diff --git a/py-polars/polars/dataframe/frame.py b/py-polars/polars/dataframe/frame.py
index d37ce53d4776..8ee1e3b17b82 100644
--- a/py-polars/polars/dataframe/frame.py
+++ b/py-polars/polars/dataframe/frame.py
@@ -5719,6 +5719,27 @@ def rolling(
         │ 2020-01-03 19:45:32 ┆ 11    ┆ 2     ┆ 9     │
         │ 2020-01-08 23:16:43 ┆ 1     ┆ 1     ┆ 1     │
         └─────────────────────┴───────┴───────┴───────┘
+
+        If you use an index count in `period` or `offset`, then it's based on the
+        values in `index_column`:
+
+        >>> df = pl.DataFrame({"int": [0, 4, 5, 6, 8], "value": [1, 4, 2, 4, 1]})
+        >>> df.rolling("int", period="3i").agg(pl.col("int").alias("aggregated"))
+        shape: (5, 2)
+        ┌─────┬────────────┐
+        │ int ┆ aggregated │
+        │ --- ┆ ---        │
+        │ i64 ┆ list[i64]  │
+        ╞═════╪════════════╡
+        │ 0   ┆ [0]        │
+        │ 4   ┆ [4]        │
+        │ 5   ┆ [4, 5]     │
+        │ 6   ┆ [4, 5, 6]  │
+        │ 8   ┆ [6, 8]     │
+        └─────┴────────────┘
+
+        If you want the index count to be based on row number, then you may want to
+        combine `rolling` with :meth:`.with_row_index`.
         """
         period = deprecate_saturating(period)
         offset = deprecate_saturating(offset)