Conditional independence (CI) testing is frequently used in data analysis and machine learning for various scientific fields and it forms the basis of constraint-based causal discovery. Oftentimes, CI testing relies on strong, rather unrealistic assumptions. One of these assumptions is homoskedasticity, in other words, a constant conditional variance is assumed. We frame heteroskedasticity in a structural causal model framework and present an adaptation of the partial correlation CI test that works well in the presence of heteroskedastic noise, given that expert knowledge about the heteroskedastic relationships is available. Further, we provide theoretical consistency results for the proposed CI test which carry over to causal discovery under certain assumptions.