diff --git a/rdflib/graph.py b/rdflib/graph.py
index a8b1593ea..aaacc2d32 100644
--- a/rdflib/graph.py
+++ b/rdflib/graph.py
@@ -2205,7 +2205,7 @@ def parse(
         file: Optional[Union[BinaryIO, TextIO]] = None,
         data: Optional[Union[str, bytes]] = None,
         **args: Any,
-    ) -> Graph:
+    ) -> "ConjunctiveGraph":
         """
         Parse source adding the resulting triples to its own context (sub graph
         of this graph).
@@ -2261,8 +2261,7 @@ def parse(
 
         context = self.default_context
         context.parse(source, publicID=publicID, format=format, **args)
-        # TODO: FIXME: This should not return context, but self.
-        return context
+        return self
 
     def __reduce__(self) -> Tuple[Type[Graph], Tuple[Store, _ContextIdentifierType]]:
         return ConjunctiveGraph, (self.store, self.identifier)
@@ -2465,7 +2464,7 @@ def parse(
         file: Optional[Union[BinaryIO, TextIO]] = None,
         data: Optional[Union[str, bytes]] = None,
         **args: Any,
-    ) -> Graph:
+    ) -> "Dataset":
         """
         Parse an RDF source adding the resulting triples to the Graph.
 
@@ -2501,8 +2500,11 @@ def parse(
         c = ConjunctiveGraph.parse(
             self, source, publicID, format, location, file, data, **args
         )
-        self.graph(c)
-        return c
+
+        for context in c.contexts():
+            self.graph(context)
+
+        return self
 
     def add_graph(
         self, g: Optional[Union[_ContextIdentifierType, _ContextType, str]]
diff --git a/rdflib/plugins/parsers/nquads.py b/rdflib/plugins/parsers/nquads.py
index 51a6c65b1..5f3e791b8 100644
--- a/rdflib/plugins/parsers/nquads.py
+++ b/rdflib/plugins/parsers/nquads.py
@@ -7,7 +7,7 @@
 >>> g = ConjunctiveGraph()
 >>> data = open("test/data/nquads.rdflib/example.nquads", "rb")
 >>> g.parse(data, format="nquads") # doctest:+ELLIPSIS
-<Graph identifier=... (<class 'rdflib.graph.Graph'>)>
+<Graph identifier=... (<class 'rdflib.graph.ConjunctiveGraph'>)>
 >>> assert len(g.store) == 449
 >>> # There should be 16 separate contexts
 >>> assert len([x for x in g.store.contexts()]) == 16
diff --git a/test/test_conjunctivegraph/test_conjunctive_graph.py b/test/test_conjunctivegraph/test_conjunctive_graph.py
index 19992a064..9d341b895 100644
--- a/test/test_conjunctivegraph/test_conjunctive_graph.py
+++ b/test/test_conjunctivegraph/test_conjunctive_graph.py
@@ -2,6 +2,7 @@
 Tests for ConjunctiveGraph that do not depend on the underlying store
 """
 
+from io import StringIO
 import pytest
 
 from rdflib import ConjunctiveGraph, Graph
@@ -76,3 +77,21 @@ def check(kws):
 @pytest.mark.parametrize("checker, kws", get_graph_ids_tests())
 def test_graph_ids(checker, kws):
     checker(kws)
+
+
+def test_parse_return_type():
+    g = ConjunctiveGraph()
+    g.parse(data=DATA, format="turtle")
+    assert type(g) is ConjunctiveGraph
+
+    g = ConjunctiveGraph()
+    g = g.parse(data=DATA, format="turtle")
+    assert type(g) is ConjunctiveGraph
+
+    g = ConjunctiveGraph()
+    g.parse(source=StringIO(DATA), format="turtle")
+    assert type(g) is ConjunctiveGraph
+
+    g = ConjunctiveGraph()
+    g = g.parse(source=StringIO(DATA), format="turtle")
+    assert type(g) is ConjunctiveGraph
diff --git a/test/test_dataset/test_dataset.py b/test/test_dataset/test_dataset.py
index a6e005c08..3de81f329 100644
--- a/test/test_dataset/test_dataset.py
+++ b/test/test_dataset/test_dataset.py
@@ -1,6 +1,7 @@
 import os
 import shutil
 import tempfile
+from io import StringIO
 from test.data import CONTEXT1, LIKES, PIZZA, TAREK
 from test.utils.namespace import EGSCHEME
 
@@ -24,6 +25,9 @@
 
 HOST = "http://localhost:3030"
 DB = "/db/"
+DATA = """
+<http://example.org/record/1> a <http://xmlns.com/foaf/0.1/Document> .
+"""
 
 pluginstores = []
 
@@ -261,3 +265,21 @@ def test_subgraph_without_identifier() -> None:
     ) == ("genid", genid_prefix)
 
     assert f"{subgraph.identifier}".startswith(genid_prefix)
+
+
+def test_parse_return_type():
+    g = Dataset()
+    g.parse(data=DATA, format="turtle")
+    assert type(g) is Dataset
+
+    g = Dataset()
+    g = g.parse(data=DATA, format="turtle")
+    assert type(g) is Dataset
+
+    g = Dataset()
+    g.parse(source=StringIO(DATA), format="turtle")
+    assert type(g) is Dataset
+
+    g = Dataset()
+    g = g.parse(source=StringIO(DATA), format="turtle")
+    assert type(g) is Dataset