conftest.py

import asyncio
import pytest

@pytest.hookimpl(hookwrapper=True)
def pytest_fixture_setup(fixturedef, request):
    outcome = yield
    coro = outcome.result
    if asyncio.iscoroutine(coro):
        event_loop = request.getfixturevalue('event_loop')
        result = event_loop.run_until_complete(coro)
        try:
            result, finalizer = result
        except (TypeError, ValueError):
            finalizer = None

        cr = fixturedef.cached_result
        fixturedef.cached_result = result, cr[1], cr[2]
        if finalizer is not None:
            fixturedef.addfinalizer(
                lambda: event_loop.run_until_complete(finalizer())
            )

        outcome.result = result
    return outcome

output

pytest test_foo.py -s
============================================================================== test session starts ===============================================================================
platform darwin -- Python 3.5.2, pytest-3.0.5, py-1.4.31, pluggy-0.4.0
rootdir: /Users/malinoff/Projects/opensource/celery/amqproto, inifile:
plugins: cov-2.4.0, asyncio-0.5.0
collected 2 items

test_foo.py ..finalizer called


============================================================================ 2 passed in 0.01 seconds ============================================================================

test_foo.py

import pytest

@pytest.fixture()
async def foo():
   return 'foo'


@pytest.fixture()
async def foo_with_finalizer():
    async def finalizer():
        print('finalizer called')
    return 'foo', finalizer


def test_foo(foo):
    assert foo == 'foo'


def test_foo_with_finalizer(foo_with_finalizer):
    assert foo_with_finalizer == 'foo'