diff --git a/setuptools/package_index.py b/setuptools/package_index.py
index 1a6abebcda..e51d51de6d 100644
--- a/setuptools/package_index.py
+++ b/setuptools/package_index.py
@@ -822,6 +822,10 @@ def _download_url(self, url, tmpdir):
 
         filename = os.path.join(tmpdir, name)
 
+        # ensure path resolves within the tmpdir
+        if not filename.startswith(str(tmpdir)):
+            raise ValueError(f"Invalid filename {filename}")
+
         return self._download_vcs(url, filename) or self._download_other(url, filename)
 
     @staticmethod