diff --git a/docs/compatibility.md b/docs/compatibility.md
index 89235b12..c827f352 100644
--- a/docs/compatibility.md
+++ b/docs/compatibility.md
@@ -64,6 +64,12 @@ is generally equivalent to
 client = httpx.Client(**kwargs)
 ```
 
+## Request instantiation
+
+There is no notion of [prepared requests](https://requests.readthedocs.io/en/stable/user/advanced/#prepared-requests) in HTTPX. If you need to customize request instantiation, see [Request instances](/advanced#request-instances).
+
+Besides, `httpx.Request()` does not support the `auth`, `timeout`, `allow_redirects`, `proxies`, `verify` and `cert` parameters. However these are available in `httpx.request`, `httpx.get`, `httpx.post` etc., as well as on [`Client` instances](/advanced#client-instances).
+
 ## Mocking
 
 If you need to mock HTTPX the same way that test utilities like `responses` and `requests-mock` does for `requests`, see [RESPX](https://github.com/lundberg/respx).