diff --git a/docs/topics/downloader-middleware.rst b/docs/topics/downloader-middleware.rst
index 06e614941..ae84b54fb 100644
--- a/docs/topics/downloader-middleware.rst
+++ b/docs/topics/downloader-middleware.rst
@@ -207,6 +207,11 @@ CookiesMiddleware
       a warning. Refer to :ref:`topics-logging-advanced-customization`
       to customize the logging behaviour.
 
+   .. caution:: Cookies set via the ``Cookie`` header are not considered by the
+      :ref:`cookies-mw`. If you need to set cookies for a request, use the
+      :class:`Request.cookies <scrapy.http.Request>` parameter. This is a known
+      current limitation that is being worked on.
+
 The following settings can be used to configure the cookie middleware:
 
 * :setting:`COOKIES_ENABLED`
diff --git a/docs/topics/request-response.rst b/docs/topics/request-response.rst
index 30b1945d0..f3aaa2c8f 100644
--- a/docs/topics/request-response.rst
+++ b/docs/topics/request-response.rst
@@ -61,6 +61,12 @@ Request objects
     :param headers: the headers of this request. The dict values can be strings
        (for single valued headers) or lists (for multi-valued headers). If
        ``None`` is passed as value, the HTTP header will not be sent at all.
+
+        .. caution:: Cookies set via the ``Cookie`` header are not considered by the
+            :ref:`cookies-mw`. If you need to set cookies for a request, use the
+            :class:`Request.cookies <scrapy.http.Request>` parameter. This is a known
+            current limitation that is being worked on.
+
     :type headers: dict
 
     :param cookies: the request cookies. These can be sent in two forms.
@@ -102,6 +108,12 @@ Request objects
             )
 
         For more info see :ref:`cookies-mw`.
+
+        .. caution:: Cookies set via the ``Cookie`` header are not considered by the
+            :ref:`cookies-mw`. If you need to set cookies for a request, use the
+            :class:`Request.cookies <scrapy.http.Request>` parameter. This is a known
+            current limitation that is being worked on.
+
     :type cookies: dict or list
 
     :param encoding: the encoding of this request (defaults to ``'utf-8'``).
diff --git a/docs/topics/settings.rst b/docs/topics/settings.rst
index 06234c5d9..71331c841 100644
--- a/docs/topics/settings.rst
+++ b/docs/topics/settings.rst
@@ -352,6 +352,11 @@ Default::
 The default headers used for Scrapy HTTP Requests. They're populated in the
 :class:`~scrapy.downloadermiddlewares.defaultheaders.DefaultHeadersMiddleware`.
 
+.. caution:: Cookies set via the ``Cookie`` header are not considered by the
+    :ref:`cookies-mw`. If you need to set cookies for a request, use the
+    :class:`Request.cookies <scrapy.http.Request>` parameter. This is a known
+    current limitation that is being worked on.
+
 .. setting:: DEPTH_LIMIT
 
 DEPTH_LIMIT