diff --git a/metalearners/_utils.py b/metalearners/_utils.py
index c02b024..df496ff 100644
--- a/metalearners/_utils.py
+++ b/metalearners/_utils.py
@@ -1,6 +1,7 @@
 # Copyright (c) QuantCo 2024-2024
 # SPDX-License-Identifier: BSD-3-Clause
 
+import warnings
 from collections.abc import Callable
 from inspect import signature
 from operator import le, lt
@@ -557,3 +558,10 @@ def infer_input_dict(model) -> dict:
         input_dict[input_tensor.name] = argument(Tensor(input_dtype, input_shape))
 
     return input_dict
+
+
+def warning_experimental_feature(function_name: str):
+    warnings.warn(
+        f"{function_name} is an experimental feature. Use it at your own risk!",
+        stacklevel=2,
+    )
diff --git a/metalearners/drlearner.py b/metalearners/drlearner.py
index efe776e..7c898b5 100644
--- a/metalearners/drlearner.py
+++ b/metalearners/drlearner.py
@@ -20,6 +20,7 @@
     index_matrix,
     infer_input_dict,
     validate_valid_treatment_variant_not_control,
+    warning_experimental_feature,
 )
 from metalearners.cross_fit_estimator import OVERALL
 from metalearners.metalearner import (
@@ -335,6 +336,7 @@ def build_onnx(self, models: Mapping[str, Sequence], output_name: str = "tau"):
 
         * ``"treatment_model"``
         """
+        warning_experimental_feature("build_onnx")
         check_onnx_installed()
         check_spox_installed()
         import spox.opset.ai.onnx.v21 as op
diff --git a/metalearners/metalearner.py b/metalearners/metalearner.py
index 4bf1cdd..e9be774 100644
--- a/metalearners/metalearner.py
+++ b/metalearners/metalearner.py
@@ -1110,6 +1110,10 @@ def necessary_onnx_models(cls) -> set[str]:
     def build_onnx(self, models: Mapping[str, Sequence], output_name: str = "tau"):
         """Convert the MetaLearner to an ONNX model.
 
+        .. warning::
+            This is a experimental feature which is not subject to deprecation cycles. Use
+            it at your own risk!
+
         ``output_name`` can be used to change the output name of the ONNX model.
 
         ``models`` should be a dictionary of sequences with the necessary base models converted to
diff --git a/metalearners/rlearner.py b/metalearners/rlearner.py
index e9ee2fa..aa5912a 100644
--- a/metalearners/rlearner.py
+++ b/metalearners/rlearner.py
@@ -23,6 +23,7 @@
     infer_input_dict,
     validate_all_vectors_same_index,
     validate_valid_treatment_variant_not_control,
+    warning_experimental_feature,
 )
 from metalearners.cross_fit_estimator import OVERALL
 from metalearners.metalearner import (
@@ -520,6 +521,7 @@ def build_onnx(self, models: Mapping[str, Sequence], output_name: str = "tau"):
 
         * ``"treatment_model"``
         """
+        warning_experimental_feature("build_onnx")
         check_onnx_installed()
         check_spox_installed()
         import spox.opset.ai.onnx.v21 as op
diff --git a/metalearners/tlearner.py b/metalearners/tlearner.py
index 649e115..98c8aed 100644
--- a/metalearners/tlearner.py
+++ b/metalearners/tlearner.py
@@ -15,6 +15,7 @@
     index_matrix,
     infer_input_dict,
     infer_probabilities_output,
+    warning_experimental_feature,
 )
 from metalearners.cross_fit_estimator import OVERALL
 from metalearners.metalearner import (
@@ -147,6 +148,7 @@ def build_onnx(self, models: Mapping[str, Sequence], output_name: str = "tau"):
 
         * ``"variant_outcome_model"``
         """
+        warning_experimental_feature("build_onnx")
         check_onnx_installed()
         check_spox_installed()
         import spox.opset.ai.onnx.v21 as op
diff --git a/metalearners/xlearner.py b/metalearners/xlearner.py
index d5fe257..dab02f2 100644
--- a/metalearners/xlearner.py
+++ b/metalearners/xlearner.py
@@ -20,6 +20,7 @@
     infer_input_dict,
     infer_probabilities_output,
     validate_valid_treatment_variant_not_control,
+    warning_experimental_feature,
 )
 from metalearners.cross_fit_estimator import MEDIAN, OVERALL
 from metalearners.metalearner import (
@@ -419,6 +420,7 @@ def build_onnx(self, models: Mapping[str, Sequence], output_name: str = "tau"):
         * ``"control_effect_model"``
         * ``"treatment_effect_model"``
         """
+        warning_experimental_feature("build_onnx")
         check_onnx_installed()
         check_spox_installed()
         import spox.opset.ai.onnx.v21 as op