diff --git a/docs/source/developers/python.rst b/docs/source/developers/python.rst
index 5e9f8e7085abc..188486cae3766 100644
--- a/docs/source/developers/python.rst
+++ b/docs/source/developers/python.rst
@@ -542,6 +542,7 @@ Now, we can build pyarrow:
 
    $ pushd arrow\python
    $ set PYARROW_WITH_PARQUET=1
+   $ set CONDA_DLL_SEARCH_MODIFICATION_ENABLE=1
    $ python setup.py build_ext --inplace
    $ popd
 
@@ -550,6 +551,11 @@ Now, we can build pyarrow:
    For building pyarrow, the above defined environment variables need to also
    be set. Remember this if to want to re-build ``pyarrow`` after your initial build.
 
+.. note::
+
+   If you are using Conda with Python 3.9 or earlier, you must
+   set ``CONDA_DLL_SEARCH_MODIFICATION_ENABLE=1``.
+
 Then run the unit tests with:
 
 .. code-block::