diff --git a/python-package/xgboost/sklearn.py b/python-package/xgboost/sklearn.py
index fd6d96d54..dcc4e85a9 100644
--- a/python-package/xgboost/sklearn.py
+++ b/python-package/xgboost/sklearn.py
@@ -241,6 +241,13 @@ class XGBModel(XGBModelBase):
         """
         Save the model to a file.
 
+        The model is saved in an XGBoost internal binary format which is
+        universal among the various XGBoost interfaces. Auxiliary attributes of
+        the Python Booster object (such as feature names) will not be loaded.
+        Label encodings (text labels to numeric labels) will be also lost.
+        **If you are using only the Python interface, we recommend pickling the
+        model object for best results.**
+
         Parameters
         ----------
         fname : string
@@ -252,6 +259,13 @@ class XGBModel(XGBModelBase):
         """
         Load the model from a file.
 
+        The model is loaded from an XGBoost internal binary format which is
+        universal among the various XGBoost interfaces. Auxiliary attributes of
+        the Python Booster object (such as feature names) will not be loaded.
+        Label encodings (text labels to numeric labels) will be also lost.
+        **If you are using only the Python interface, we recommend pickling the
+        model object for best results.**
+
         Parameters
         ----------
         fname : string or a memory buffer