diff --git a/.github/workflows/rc.yaml b/.github/workflows/rc.yaml
index 810ab2c6..11df6d7f 100644
--- a/.github/workflows/rc.yaml
+++ b/.github/workflows/rc.yaml
@@ -156,7 +156,7 @@ jobs:
       - name: Setup Python
         uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
         with:
-          python-version: 3
+          python-version: 3.13  # PythonNet isn't compatible with 3.14 yet (https://github.com/pythonnet/pythonnet/issues/2610)
       - name: Download
         uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
         with:
diff --git a/.github/workflows/test.yaml b/.github/workflows/test.yaml
index 69215886..c630334a 100644
--- a/.github/workflows/test.yaml
+++ b/.github/workflows/test.yaml
@@ -74,7 +74,7 @@ jobs:
       - name: Setup Python
         uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
         with:
-          python-version: 3
+          python-version: 3.13  # PythonNet isn't compatible with 3.14 yet (https://github.com/pythonnet/pythonnet/issues/2610)
       - name: Checkout
         uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       - name: Build
diff --git a/test/Apache.Arrow.Tests/CDataInterfacePythonTests.cs b/test/Apache.Arrow.Tests/CDataInterfacePythonTests.cs
index ebd89cce..42760616 100644
--- a/test/Apache.Arrow.Tests/CDataInterfacePythonTests.cs
+++ b/test/Apache.Arrow.Tests/CDataInterfacePythonTests.cs
@@ -79,16 +79,16 @@ public CDataSchemaPythonTest(PythonNet pythonNet)
         {
             if (!pythonNet.Initialized)
             {
-                Skip.If(pythonNet.VersionMismatch, "VM has incompatible version of Python installed; skipping C Data Interface tests.");
+                var errorReason = pythonNet.VersionMismatch ? "Python version is incompatible with PythonNet" : "PYTHONNET_PYDLL not set";
 
                 bool inCIJob = Environment.GetEnvironmentVariable("GITHUB_ACTIONS") == "true";
                 bool inVerificationJob = Environment.GetEnvironmentVariable("TEST_CSHARP") == "1";
 
                 // Skip these tests if this is not in CI or is a verification job and PythonNet couldn't be initialized
-                Skip.If(inVerificationJob || !inCIJob, "PYTHONNET_PYDLL not set; skipping C Data Interface tests.");
+                Skip.If(inVerificationJob || !inCIJob, $"{errorReason}; skipping C Data Interface tests.");
 
                 // Otherwise throw
-                throw new Exception("PYTHONNET_PYDLL not set; cannot run C Data Interface tests.");
+                throw new Exception($"{errorReason}; cannot run C Data Interface tests.");
             }
         }