diff --git a/dask_lightgbm/core.py b/dask_lightgbm/core.py
index fe2fd87..2f37c3e 100644
--- a/dask_lightgbm/core.py
+++ b/dask_lightgbm/core.py
@@ -7,6 +7,7 @@
 import lightgbm
 import numpy as np
 import pandas as pd
+import warnings
 from dask import delayed
 from dask.distributed import wait, default_client, get_worker
 from lightgbm.basic import _safe_call, _LIB
@@ -23,6 +24,13 @@
 
 logger = logging.getLogger(__name__)
 
+msg = (
+    "You are using the final release of dask-lightgbm. "
+    "dask-lightgbm functionality has been merged into lightgbm. "
+    "Consider switching to lightgbm."
+)
+warnings.warn(msg)
+
 
 def parse_host_port(address):
     parsed = urllib.parse.urlparse(address)
diff --git a/pyproject.toml b/pyproject.toml
index 8eb19f3..767bb53 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "dask-lightgbm"
-version = "0.2.0.dev0"
+version = "0.3.0"
 description = "LightGBM distributed training on Dask"
 authors = [
     "Jan Stiborek <honza.stiborek@gmail.com>"