diff --git a/py-polars/polars/expr/expr.py b/py-polars/polars/expr/expr.py
index 179933f6c86c..0065b05e7a53 100644
--- a/py-polars/polars/expr/expr.py
+++ b/py-polars/polars/expr/expr.py
@@ -5,6 +5,7 @@
 import operator
 import os
 import random
+import warnings
 from datetime import timedelta
 from functools import partial, reduce
 from typing import (
@@ -35,7 +36,7 @@
 )
 from polars.dependencies import _check_for_numpy
 from polars.dependencies import numpy as np
-from polars.exceptions import PolarsPanicError
+from polars.exceptions import PolarsInefficientApplyWarning, PolarsPanicError
 from polars.expr.array import ExprArrayNameSpace
 from polars.expr.binary import ExprBinaryNameSpace
 from polars.expr.categorical import ExprCatNameSpace
@@ -3822,14 +3823,20 @@ def wrap_f(x: Series) -> Series:  # pragma: no cover
                 def inner(s: Series) -> Series:  # pragma: no cover
                     return function(s.alias(x.name))
 
-                return x.apply(inner, return_dtype=return_dtype, skip_nulls=skip_nulls)
+                with warnings.catch_warnings():
+                    warnings.simplefilter("ignore", PolarsInefficientApplyWarning)
+                    return x.apply(
+                        inner, return_dtype=return_dtype, skip_nulls=skip_nulls
+                    )
 
         else:
 
             def wrap_f(x: Series) -> Series:  # pragma: no cover
-                return x.apply(
-                    function, return_dtype=return_dtype, skip_nulls=skip_nulls
-                )
+                with warnings.catch_warnings():
+                    warnings.simplefilter("ignore", PolarsInefficientApplyWarning)
+                    return x.apply(
+                        function, return_dtype=return_dtype, skip_nulls=skip_nulls
+                    )
 
         if strategy == "thread_local":
             return self.map(wrap_f, agg_list=True, return_dtype=return_dtype)
diff --git a/py-polars/tests/unit/operations/test_inefficient_apply.py b/py-polars/tests/unit/operations/test_inefficient_apply.py
index 4b8342904a50..e9a379e56abf 100644
--- a/py-polars/tests/unit/operations/test_inefficient_apply.py
+++ b/py-polars/tests/unit/operations/test_inefficient_apply.py
@@ -1,6 +1,7 @@
 from __future__ import annotations
 
 import json
+import re
 from typing import Any, Callable
 
 import numpy
@@ -179,3 +180,21 @@ def test_parse_apply_series(
         expected_series = s.apply(func)
         result_series = eval(suggested_expression)
         assert_series_equal(expected_series, result_series)
+
+
+def test_expr_exact_warning_message() -> None:
+    msg = re.escape(
+        "\n"
+        "Expr.apply is significantly slower than the native expressions API.\n"
+        "Only use if you absolutely CANNOT implement your logic otherwise.\n"
+        "In this case, you can replace your `apply` with the following:\n"
+        '  - pl.col("a").apply(lambda x: ...)\n'
+        '  + pl.col("a") + 1\n'
+    )
+    # Check the EXACT warning message. If modifying the message in the future,
+    # please make sure to keep the `^` and `$`,
+    # and to keep the assertion on `len(warnings)`.
+    with pytest.warns(PolarsInefficientApplyWarning, match=rf"^{msg}$") as warnings:
+        df = pl.DataFrame({"a": [1, 2, 3]})
+        df.select(pl.col("a").apply(lambda x: x + 1))
+    assert len(warnings) == 1