diff --git a/src/constructors.jl b/src/constructors.jl
index 6315227..c9c0d26 100644
--- a/src/constructors.jl
+++ b/src/constructors.jl
@@ -176,8 +176,6 @@ function IteratedModel(; model=nothing,
 
     model == nothing && throw(ERR_NO_MODEL)
 
-
-
     if model isa Deterministic
         iterated_model = DeterministicIteratedModel(model,
                                                     controls,
@@ -229,5 +227,12 @@ function MLJBase.clean!(iterated_model::EitherIteratedModel)
         iteration_parameter(iterated_model.model) === nothing &&
         throw(ERR_NEED_PARAMETER)
 
+    if iterated_model.resampling isa Holdout &&
+        iterated_model.resampling.shuffle
+        message *= "The use of sample-shuffling in `Holdout` "*
+            "will significantly slow training as "*
+            "each increment of the iteration parameter "*
+            "will force iteration from scratch (cold restart). "
+    end
     return message
 end
diff --git a/test/constructors.jl b/test/constructors.jl
index 7a1a009..c17ac8e 100644
--- a/test/constructors.jl
+++ b/test/constructors.jl
@@ -21,7 +21,13 @@ struct Bar <: MLJBase.Deterministic end
     @test iterated_model.measure == RootMeanSquaredError()
     @test_logs IteratedModel(model=model, measure=mae)
 
-    iterated_model = @test_logs IteratedModel(model=model, resampling=nothing)
+    @test_logs IteratedModel(model=model, resampling=nothing)
+
+    @test_logs((:info, r"The use of sample"),
+               IteratedModel(model=model,
+                             resampling=Holdout(rng=123),
+                             measure=rms))
+
 end
 
 end