diff --git a/ext/ddtrace_profiling_native_extension/collectors_cpu_and_wall_time_worker.c b/ext/ddtrace_profiling_native_extension/collectors_cpu_and_wall_time_worker.c
index 04a65da37cb..e33cf760433 100644
--- a/ext/ddtrace_profiling_native_extension/collectors_cpu_and_wall_time_worker.c
+++ b/ext/ddtrace_profiling_native_extension/collectors_cpu_and_wall_time_worker.c
@@ -260,6 +260,9 @@ static const rb_data_type_t cpu_and_wall_time_worker_typed_data = {
 static VALUE _native_new(VALUE klass) {
   struct cpu_and_wall_time_worker_state *state = ruby_xcalloc(1, sizeof(struct cpu_and_wall_time_worker_state));
 
+  // Note: Any exceptions raised from this note until the TypedData_Wrap_Struct call will lead to the state memory
+  // being leaked.
+
   state->gc_profiling_enabled = false;
   state->allocation_counting_enabled = false;
   state->no_signals_workaround_enabled = false;
diff --git a/ext/ddtrace_profiling_native_extension/collectors_idle_sampling_helper.c b/ext/ddtrace_profiling_native_extension/collectors_idle_sampling_helper.c
index 603df208ded..c3228de22f3 100644
--- a/ext/ddtrace_profiling_native_extension/collectors_idle_sampling_helper.c
+++ b/ext/ddtrace_profiling_native_extension/collectors_idle_sampling_helper.c
@@ -78,6 +78,9 @@ static const rb_data_type_t idle_sampling_helper_typed_data = {
 static VALUE _native_new(VALUE klass) {
   struct idle_sampling_loop_state *state = ruby_xcalloc(1, sizeof(struct idle_sampling_loop_state));
 
+  // Note: Any exceptions raised from this note until the TypedData_Wrap_Struct call will lead to the state memory
+  // being leaked.
+
   reset_state(state);
 
   return TypedData_Wrap_Struct(klass, &idle_sampling_helper_typed_data, state);
diff --git a/ext/ddtrace_profiling_native_extension/collectors_thread_context.c b/ext/ddtrace_profiling_native_extension/collectors_thread_context.c
index 44735400b98..ecfa2fb265a 100644
--- a/ext/ddtrace_profiling_native_extension/collectors_thread_context.c
+++ b/ext/ddtrace_profiling_native_extension/collectors_thread_context.c
@@ -304,6 +304,9 @@ static int hash_map_per_thread_context_free_values(DDTRACE_UNUSED st_data_t _thr
 static VALUE _native_new(VALUE klass) {
   struct thread_context_collector_state *state = ruby_xcalloc(1, sizeof(struct thread_context_collector_state));
 
+  // Note: Any exceptions raised from this note until the TypedData_Wrap_Struct call will lead to the state memory
+  // being leaked.
+
   // Update this when modifying state struct
   state->sampling_buffer = NULL;
   state->hash_map_per_thread_context =