diff --git a/skore/src/skore/sklearn/train_test_split/train_test_split.py b/skore/src/skore/sklearn/train_test_split/train_test_split.py
index 48b54bb54d..11ccbfd26b 100644
--- a/skore/src/skore/sklearn/train_test_split/train_test_split.py
+++ b/skore/src/skore/sklearn/train_test_split/train_test_split.py
@@ -2,6 +2,8 @@
 
 from __future__ import annotations
 
+import contextlib
+import re
 import warnings
 from typing import TYPE_CHECKING, Any, Optional, Union
 
@@ -10,12 +12,56 @@
 
 from skore.sklearn.find_ml_task import _find_ml_task
 from skore.sklearn.train_test_split.warning import TRAIN_TEST_SPLIT_WARNINGS
+from skore.utils._environment import is_environment_html_capable
 
 if TYPE_CHECKING:
     ArrayLike = Any
     from skore.project import Project
 
 
+# use variables for HTML warnings
+# pick vscode color then fallback to jupyter color
+# then fallback to orange
+HTML_WARNING_TEMPLATE = """
+<style>
+.warning {{
+    --skore-warn-color: var(
+        --vscode-editorWarning-foreground,
+        var(--jp-warn-color0, light-dark(black, white))
+    );
+    --skore-warn-border-color: var(
+        --vscode-editorWarning-border,
+        var(--jp-warn-color2, #f08b30)
+    );
+    padding: 0.2em 1em;
+    border: solid 1px var(--skore-warn-border-color);
+    margin-bottom: 1px;
+    background-color: transparent;
+    color: var(--skore-warn-color);
+    font-family: inherit;
+
+    .title {{
+        font-size: 1.2em;
+        font-weight: bold;
+        margin: 1em 0;
+    }}
+
+    .content {{
+        font-size: 1em;
+        text-wrap: balance;
+    }}
+}}
+.jp-RenderedHTMLCommon .warning .content p {{
+    margin-bottom: 1em;
+}}
+</style>
+<div class="warning">
+    <div class="title">{warning_class}</div>
+    <div class="content">{warning}</div>
+</div>
+"""
+
+
 def train_test_split(
     *arrays: ArrayLike,
     X: Optional[ArrayLike] = None,
@@ -158,10 +204,36 @@ class labels.
         ml_task=ml_task,
     )
 
+    to_display = []
     for warning_class in TRAIN_TEST_SPLIT_WARNINGS:
         warning = warning_class.check(**kwargs)
 
         if warning is not None:
+            to_display.append((warning, warning_class))
+
+    if is_environment_html_capable():
+        with contextlib.suppress(ImportError):
+            from IPython.core.interactiveshell import InteractiveShell
+            from IPython.display import HTML, display
+            from markdown import markdown
+
+            if InteractiveShell.initialized():
+                markup = "".join(
+                    [
+                        HTML_WARNING_TEMPLATE.format(
+                            warning=markdown(warning),
+                            warning_class=re.sub(
+                                "([A-Z][a-z]+)",
+                                r" \1",
+                                re.sub("([A-Z]+)", r" \1", warning_class.__name__),
+                            ).lstrip(),
+                        )
+                        for warning, warning_class in to_display
+                    ]
+                )
+                display(HTML(markup))
+    else:
+        for warning, warning_class in to_display:
             warnings.warn(message=warning, category=warning_class, stacklevel=1)
 
     return output
diff --git a/skore/src/skore/utils/_environment.py b/skore/src/skore/utils/_environment.py
new file mode 100644
index 0000000000..aff9e6f6b7
--- /dev/null
+++ b/skore/src/skore/utils/_environment.py
@@ -0,0 +1,52 @@
+import os
+import sys
+
+
+def get_environment_info():
+    """Detect the current Python execution environment.
+
+    Returns a dictionary with information about the environment.
+    """
+    env_info = {
+        "is_jupyter": False,
+        "is_vscode": False,
+        "is_interactive": False,
+        "environment_name": "standard_python",
+        "details": {},
+    }
+
+    # Check for interactive mode
+    env_info["is_interactive"] = hasattr(sys, "ps1")
+
+    # Check for Jupyter
+    try:
+        shell = get_ipython().__class__.__name__  # type: ignore
+        env_info["details"]["ipython_shell"] = shell
+
+        if shell == "ZMQInteractiveShell":  # Jupyter notebook/lab
+            env_info["is_jupyter"] = True
+            env_info["environment_name"] = "jupyter"
+        elif shell == "TerminalInteractiveShell":  # IPython terminal
+            env_info["environment_name"] = "ipython_terminal"
+    except NameError:
+        pass
+
+    # Check for VSCode
+    if "VSCODE_PID" in os.environ:
+        env_info["is_vscode"] = True
+        if env_info["is_interactive"]:
+            env_info["environment_name"] = "vscode_interactive"
+        else:
+            env_info["environment_name"] = "vscode_script"
+
+    # Add additional environment details
+    env_info["details"]["python_executable"] = sys.executable
+    env_info["details"]["python_version"] = sys.version
+
+    return env_info
+
+
+def is_environment_html_capable() -> bool:
+    """Return `True` if the execution context dcan render HTML. `False` otherwise."""
+    info = get_environment_info()
+    return info["is_vscode"] or info["is_jupyter"]