diff --git a/Doc/whatsnew/3.11.rst b/Doc/whatsnew/3.11.rst
index 464a97ef6e01eb..dfb85e374439f3 100644
--- a/Doc/whatsnew/3.11.rst
+++ b/Doc/whatsnew/3.11.rst
@@ -95,6 +95,9 @@ Optimizations
   fast as corresponding f-string expression.
   (Contributed by Serhiy Storchaka in :issue:`28307`.)
 
+* "Zero-cost" exceptions are implemented. The cost of ``try`` statements is
+  almost eliminated when no exception is raised.
+  (Contributed by Mark Shannon in :issue:`40222`.)
 
 Build and C API Changes
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