Can't add group to Django user

I'm trying to add a group to a Django user, and I just can't do that. The code is very simple:

group = Group.objects.get(name='mygroup')   # Works
request.user.groups.add(group)              # No error

However, after the addition request.user.groups is auth.Group.None (just like it was before the addition).

I get exactly the same behavior if I add the user through the group:

group.user_set.add(user)

I'm running this code as part of a unit test, if that makes a difference.