diff --git a/qtpy/QtHelp.py b/qtpy/QtHelp.py
index 7830d412..abe0aae9 100644
--- a/qtpy/QtHelp.py
+++ b/qtpy/QtHelp.py
@@ -7,17 +7,20 @@
 
 """QtHelp Wrapper."""
 
+import warnings
+
 from . import PYQT5
 from . import PYQT4
 from . import PYSIDE
 from . import PYSIDE2
+from . import PythonQtWarning
 
 if PYQT5:
     from PyQt5.QtHelp import *
 elif PYSIDE2:
     # Current wheels don't have this module
     # from PySide2.QtHelp
-    pass
+    warnings.warn("QtHelp binding is missing in PySide2", PythonQtWarning)
 elif PYQT4:
     from PyQt4.QtHelp import *
 elif PYSIDE:
diff --git a/qtpy/QtMultimedia.py b/qtpy/QtMultimedia.py
index a20cc3bd..47dd090f 100644
--- a/qtpy/QtMultimedia.py
+++ b/qtpy/QtMultimedia.py
@@ -1,15 +1,17 @@
+import warnings
+
 from . import PYQT5
 from . import PYQT4
 from . import PYSIDE
 from . import PYSIDE2
-
+from . import PythonQtWarning
 
 if PYQT5:
     from PyQt5.QtMultimedia import *
 elif PYSIDE2:
     # Current wheels don't have this module
     # from PySide2.QtMultimedia import *
-    pass
+    warnings.warn("QtMultimedia binding is missing in PySide2", PythonQtWarning)
 elif PYQT4:
     from PyQt4.QtMultimedia import *
     from PyQt4.QtGui import QSound
diff --git a/qtpy/__init__.py b/qtpy/__init__.py
index 1ade9a8c..ab510af3 100644
--- a/qtpy/__init__.py
+++ b/qtpy/__init__.py
@@ -98,6 +98,9 @@ class PythonQtError(Exception):
     """Error raise if no bindings could be selected"""
     pass
 
+class PythonQtWarning(Warning):
+    """Warning if somefearures are not implemented in a binding."""
+    pass
 
 if API in PYQT5_API:
     try:
diff --git a/qtpy/tests/test_qthelp.py b/qtpy/tests/test_qthelp.py
index c548ebc0..07ee1e0f 100644
--- a/qtpy/tests/test_qthelp.py
+++ b/qtpy/tests/test_qthelp.py
@@ -1,14 +1,17 @@
 """Test for QtHelp namespace."""
 
 from __future__ import absolute_import
+import warnings
 
 import pytest
-from qtpy import PYSIDE2, QtHelp
+from qtpy import PYSIDE2, PythonQtWarning
 
 
-@pytest.mark.skipif(PYSIDE2, reason="QtHelp bind is missing in PySide2")
+@pytest.mark.skipif(PYSIDE2, reason="QtHelp binding is missing in PySide2")
 def test_qthelp():
     """Test the qtpy.QtHelp namespace."""
+    from qtpy import QtHelp
+
     assert QtHelp.QHelpContentItem is not None
     assert QtHelp.QHelpContentModel is not None
     assert QtHelp.QHelpContentWidget is not None
@@ -20,3 +23,16 @@ def test_qthelp():
     assert QtHelp.QHelpSearchQuery is not None
     assert QtHelp.QHelpSearchQueryWidget is not None
     assert QtHelp.QHelpSearchResultWidget is not None
+
+
+@pytest.mark.skipif(not PYSIDE2, reason="Only runs in not implemented bindings")
+def test_qthelp_not_implemented():
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        # Try to  import QtHelp.
+        from qtpy import QtHelp
+
+        assert len(w) == 1
+        assert issubclass(w[-1].category, PythonQtWarning)
+        assert "missing" in str(w[-1].message)
diff --git a/qtpy/tests/test_qtmultimedia.py b/qtpy/tests/test_qtmultimedia.py
index 5561e77b..fcebed9c 100644
--- a/qtpy/tests/test_qtmultimedia.py
+++ b/qtpy/tests/test_qtmultimedia.py
@@ -1,14 +1,30 @@
 from __future__ import absolute_import
 
 import pytest
-from qtpy import PYSIDE2, QtMultimedia
+import warnings
+from qtpy import PYSIDE2, PythonQtWarning
 
 
 @pytest.mark.skipif(PYSIDE2, reason="It fails on PySide2")
 def test_qtmultimedia():
     """Test the qtpy.QtMultimedia namespace"""
+    from qtpy import QtMultimedia
+
     assert QtMultimedia.QAbstractVideoBuffer is not None
     assert QtMultimedia.QAudio is not None
     assert QtMultimedia.QAudioDeviceInfo is not None
     assert QtMultimedia.QAudioInput is not None
     assert QtMultimedia.QSound is not None
+
+
+@pytest.mark.skipif(not PYSIDE2, reason="Only runs in not implemented bindings")
+def test_qtmultimedia_not_implemented():
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        # Try to  import QtMultimedia.
+        from qtpy import QtMultimedia
+
+        assert len(w) == 1
+        assert issubclass(w[-1].category, PythonQtWarning)
+        assert "missing" in str(w[-1].message)