diff --git a/sentry_sdk/tracing.py b/sentry_sdk/tracing.py
index a6b1905a3c..de07969822 100644
--- a/sentry_sdk/tracing.py
+++ b/sentry_sdk/tracing.py
@@ -714,8 +714,27 @@ def __repr__(self):
             )
         )
 
+    def _possibly_started(self):
+        # type: () -> bool
+        """Returns whether the transaction might have been started.
+
+        If this returns False, we know that the transaction was not started
+        with sentry_sdk.start_transaction, and therefore the transaction will
+        be discarded.
+        """
+
+        # We must explicitly check self.sampled is False since self.sampled can be None
+        return self._span_recorder is not None or self.sampled is False
+
     def __enter__(self):
         # type: () -> Transaction
+        if not self._possibly_started():
+            logger.warning(
+                "Transaction was entered without being started with sentry_sdk.start_transaction."
+                "The transaction will not be sent to Sentry. To fix, start the transaction by"
+                "passing it to sentry_sdk.start_transaction."
+            )
+
         super().__enter__()
 
         if self._profile is not None:
diff --git a/tests/tracing/test_misc.py b/tests/tracing/test_misc.py
index af1837f12c..e1006ef1bb 100644
--- a/tests/tracing/test_misc.py
+++ b/tests/tracing/test_misc.py
@@ -401,3 +401,19 @@ def test_transaction_dropeed_sampled_false(sentry_init):
         mock_logger.debug.assert_any_call(
             "Discarding transaction because it was not started with sentry_sdk.start_transaction"
         )
+
+
+def test_transaction_not_started_warning(sentry_init):
+    sentry_init(enable_tracing=True)
+
+    tx = Transaction()
+
+    with mock.patch("sentry_sdk.tracing.logger") as mock_logger:
+        with tx:
+            pass
+
+    mock_logger.warning.assert_any_call(
+        "Transaction was entered without being started with sentry_sdk.start_transaction."
+        "The transaction will not be sent to Sentry. To fix, start the transaction by"
+        "passing it to sentry_sdk.start_transaction."
+    )