diff --git a/docs/2_auth.md b/docs/2_auth.md
index e6c5cc6f..cbccae7c 100644
--- a/docs/2_auth.md
+++ b/docs/2_auth.md
@@ -80,6 +80,8 @@ Note: The user is checked against the group members list on initial authenticati
    --client-secret=<value from step 6>
 ```
 
+Note: When using the Azure Auth provider with nginx and the cookie session store you may find the cookie is too large and doesn't get passed through correctly.. Increasing the proxy_buffer_size in nginx or implementing the redis session storage (see https://pusher.github.io/oauth2_proxy/configuration#redis-storage) should resolve this.
+
 ### Facebook Auth Provider
 
 1.  Create a new FB App from <https://developers.facebook.com/>