diff --git a/requirements.txt b/requirements.txt
index 079e555..d8dbf3c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -49,6 +49,11 @@ tensorflow-addons~=0.14.0
 # https://github.com/openai/gym#installing-everything
 gym[Box2D,atari,accept-rom-license]~=0.21.0
 
+# WARNING: on Windows, installing Box2D this way requires:
+# * Swig: http://www.swig.org/download.html
+# * Microsoft C++ Build Tools: https://visualstudio.microsoft.com/visual-cpp-build-tools/
+# It's much easier to use Anaconda instead.
+
 # On Windows, install atari_py using:
 # pip install --no-index -f https://github.com/Kojoley/atari-py/releases atari_py