diff --git a/sql-statements/sql-statement-grant-privileges.md b/sql-statements/sql-statement-grant-privileges.md
index adedcb211f1af..42b508888b820 100644
--- a/sql-statements/sql-statement-grant-privileges.md
+++ b/sql-statements/sql-statement-grant-privileges.md
@@ -84,6 +84,7 @@ mysql> SHOW GRANTS FOR 'newuser';
 
 * Similar to MySQL, the `USAGE` privilege denotes the ability to log into a TiDB server.
 * Column level privileges are not currently supported.
+* Unlike MySQL, TiDB does not support `GRANT PROXY`.
 * Similar to MySQL, when the `NO_AUTO_CREATE_USER` sql mode is not present, the `GRANT` statement will automatically create a new user with an empty password when a user does not exist. Removing this sql-mode (it is enabled by default) presents a security risk.
 * In TiDB, after the `GRANT <privileges>` statement is executed successfully, the execution result takes effect immediately on the current connection. Whereas [in MySQL, for some privileges, the execution results take effect only on subsequent connections](https://dev.mysql.com/doc/refman/8.0/en/privilege-changes.html). See [TiDB #39356](https://github.com/pingcap/tidb/issues/39356) for details.