diff --git a/pandas/core/series.py b/pandas/core/series.py
index 506aa1a6eb51e..3c4ccb131ffff 100644
--- a/pandas/core/series.py
+++ b/pandas/core/series.py
@@ -1582,7 +1582,8 @@ def update(self, other):
 
     def sort_index(self, ascending=True):
         """
-        Sort object by labels (along an axis)
+        Sort object by labels (along an axis). Creates a new instance (i.e.
+        does not sort in-place).
 
         Parameters
         ----------