diff --git a/.appveyor.yml b/.appveyor.yml
index fbbb55c3c..eb56988e1 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -16,7 +16,10 @@ skip_commits:
     - setup.bat
 
 init:
-  - ps: Update-AppveyorBuild -Version "$env:appveyor_repo_commit"
+  - ps: |-
+      echo "This CI isn't tested against master, and therefore, isn't guaranteed to work. Pull requests are welcome."
+      echo "If it doesn't work and you'd rather not fix it, it's recommended to use GitHub Actions CI instead."
+      Update-AppveyorBuild -Version "$env:appveyor_repo_commit"
 
 image: # If this is modified, please also update the build script
   - Visual Studio 2019
diff --git a/.azure-pipelines.yml b/.azure-pipelines.yml
index 3152a1e75..5504bb731 100644
--- a/.azure-pipelines.yml
+++ b/.azure-pipelines.yml
@@ -46,6 +46,11 @@ jobs:
         configuration: Debug
 
   steps:
+  - script: |
+      echo "This CI isn't tested against master, and therefore, isn't guaranteed to work. Pull requests are welcome."
+      echo "If it doesn't work and you'd rather not fix it, it's recommended to use GitHub Actions CI instead."
+    displayName: 'Third-Party CI Warning'
+
   - checkout: self
     submodules: recursive