diff --git a/pandas/core/generic.py b/pandas/core/generic.py
index 42516f0a85e07..1759e1ef91d85 100644
--- a/pandas/core/generic.py
+++ b/pandas/core/generic.py
@@ -3339,7 +3339,7 @@ def to_latex(
             The subset of columns to write. Writes all columns by default.
         header : bool or list of str, default True
             Write out the column names. If a list of strings is given,
-            it is assumed to be aliases for the column names.
+            it is assumed to be aliases for the column names. Braces must be escaped.
         index : bool, default True
             Write row names (index).
         na_rep : str, default 'NaN'