diff --git a/activesupport/CHANGELOG.md b/activesupport/CHANGELOG.md
index ddcb6b7026..a185b6f7ff 100644
--- a/activesupport/CHANGELOG.md
+++ b/activesupport/CHANGELOG.md
@@ -1,3 +1,11 @@
+*   `Time#change` and methods that call it (eg. `Time#advance`) will now
+    return a `Time` with the timezone argument provided, if the caller was
+    initialized with a timezone argument.
+
+    Fixes [#42467](https://github.com/rails/rails/issues/42467).
+
+    *Alex Ghiculescu*
+
 *   Allow serializing any module or class to JSON by name
 
     *Tyler Rick*, *Zachary Scott*
diff --git a/activesupport/lib/active_support/core_ext/time/calculations.rb b/activesupport/lib/active_support/core_ext/time/calculations.rb
index 2afbc2adb9..df9103327a 100644
--- a/activesupport/lib/active_support/core_ext/time/calculations.rb
+++ b/activesupport/lib/active_support/core_ext/time/calculations.rb
@@ -159,6 +159,8 @@ class Time
       ::Time.new(new_year, new_month, new_day, new_hour, new_min, new_sec, new_offset)
     elsif utc?
       ::Time.utc(new_year, new_month, new_day, new_hour, new_min, new_sec)
+    elsif zone&.respond_to?(:utc_to_local)
+      ::Time.new(new_year, new_month, new_day, new_hour, new_min, new_sec, zone)
     elsif zone
       ::Time.local(new_year, new_month, new_day, new_hour, new_min, new_sec)
     else
diff --git a/activesupport/test/core_ext/time_ext_test.rb b/activesupport/test/core_ext/time_ext_test.rb
index 10ef69bd60..3c28310940 100644
--- a/activesupport/test/core_ext/time_ext_test.rb
+++ b/activesupport/test/core_ext/time_ext_test.rb
@@ -483,6 +483,14 @@ class TimeExtCalculationsTest < ActiveSupport::TestCase
     assert_equal Time.local(2005, 2, 28, 20, 22, 19), Time.local(2005, 2, 28, 15, 15, 10).advance(hours: 5, minutes: 7, seconds: 9)
     assert_equal Time.local(2005, 2, 28, 10, 8, 1), Time.local(2005, 2, 28, 15, 15, 10).advance(hours: -5, minutes: -7, seconds: -9)
     assert_equal Time.local(2013, 10, 17, 20, 22, 19), Time.local(2005, 2, 28, 15, 15, 10).advance(years: 7, months: 19, weeks: 2, days: 5, hours: 5, minutes: 7, seconds: 9)
+
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00"), Time.new(2021, 5, 29, 0, 0, 0, ActiveSupport::TimeZone["Moscow"])
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00").advance(seconds: 60), Time.new(2021, 5, 29, 0, 0, 0, ActiveSupport::TimeZone["Moscow"]).advance(seconds: 60)
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00").advance(days: 3), Time.new(2021, 5, 29, 0, 0, 0, ActiveSupport::TimeZone["Moscow"]).advance(days: 3)
+
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00"), ActiveSupport::TimeZone["Moscow"].local(2021, 5, 29, 0, 0, 0)
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00").advance(seconds: 60), ActiveSupport::TimeZone["Moscow"].local(2021, 5, 29, 0, 0, 0).advance(seconds: 60)
+    assert_equal Time.new(2021, 5, 29, 0, 0, 0, "+03:00").advance(days: 3), ActiveSupport::TimeZone["Moscow"].local(2021, 5, 29, 0, 0, 0).advance(days: 3)
   end
 
   def test_utc_advance