diff --git a/pytorch_lightning/core/lightning.py b/pytorch_lightning/core/lightning.py
index f750c8aff7caf..76d6a9d6f9227 100644
--- a/pytorch_lightning/core/lightning.py
+++ b/pytorch_lightning/core/lightning.py
@@ -463,8 +463,11 @@ def training_step(self, *args, **kwargs):
             Any of.
 
             - :class:`~torch.Tensor` - The loss tensor
-            - `dict` - A dictionary. Can include any keys, but must include the key 'loss'
-            - `None` - Training will skip to the next batch
+            - ``dict`` - A dictionary. Can include any keys, but must include the key ``'loss'``
+            - ``None`` - Training will skip to the next batch
+
+        Note:
+            Returning ``None`` is currently not supported for multi-GPU or TPU, or with 16-bit precision enabled.
 
         In this step you'd normally do the forward pass and calculate the loss for a batch.
         You can also do fancier things like multiple forward passes or something model specific.
@@ -639,7 +642,7 @@ def validation_step(self, *args, **kwargs):
            Any of.
 
             - Any object or value
-            - `None` - Validation will skip to the next batch
+            - ``None`` - Validation will skip to the next batch
 
         .. code-block:: python
 
@@ -824,7 +827,7 @@ def test_step(self, *args, **kwargs):
            Any of.
 
             - Any object or value
-            - `None` - Testing will skip to the next batch
+            - ``None`` - Testing will skip to the next batch
 
         .. code-block:: python