diff --git a/pandas/core/window.py b/pandas/core/window.py
index 4bbdf444ac2a7..1e5816e898baa 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -966,7 +966,7 @@ def corr(self, other=None, pairwise=None, **kwargs):
 """
 
 class EWM(_Rolling):
-    """
+    r"""
     Provides exponential weighted functions
 
     .. versionadded:: 0.18.0