diff --git a/docs/async.md b/docs/async.md
index e22a2907..1138c30c 100644
--- a/docs/async.md
+++ b/docs/async.md
@@ -53,6 +53,9 @@ async with httpx.AsyncClient() as client:
     ...
 ```
 
+!!! warning
+In order to get the most benefit from connection pooling, make sure you're not instantiating multiple client instances - for example by using `async with` inside a "hot loop". This can be achieved either by having a single scoped client that's passed throughout wherever it's needed, or by having a single global client instance.
+
 Alternatively, use `await client.aclose()` if you want to close a client explicitly:
 
 ```python