diff --git a/tools/testing/selftests/kvm/x86_64/vmx_pmu_caps_test.c b/tools/testing/selftests/kvm/x86_64/vmx_pmu_caps_test.c
index 38aec88d733b..29aaa0419294 100644
--- a/tools/testing/selftests/kvm/x86_64/vmx_pmu_caps_test.c
+++ b/tools/testing/selftests/kvm/x86_64/vmx_pmu_caps_test.c
@@ -191,6 +191,16 @@ static void test_immutable_perf_capabilities(union perf_capabilities host_cap)
 			    val.lbr_format, host_cap.lbr_format);
 	}
 
+	/* Ditto for the PEBS format. */
+	for (val.pebs_format = 1; val.pebs_format; val.pebs_format++) {
+		if (val.pebs_format == host_cap.pebs_format)
+			continue;
+
+		r = _vcpu_set_msr(vcpu, MSR_IA32_PERF_CAPABILITIES, val.capabilities);
+		TEST_ASSERT(!r, "Bad PEBS FMT = 0x%x didn't fail, host = 0x%x",
+			    val.pebs_format, host_cap.pebs_format);
+	}
+
 	kvm_vm_free(vm);
 }