diff --git a/docs/cache.txt b/docs/cache.txt
index 62fec289b9..1795345ed9 100644
--- a/docs/cache.txt
+++ b/docs/cache.txt
@@ -233,7 +233,10 @@ The cache middleware caches every page that doesn't have GET or POST
 parameters. Optionally, if the ``CACHE_MIDDLEWARE_ANONYMOUS_ONLY`` setting is
 ``True``, only anonymous requests (i.e., not those made by a logged-in user)
 will be cached. This is a simple and effective way of disabling caching for any
-user-specific pages (include Django's admin interface).
+user-specific pages (include Django's admin interface). Note that if you use
+``CACHE_MIDDLEWARE_ANONYMOUS_ONLY``, you should make sure you've activated
+``AuthenticationMiddleware`` and that ``AuthenticationMiddleware`` appears
+before ``CacheMiddleware`` in your ``MIDDLEWARE_CLASSES``.
 
 Additionally, ``CacheMiddleware`` automatically sets a few headers in each
 ``HttpResponse``: