'E',
+  \     'text': 'Cannot determine type of ''SOME_SYMBOL''',
+  \   },
+  \   {
+  \     'lnum': 821,
+  \     'col': 38,
+  \     'filename': 'foo/bar/foo/bar/baz.py',
+  \     'type': 'E',
+  \     'text': 'Cannot determine type of ''SOME_SYMBOL''',
+  \   },
+  \   {
+  \     'lnum': 38,
+  \     'col': 44,
+  \     'filename': 'foo/bar/foo/bar/other.py',
+  \     'type': 'E',
+  \     'text': 'Cannot determine type of ''ANOTHER_SYMBOL''',
+  \   },
+  \   {
   \     'lnum': 15,
   \     'col': 3,
-  \     'text': 'Argument 1 to "somefunc" has incompatible type "int"; expected "str"',
+  \     'filename': 'foo/bar/foo/bar/__init__.py',
   \     'type': 'E',
+  \     'text': 'Argument 1 to "somefunc" has incompatible type "int"; expected "str"'
   \   },
   \   {
   \     'lnum': 72,
   \     'col': 1,
-  \     'text': 'Some warning',
+  \     'filename': 'foo/bar/foo/bar/__init__.py',
   \     'type': 'W',
+  \     'text': 'Some warning',
   \   },
   \ ],
   \ ale_linters#python#mypy#Handle(bufnr(''), [
@@ -47,8 +70,9 @@ Execute(The mypy handler should handle Windows names with spaces):
   \   {
   \     'lnum': 4,
   \     'col': 0,
-  \     'text': "No library stub file for module 'django.db'",
+  \     'filename': 'C:\something\with spaces.py',
   \     'type': 'E',
+  \     'text': 'No library stub file for module ''django.db''',
   \   },
   \ ],
   \ ale_linters#python#mypy#Handle(bufnr(''), [