diff --git a/docs/src/userguide/loading_iris_cubes.rst b/docs/src/userguide/loading_iris_cubes.rst
index 37c8fc3c12..a66af12b9c 100644
--- a/docs/src/userguide/loading_iris_cubes.rst
+++ b/docs/src/userguide/loading_iris_cubes.rst
@@ -215,6 +215,18 @@ constraint to ``load``::
     level_10 = iris.Constraint(model_level_number=10)
     cubes = iris.load(filename, forecast_6 & level_10)
 
+.. note::
+
+    Whilst ``&`` is supported, the ``|`` that might reasonably be expected is
+    not. Explanation as to why is in the :class:`iris.Constraint` reference
+    documentation.
+
+    For an example of constraining to multiple ranges of the same coordinate to
+    generate one cube, see the :class:`iris.Constraint` reference documentation.
+
+    To generate multiple cubes, each constrained to a different range of the
+    same coordinate, use :py:func:`iris.load_cubes`.
+
 As well as being able to combine constraints using ``&``,
 the :class:`iris.Constraint` class can accept multiple arguments,
 and a list of values can be given to constrain a coordinate to one of
diff --git a/docs/src/whatsnew/latest.rst b/docs/src/whatsnew/latest.rst
index 34c1c56fe7..fc95eb2da2 100644
--- a/docs/src/whatsnew/latest.rst
+++ b/docs/src/whatsnew/latest.rst
@@ -96,6 +96,10 @@ This document explains the changes made to Iris for this release
 #. `@wjbenfold`_ improved readability in :ref:`userguide interpolation
    section <interpolation>`. (:pull:`4314`)
 
+#. `@wjbenfold`_ added explanation about the absence of | operator for
+   :class:`iris.Constraint` to :ref:`userguide loading section
+   <constrained-loading>` and to api reference documentation. (:pull:`4321`)
+
 
 💼 Internal
 ===========
diff --git a/lib/iris/_constraints.py b/lib/iris/_constraints.py
index 46d9af8e7e..4e23793e1d 100644
--- a/lib/iris/_constraints.py
+++ b/lib/iris/_constraints.py
@@ -73,6 +73,27 @@ def __init__(self, name=None, cube_func=None, coord_values=None, **kwargs):
                        model_level_number=[10, 12])
                        & Constraint(ensemble_member=2)
 
+        .. note::
+            Whilst ``&`` is supported, the ``|`` that might reasonably be expected
+            is not. This is because each constraint describes a boxlike region, and
+            thus the intersection of these constraints (obtained with ``&``) will
+            also describe a boxlike region. Allowing the union of two constraints
+            (with the ``|`` symbol) would allow the description of a non-boxlike
+            region. These are difficult to describe with cubes and so it would be
+            ambiguous what should be extracted.
+
+            To generate multiple cubes, each constrained to a different range of
+            the same coordinate, use :py:func:`iris.load_cubes` or
+            :py:func:`iris.cube.CubeList.extract_cubes`.
+
+            A cube can be constrained to multiple ranges within the same coordinate
+            using something like the following constraint::
+
+                def latitude_bands(cell):
+                    return (0 < cell < 30) or (60 < cell < 90)
+
+                Constraint(cube_func=latitude_bands)
+
         Constraint filtering is performed at the cell level.
         For further details on how cell comparisons are performed see
         :class:`iris.coords.Cell`.