diff --git a/confuse/templates.py b/confuse/templates.py
index 0281d30..87e0c34 100644
--- a/confuse/templates.py
+++ b/confuse/templates.py
@@ -324,11 +324,11 @@ class Choice(Template[T], Generic[T, K]):
     see :meth:`__init__` for usage.
     """
 
-    choices: abc.Sequence[T] | dict[K, T] | type[T]
+    choices: abc.Sequence[T] | abc.Set[T] | dict[K, T] | type[T]
 
     def __init__(
         self,
-        choices: abc.Sequence[T] | dict[K, T] | type[T],
+        choices: abc.Sequence[T] | abc.Set[T] | dict[K, T] | type[T],
         default: T | _Required = REQUIRED,
     ) -> None:
         """Create a template that validates any of the values from the
@@ -345,7 +345,9 @@ def __init__(
 
     @singledispatchmethod
     def convert_choices(
-        self, choices: abc.Sequence[T] | dict[K, T] | type[T], value: str
+        self,
+        choices: abc.Sequence[T] | abc.Set[T] | dict[K, T] | type[T],
+        value: str,
     ) -> T:
         raise NotImplementedError
 
@@ -361,8 +363,16 @@ def _(self, choices: dict[K, T], value: K) -> T:
     def _(self, choices: abc.Sequence[T], value: T) -> T:
         return choices[choices.index(value)]
 
+    @convert_choices.register(abc.Set)
+    def _(self, choices: abc.Set[T], value: T) -> T:
+        if value not in choices:
+            raise ValueError(value)
+        return value
+
     @singledispatchmethod
-    def format_choices(self, choices: abc.Sequence[T] | enum.Enum) -> list[str]:
+    def format_choices(
+        self, choices: abc.Sequence[T] | abc.Set[T] | enum.Enum
+    ) -> list[str]:
         raise NotImplementedError
 
     @format_choices.register(type)
@@ -370,6 +380,7 @@ def _(self, choices: type[enum.Enum]) -> list[str]:
         return [c.value for c in choices]
 
     @format_choices.register(abc.Sequence)
+    @format_choices.register(abc.Set)
     @format_choices.register(Mapping)
     def _(self, choices: Iterable[T]) -> list[str]:
         return list(map(str, choices))
diff --git a/docs/changelog.rst b/docs/changelog.rst
index 47f3c4b..7e4b224 100644
--- a/docs/changelog.rst
+++ b/docs/changelog.rst
@@ -4,6 +4,10 @@ Changelog
 Unreleased
 ----------
 
+- Fix `Choice` rejecting `set` and `frozenset` choices with `NotImplementedError`,
+  which regressed in v2.2.0.
+  [#192](https://github.com/beetbox/confuse/issues/192)
+
 v2.2.1
 ------
 
diff --git a/test/test_valid.py b/test/test_valid.py
index 1b5be61..97465f6 100644
--- a/test/test_valid.py
+++ b/test/test_valid.py
@@ -257,6 +257,26 @@ def test_validate_bad_choice_in_dict(self):
         with pytest.raises(confuse.ConfigValueError):
             config["foo"].get(confuse.Choice({2: "two", 4: "four"}))
 
+    def test_validate_good_choice_in_set(self):
+        config = _root({"foo": 2})
+        valid = config["foo"].get(confuse.Choice({1, 2, 4, 8, 16}))
+        assert valid == 2
+
+    def test_validate_bad_choice_in_set(self):
+        config = _root({"foo": 3})
+        with pytest.raises(confuse.ConfigValueError):
+            config["foo"].get(confuse.Choice({1, 2, 4, 8, 16}))
+
+    def test_validate_good_choice_in_frozenset(self):
+        config = _root({"foo": 2})
+        valid = config["foo"].get(confuse.Choice(frozenset({1, 2, 4, 8, 16})))
+        assert valid == 2
+
+    def test_validate_bad_choice_in_frozenset(self):
+        config = _root({"foo": 3})
+        with pytest.raises(confuse.ConfigValueError):
+            config["foo"].get(confuse.Choice(frozenset({1, 2, 4, 8, 16})))
+
 
 class OneOfTest(unittest.TestCase):
     def test_default_value(self):