Paul Serrato, federal prisoner # 35535-180, moves for leave to proceed in forma pauperis (IFP) in his appeal from the district court’s denial of his motion asking it to recommend that the Bureau of Prisons run his federal sentence concurrently with his state sentence. Serrato contends that a district court is authorized to make such a recommendation, relying on Setser v. United States, — U.S.—, —-—, 132 S.Ct. 1463, 1468-70, 182 L.Ed.2d 455 (2012).

In Setser, the Court held that, when a state sentence is not imposed until after a federal sentencing hearing is held, a dis *309 trict court nevertheless has discretion to order that the federal sentence run consecutively to the anticipated state sentence. Id. at 1473. Therefore, Setser does not provide Serrato with a basis for relief.

“Section 2241 [of Title 28] is the proper procedural vehicle if a prisoner challenges the execution of his sentence rather than the validity of his conviction and sentence.” Gallegos-Hernandez v. United States, 688 F.3d 190, 194 (5th Cir. 2012) (internal quotation marks and citation omitted). As a § 2241 petition must be filed in the district where the prisoner is held, see § 2241(a); Setser, 132 S.Ct. at 1473, and Serrato is incarcerated in California, the district court lacked jurisdiction to entertain a § 2241 claim seeking a sentence credit. Serrato has provided no authority for his assertion that the district court otherwise erred in denying his motion.

Serrato has not shown that there is a nonfrivolous issue for appeal. See Baugh v. Taylor, 117 F.3d 197, 202 (5th Cir. 1997); Howard v. King, 707 F.2d 215, 220 (5th Cir. 1983). Accordingly, his motion for leave to proceed IFP on appeal is DENIED, and the appeal is DISMISSED as frivolous. See 5th Cir. R. 42.2; Baugh, 117 F.3d at 202 & n. 24.