diff --git a/pandas/core/reshape/merge.py b/pandas/core/reshape/merge.py
index 5012be593820e..491e3cb39ef3d 100644
--- a/pandas/core/reshape/merge.py
+++ b/pandas/core/reshape/merge.py
@@ -1978,7 +1978,13 @@ def _factorize_keys(
     lany = lmask.any()
     rmask = rlab == -1
     rany = rmask.any()
-
+    if lany and rany:
+        warnings.warn(
+            "Matching nan on nan in merge is not supported and will not match in "
+            "a future version.",
+            FutureWarning,
+            stacklevel=8,
+        )
     if lany or rany:
         if lany:
             np.putmask(llab, lmask, count)