diff --git a/docs/cmdline-opts/compressed.md b/docs/cmdline-opts/compressed.md
index 35bbab8139..57cf8a936b 100644
--- a/docs/cmdline-opts/compressed.md
+++ b/docs/cmdline-opts/compressed.md
@@ -25,3 +25,6 @@ content is (still) compressed; while in fact it has already been decompressed.
 If this option is used and the server sends an unsupported encoding, curl
 reports an error. This is a request, not an order; the server may or may not
 deliver data compressed.
+
+Warning: when decompressing data, even tiny transfers might be expanded and
+generate a huge amount of bytes.