diff --git a/changelog/5333.bugfix.rst b/changelog/5333.bugfix.rst
new file mode 100644
index 000000000..ac1d79585
--- /dev/null
+++ b/changelog/5333.bugfix.rst
@@ -0,0 +1 @@
+Fix regression with ``--lf`` not re-running all tests with known failures from non-selected tests.
diff --git a/src/_pytest/cacheprovider.py b/src/_pytest/cacheprovider.py
index 3eaf7de28..045248cb7 100755
--- a/src/_pytest/cacheprovider.py
+++ b/src/_pytest/cacheprovider.py
@@ -164,28 +164,27 @@ class LFPlugin(object):
     def last_failed_paths(self):
         """Returns a set with all Paths()s of the previously failed nodeids (cached).
         """
-        result = getattr(self, "_last_failed_paths", None)
-        if result is None:
+        try:
+            return self._last_failed_paths
+        except AttributeError:
             rootpath = Path(self.config.rootdir)
             result = {rootpath / nodeid.split("::")[0] for nodeid in self.lastfailed}
+            result = {x for x in result if x.exists()}
             self._last_failed_paths = result
-        return result
+            return result
 
     def pytest_ignore_collect(self, path):
         """
         Ignore this file path if we are in --lf mode and it is not in the list of
         previously failed files.
         """
-        if (
-            self.active
-            and self.config.getoption("lf")
-            and path.isfile()
-            and self.lastfailed
-        ):
-            skip_it = Path(path) not in self.last_failed_paths()
-            if skip_it:
-                self._skipped_files += 1
-            return skip_it
+        if self.active and self.config.getoption("lf") and path.isfile():
+            last_failed_paths = self.last_failed_paths()
+            if last_failed_paths:
+                skip_it = Path(path) not in self.last_failed_paths()
+                if skip_it:
+                    self._skipped_files += 1
+                return skip_it
 
     def pytest_report_collectionfinish(self):
         if self.active and self.config.getoption("verbose") >= 0:
@@ -234,19 +233,15 @@ class LFPlugin(object):
                     items[:] = previously_failed + previously_passed
 
                 noun = "failure" if self._previously_failed_count == 1 else "failures"
-                if self._skipped_files > 0:
-                    files_noun = "file" if self._skipped_files == 1 else "files"
-                    skipped_files_msg = " (skipped {files} {files_noun})".format(
-                        files=self._skipped_files, files_noun=files_noun
-                    )
-                else:
-                    skipped_files_msg = ""
                 suffix = " first" if self.config.getoption("failedfirst") else ""
-                self._report_status = "rerun previous {count} {noun}{suffix}{skipped_files}".format(
-                    count=self._previously_failed_count,
-                    suffix=suffix,
-                    noun=noun,
-                    skipped_files=skipped_files_msg,
+                self._report_status = "rerun previous {count} {noun}{suffix}".format(
+                    count=self._previously_failed_count, suffix=suffix, noun=noun
+                )
+
+            if self._skipped_files > 0:
+                files_noun = "file" if self._skipped_files == 1 else "files"
+                self._report_status += " (skipped {files} {files_noun})".format(
+                    files=self._skipped_files, files_noun=files_noun
                 )
         else:
             self._report_status = "no previously failed tests, "
diff --git a/testing/test_cacheprovider.py b/testing/test_cacheprovider.py
index 5024701f1..6de0b3129 100644
--- a/testing/test_cacheprovider.py
+++ b/testing/test_cacheprovider.py
@@ -832,6 +832,48 @@ class TestLastFailed(object):
             ]
         )
 
+    def test_lastfailed_with_known_failures_not_being_selected(self, testdir):
+        testdir.makepyfile(
+            **{
+                "pkg1/test_1.py": """def test_1(): assert 0""",
+                "pkg1/test_2.py": """def test_2(): pass""",
+            }
+        )
+        result = testdir.runpytest()
+        result.stdout.fnmatch_lines(["collected 2 items", "* 1 failed, 1 passed in *"])
+
+        py.path.local("pkg1/test_1.py").remove()
+        result = testdir.runpytest("--lf")
+        result.stdout.fnmatch_lines(
+            [
+                "collected 1 item",
+                "run-last-failure: 1 known failures not in selected tests",
+                "* 1 passed in *",
+            ]
+        )
+
+        # Recreate file with known failure.
+        testdir.makepyfile(**{"pkg1/test_1.py": """def test_1(): assert 0"""})
+        result = testdir.runpytest("--lf")
+        result.stdout.fnmatch_lines(
+            [
+                "collected 1 item",
+                "run-last-failure: rerun previous 1 failure (skipped 1 file)",
+                "* 1 failed in *",
+            ]
+        )
+
+        # Remove/rename test.
+        testdir.makepyfile(**{"pkg1/test_1.py": """def test_renamed(): assert 0"""})
+        result = testdir.runpytest("--lf")
+        result.stdout.fnmatch_lines(
+            [
+                "collected 1 item",
+                "run-last-failure: 1 known failures not in selected tests (skipped 1 file)",
+                "* 1 failed in *",
+            ]
+        )
+
 
 class TestNewFirst(object):
     def test_newfirst_usecase(self, testdir):