diff --git a/homeassistant/components/dlna_dmr/media_player.py b/homeassistant/components/dlna_dmr/media_player.py
index d1485b4b6dc..bbe8f1c442b 100644
--- a/homeassistant/components/dlna_dmr/media_player.py
+++ b/homeassistant/components/dlna_dmr/media_player.py
@@ -163,11 +163,6 @@ class DlnaDmrEntity(MediaPlayerEntity):
 
     async def async_added_to_hass(self) -> None:
         """Handle addition."""
-        self._background_setup_task = self.hass.async_create_background_task(
-            self._async_setup(), f"dlna_dmr {self.name} setup"
-        )
-
-    async def _async_setup(self) -> None:
         # Update this entity when the associated config entry is modified
         if self.registry_entry and self.registry_entry.config_entry_id:
             config_entry = self.hass.config_entries.async_get_entry(
@@ -178,13 +173,6 @@ class DlnaDmrEntity(MediaPlayerEntity):
                 config_entry.add_update_listener(self.async_config_update_listener)
             )
 
-        # Try to connect to the last known location, but don't worry if not available
-        if not self._device:
-            try:
-                await self._device_connect(self.location)
-            except UpnpError as err:
-                _LOGGER.debug("Couldn't connect immediately: %r", err)
-
         # Get SSDP notifications for only this device
         self.async_on_remove(
             await ssdp.async_register_callback(
@@ -204,6 +192,18 @@ class DlnaDmrEntity(MediaPlayerEntity):
             )
         )
 
+        if not self._device:
+            self._background_setup_task = self.hass.async_create_background_task(
+                self._async_setup(), f"dlna_dmr {self.name} setup"
+            )
+
+    async def _async_setup(self) -> None:
+        # Try to connect to the last known location, but don't worry if not available
+        try:
+            await self._device_connect(self.location)
+        except UpnpError as err:
+            _LOGGER.debug("Couldn't connect immediately: %r", err)
+
     async def async_will_remove_from_hass(self) -> None:
         """Handle removal."""
         if self._background_setup_task:
diff --git a/tests/components/dlna_dmr/test_init.py b/tests/components/dlna_dmr/test_init.py
index f1c3151fb28..38160f117b4 100644
--- a/tests/components/dlna_dmr/test_init.py
+++ b/tests/components/dlna_dmr/test_init.py
@@ -6,6 +6,7 @@ from homeassistant.components import media_player
 from homeassistant.components.dlna_dmr.const import DOMAIN as DLNA_DOMAIN
 from homeassistant.core import HomeAssistant
 from homeassistant.helpers import entity_registry as er
+from homeassistant.helpers.entity_component import async_update_entity
 from homeassistant.setup import async_setup_component
 
 from tests.common import MockConfigEntry
@@ -31,6 +32,10 @@ async def test_resource_lifecycle(
     )
     assert len(entries) == 1
     entity_id = entries[0].entity_id
+
+    await async_update_entity(hass, entity_id)
+    await hass.async_block_till_done()
+
     mock_state = hass.states.get(entity_id)
     assert mock_state is not None
     assert mock_state.state == media_player.STATE_IDLE
diff --git a/tests/components/dlna_dmr/test_media_player.py b/tests/components/dlna_dmr/test_media_player.py
index 51128b161fb..e19d9170122 100644
--- a/tests/components/dlna_dmr/test_media_player.py
+++ b/tests/components/dlna_dmr/test_media_player.py
@@ -216,6 +216,9 @@ async def test_setup_entry_no_options(
     """
     config_entry_mock.options = MappingProxyType({})
     mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
+
     mock_state = hass.states.get(mock_entity_id)
     assert mock_state is not None
 
@@ -285,6 +288,8 @@ async def test_setup_entry_with_options(
         }
     )
     mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     mock_state = hass.states.get(mock_entity_id)
     assert mock_state is not None
 
@@ -343,8 +348,9 @@ async def test_setup_entry_mac_address(
     dmr_device_mock: Mock,
 ) -> None:
     """Entry with a MAC address will set up and set the device registry connection."""
-    await setup_mock_component(hass, config_entry_mock)
-
+    mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     # Check the device registry connections for MAC address
     dev_reg = async_get_dr(hass)
     device = dev_reg.async_get_device(
@@ -363,8 +369,9 @@ async def test_setup_entry_no_mac_address(
     dmr_device_mock: Mock,
 ) -> None:
     """Test setting up an entry without a MAC address will succeed."""
-    await setup_mock_component(hass, config_entry_mock_no_mac)
-
+    mock_entity_id = await setup_mock_component(hass, config_entry_mock_no_mac)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     # Check the device registry connections does not include the MAC address
     dev_reg = async_get_dr(hass)
     device = dev_reg.async_get_device(
@@ -382,6 +389,8 @@ async def test_event_subscribe_failure(
     dmr_device_mock.async_subscribe_services.side_effect = UpnpError
 
     mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     mock_state = hass.states.get(mock_entity_id)
     assert mock_state is not None
 
@@ -412,6 +421,8 @@ async def test_event_subscribe_rejected(
     dmr_device_mock.async_subscribe_services.side_effect = UpnpResponseError(status=501)
 
     mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     mock_state = hass.states.get(mock_entity_id)
     assert mock_state is not None
 
@@ -432,6 +443,8 @@ async def test_available_device(
 ) -> None:
     """Test a DlnaDmrEntity with a connected DmrDevice."""
     # Check hass device information is filled in
+    await async_update_entity(hass, mock_entity_id)
+    await hass.async_block_till_done()
     dev_reg = async_get_dr(hass)
     device = dev_reg.async_get_device(
         connections={(CONNECTION_UPNP, MOCK_DEVICE_UDN)},
@@ -1366,6 +1379,7 @@ async def test_become_available(
     # Cause connection attempts to fail before adding entity
     domain_data_mock.upnp_factory.async_create_device.side_effect = UpnpConnectionError
     mock_entity_id = await setup_mock_component(hass, config_entry_mock)
+    await async_update_entity(hass, mock_entity_id)
     mock_state = hass.states.get(mock_entity_id)
     assert mock_state is not None
     assert mock_state.state == ha_const.STATE_UNAVAILABLE