Ok, I figured out a solution that seems to be quite elegant, not so verbose and easy to achieve : using namespace boost::unit_test; class DataSet { public : DataSet( /* params */ ) { /* setup single data set */ } ~DataSet( ) { /* teardown single data set */ } /* some fields */ } void testMethod( DataSet* data ) { /* do something with method that's being tested. Use data somehow */ BOOST_CHECK( /* assertion */ ); } BOOST_AUTO_TEST_CASE( TestNameFirstDataSet ) { DataSet dataSet( /* params for first data set */ ); testMethod( dataSet ); } BOOST_AUTO_TEST_CASE( TestNameSecondDataSet ) { DataSet dataSet( /* params for second data set */ ); testMethod( dataSet ); } It's so simple that I wonder why didn't I figure it out right away. It doesn't require extra lines of code (dataSet has to be created somewhere anyway), it even allows to get rid of DataProvider class. Also there is no problem of spliting the tests into many files (I think this could be problematic if I had used global fixture, since all the data sets would have to be defined in one file). Any bad sides of this approach? Jan