diff --git a/pandas/core/window.py b/pandas/core/window.py
index 27588249b1b3c..0c1f6a1a6dace 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -513,8 +513,10 @@ class Window(_Window):
         Provide a window type. If ``None``, all points are evenly weighted.
         See the notes below for further information.
     on : str, optional
-        For a DataFrame, column on which to calculate
-        the rolling window, rather than the index.
+        For a DataFrame, a datetime-like column on which to calculate the rolling
+        window, rather than the DataFrame's index. Provided integer column is
+        ignored and excluded from result since an integer index is not used to
+        calculate the rolling window.
     axis : int or str, default 0
     closed : str, default None
         Make the interval closed on the 'right', 'left', 'both' or