diff --git a/python/ray/data/dataset.py b/python/ray/data/dataset.py
index 96f031cf2c61..8788bd5d2deb 100644
--- a/python/ray/data/dataset.py
+++ b/python/ray/data/dataset.py
@@ -4203,6 +4203,13 @@ def __len__(self) -> int:
             "This may be an expensive operation."
         )
 
+    def __iter__(self):
+        raise TypeError(
+            "`Dataset` objects aren't iterable. To iterate records, call "
+            "`ds.iter_rows()` or `ds.iter_batches()`. For more information, read "
+            "https://docs.ray.io/en/latest/data/consuming-datasets.html."
+        )
+
     def _block_num_rows(self) -> List[int]:
         get_num_rows = cached_remote_fn(_get_num_rows)
         return ray.get([get_num_rows.remote(b) for b in self.get_internal_block_refs()])