diff --git a/docs/source/nn.init.rst b/docs/source/nn.init.rst
index a980f16f5f6d..a2a2d0bc3725 100644
--- a/docs/source/nn.init.rst
+++ b/docs/source/nn.init.rst
@@ -6,6 +6,11 @@
 torch.nn.init
 =============
 
+.. warning::
+    All the functions in this module are intended to be used to initialize neural network
+    parameters, so they all run in :func:`torch.no_grad` mode and will not be taken into
+    account by autograd.
+
 .. currentmodule:: torch.nn.init
 .. autofunction:: calculate_gain
 .. autofunction:: uniform_