diff --git a/Doc/c-api/exceptions.rst b/Doc/c-api/exceptions.rst
index a042c6e..cd6df00 100644
--- a/Doc/c-api/exceptions.rst
+++ b/Doc/c-api/exceptions.rst
@@ -374,6 +374,8 @@
    own a reference to the return value, so you do not need to :c:func:`Py_DECREF`
    it.
 
+   The caller must hold the GIL.
+
    .. note::
 
       Do not compare the return value to a specific exception; use