diff --git a/torch/random.py b/torch/random.py
index 371dab951f4..d7746344786 100644
--- a/torch/random.py
+++ b/torch/random.py
@@ -8,6 +8,9 @@ import torch
 def set_rng_state(new_state: torch.Tensor) -> None:
     r"""Sets the random number generator state.
 
+    .. note: This function only works for CPU. For CUDA, please use
+             torch.manual_seed(seed), which works for both CPU and CUDA.
+
     Args:
         new_state (torch.ByteTensor): The desired state
     """