diff --git a/doc/modules/classes.rst b/doc/modules/classes.rst
index b7b1c490777bd..2e54d000a13aa 100644
--- a/doc/modules/classes.rst
+++ b/doc/modules/classes.rst
@@ -433,14 +433,12 @@ Samples generator
    :toctree: generated/
    :template: class.rst
 
-   exceptions.ChangedBehaviorWarning
    exceptions.ConvergenceWarning
    exceptions.DataConversionWarning
    exceptions.DataDimensionalityWarning
    exceptions.EfficiencyWarning
    exceptions.FitFailedWarning
    exceptions.NotFittedError
-   exceptions.NonBLASDotWarning
    exceptions.UndefinedMetricWarning
 
 
diff --git a/doc/whats_new/v0.24.rst b/doc/whats_new/v0.24.rst
index dcc59a3339efa..9e31762d62c29 100644
--- a/doc/whats_new/v0.24.rst
+++ b/doc/whats_new/v0.24.rst
@@ -101,6 +101,13 @@ Changelog
   :pr:`17694` by :user:`Markus Rempfler <rempfler>` and
   :user:`Tsutomu Kusanagi <t-kusanagi2>`.
 
+:mod:`sklearn.exceptions`
+.........................
+
+- |API| :class:`exceptions.ChangedBehaviorWarning` and
+  :class:`exceptions.NonBLASDotWarning` are deprecated and will be removed in
+  v0.26, :pr:`17804` by `Adrin Jalali`_.
+
 :mod:`sklearn.feature_selection`
 ................................
 
diff --git a/sklearn/exceptions.py b/sklearn/exceptions.py
index 7140b98e53027..3a3188be35468 100644
--- a/sklearn/exceptions.py
+++ b/sklearn/exceptions.py
@@ -3,6 +3,8 @@
 classes used across scikit-learn.
 """
 
+from .utils.deprecation import deprecated
+
 __all__ = ['NotFittedError',
            'ChangedBehaviorWarning',
            'ConvergenceWarning',
@@ -38,6 +40,8 @@ class NotFittedError(ValueError, AttributeError):
     """
 
 
+@deprecated("ChangedBehaviorWarning is deprecated in 0.24 and will be removed "
+            "in 0.26")
 class ChangedBehaviorWarning(UserWarning):
     """Warning class used to notify the user of any change in the behavior.
 
@@ -109,6 +113,8 @@ class FitFailedWarning(RuntimeWarning):
     """
 
 
+@deprecated("NonBLASDotWarning is deprecated in 0.24 and will be removed in "
+            "0.26")
 class NonBLASDotWarning(EfficiencyWarning):
     """Warning used when the dot operation does not use BLAS.
 
diff --git a/sklearn/utils/validation.py b/sklearn/utils/validation.py
index 454d7d1d4bba0..2e871af944758 100644
--- a/sklearn/utils/validation.py
+++ b/sklearn/utils/validation.py
@@ -25,16 +25,12 @@
 
 from .fixes import _object_dtype_isnan, parse_version
 from .. import get_config as _get_config
-from ..exceptions import NonBLASDotWarning, PositiveSpectrumWarning
+from ..exceptions import PositiveSpectrumWarning
 from ..exceptions import NotFittedError
 from ..exceptions import DataConversionWarning
 
 FLOAT_DTYPES = (np.float64, np.float32, np.float16)
 
-# Silenced by default to reduce verbosity. Turn on at runtime for
-# performance profiling.
-warnings.simplefilter('ignore', NonBLASDotWarning)
-
 
 def _deprecate_positional_args(f):
     """Decorator for methods that issues warnings for positional arguments