diff --git a/python/cudf_polars/cudf_polars/callback.py b/python/cudf_polars/cudf_polars/callback.py
index 764cdd3b3ca..f31193aa938 100644
--- a/python/cudf_polars/cudf_polars/callback.py
+++ b/python/cudf_polars/cudf_polars/callback.py
@@ -5,11 +5,15 @@
 
 from __future__ import annotations
 
+import os
+import warnings
 from functools import partial
 from typing import TYPE_CHECKING
 
 import nvtx
 
+from polars.exceptions import PerformanceWarning
+
 from cudf_polars.dsl.translate import translate_ir
 
 if TYPE_CHECKING:
@@ -61,6 +65,12 @@ def execute_with_cudf(
     try:
         with nvtx.annotate(message="ConvertIR", domain="cudf_polars"):
             nt.set_udf(partial(_callback, translate_ir(nt)))
-    except exception:
+    except exception as e:
+        if bool(int(os.environ.get("POLARS_VERBOSE", 0))):
+            warnings.warn(
+                f"Query execution with GPU not supported, reason: {type(e)}: {e}",
+                PerformanceWarning,
+                stacklevel=2,
+            )
         if raise_on_fail:
             raise
diff --git a/python/cudf_polars/tests/test_config.py b/python/cudf_polars/tests/test_config.py
new file mode 100644
index 00000000000..5b4bba55552
--- /dev/null
+++ b/python/cudf_polars/tests/test_config.py
@@ -0,0 +1,34 @@
+# SPDX-FileCopyrightText: Copyright (c) 2024 NVIDIA CORPORATION & AFFILIATES.
+# SPDX-License-Identifier: Apache-2.0
+
+from __future__ import annotations
+
+import pytest
+
+import polars as pl
+
+from cudf_polars.dsl.ir import IR
+from cudf_polars.testing.asserts import (
+    assert_gpu_result_equal,
+    assert_ir_translation_raises,
+)
+
+
+def test_polars_verbose_warns(monkeypatch):
+    def raise_unimplemented(self):
+        raise NotImplementedError("We don't support this")
+
+    monkeypatch.setattr(IR, "__post_init__", raise_unimplemented)
+    q = pl.LazyFrame({})
+    # Ensure that things raise
+    assert_ir_translation_raises(q, NotImplementedError)
+    with (
+        pl.Config(verbose=True),
+        pytest.raises(pl.exceptions.ComputeError),
+        pytest.warns(
+            pl.exceptions.PerformanceWarning,
+            match="Query execution with GPU not supported",
+        ),
+    ):
+        # And ensure that collecting issues the correct warning.
+        assert_gpu_result_equal(q)