diff --git a/docs/make.jl b/docs/make.jl
index 5d8a22324..6a0ac558a 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -44,6 +44,7 @@ makedocs(
         "index.md",
         "installation.md",
         "usage.md",
+        "knownissues.md",
         "Examples" => EXAMPLES,
         "Reference" => [
             "environment.md",
diff --git a/docs/src/knownissues.md b/docs/src/knownissues.md
new file mode 100644
index 000000000..531ff9db4
--- /dev/null
+++ b/docs/src/knownissues.md
@@ -0,0 +1,10 @@
+# Known issues
+
+## UCX and Julia multi-threading
+
+When using [multi-threading](https://docs.julialang.org/en/v1/manual/parallel-computing/#man-multithreading-1), the Julia garbage collector internally uses [`SIGSEGV` to synchronize threads](https://docs.julialang.org/en/v1/devdocs/debuggingtips/#Dealing-with-signals-1). This can cause issues with the UCX library, which is often used as a communication layer by OpenMPI, which by default will error this signal is raised ([#337](https://github.com/JuliaParallel/MPI.jl/issues/337)).
+
+This signal interception can be disabled by setting the environment variable `UCX_ERROR_SIGNALS` to be an empty string, e.g.
+```
+mpiexec -x JULIA_NUM_THREADS=4 -x UCX_ERROR_SIGNALS="" julia script.jl
+```
\ No newline at end of file