diff --git a/python/ray/experimental/sgd/modified_allreduce.py b/python/ray/experimental/sgd/modified_allreduce.py
index a9d6879f9..7c446aa97 100644
--- a/python/ray/experimental/sgd/modified_allreduce.py
+++ b/python/ray/experimental/sgd/modified_allreduce.py
@@ -584,7 +584,15 @@ def pack_small_tensors(tower_grads, max_bytes=0):
     if len(small_ranges):
         new_tower_grads = []
         for dev_idx, gv_list in enumerate(tower_grads):
-            assert len(gv_list) == num_gv
+            assert len(gv_list) == num_gv, (
+                "Possible cause: "
+                "Networks constructed on different workers "
+                "don't have the same number of variables. "
+                "If you use tf.GraphKeys or tf.global_variables() "
+                "with multiple graphs per worker during network "
+                "construction, you need to use "
+                "appropriate scopes, see "
+                "https://github.com/ray-project/ray/issues/3136")
             new_gv_list = []
             for r in small_ranges:
                 key = '%d:%d' % (dev_idx, len(new_gv_list))