diff --git a/chex/_src/asserts_chexify.py b/chex/_src/asserts_chexify.py
index ff9565f..8ed8108 100644
--- a/chex/_src/asserts_chexify.py
+++ b/chex/_src/asserts_chexify.py
@@ -189,6 +189,16 @@ def _chexified_fn(*args, **kwargs):
           'Nested @chexify wrapping is disallowed. '
           'Make sure that you only wrap the function at the outermost level.')
 
+    if _ai.has_tracers((args, kwargs)):
+      raise RuntimeError(
+          '@chexify must be applied on top of all (p)jit/pmap transformations'
+          ' (otherwise it will result in `UnexpectedTracerError`). If you have'
+          ' functions that use value assertions, do not wrap them'
+          ' individually -- just wrap the outermost function after'
+          ' applying all your JAX transformations. See the example at'
+          'https://github.com/google-deepmind/chex#static-and-value-aka-runtime-assertions'
+      )
+
     if async_check:
       # Check completed calls.
       while async_check_futures and async_check_futures[0].done():