diff --git a/pulsar/__init__.py b/pulsar/__init__.py
index 92cf10f..a44a0db 100644
--- a/pulsar/__init__.py
+++ b/pulsar/__init__.py
@@ -1237,6 +1237,8 @@ def send_async(self, content, callback,
         --------
 
         The ``callback`` will be invoked once the message has been acknowledged by the broker.
+        Users are responsible to handle the exception inside the callback. If any exception was
+        thrown from the callback, the process would terminate immediately.
 
         .. code-block:: python