diff --git a/changelog/4255.doc.rst b/changelog/4255.doc.rst
new file mode 100644
index 000000000..673027cf5
--- /dev/null
+++ b/changelog/4255.doc.rst
@@ -0,0 +1 @@
+Added missing documentation about the fact that module names passed to filter warnings are not regex-escaped.
diff --git a/doc/en/reference.rst b/doc/en/reference.rst
index 632bb4e36..da53e7fea 100644
--- a/doc/en/reference.rst
+++ b/doc/en/reference.rst
@@ -117,6 +117,7 @@ Add warning filters to marked test items.
         A *warning specification string*, which is composed of contents of the tuple ``(action, message, category, module, lineno)``
         as specified in `The Warnings filter <https://docs.python.org/3/library/warnings.html#warning-filter>`_ section of
         the Python documentation, separated by ``":"``. Optional fields can be omitted.
+        Module names passed for filtering are not regex-escaped.
 
         For example: