diff --git a/docs/cmdline-opts/styled-output.d b/docs/cmdline-opts/styled-output.d
index 20e0114053..45b36e4c0f 100644
--- a/docs/cmdline-opts/styled-output.d
+++ b/docs/cmdline-opts/styled-output.d
@@ -11,5 +11,8 @@ Multi: boolean
 Enables the automatic use of bold font styles when writing HTTP headers to the
 terminal. Use --no-styled-output to switch them off.
 
+Styled output requires a terminal that supports bold fonts. This feature is
+not present on curl for Windows due to lack of this capability.
+
 This option is global and does not need to be specified for each use of
 --next.