diff --git a/chainladder/__init__.py b/chainladder/__init__.py
index 4f09953b..efb25a4e 100644
--- a/chainladder/__init__.py
+++ b/chainladder/__init__.py
@@ -16,6 +16,7 @@
 # file, You can obtain one at https://mozilla.org/MPL/2.0/.
 
 import copy
+import warnings
 import numpy as np
 import pandas as pd
 from importlib.metadata import version
@@ -95,6 +96,20 @@ def set_option(
 
         """
         self._validate_option(option)
+        if option == "ARRAY_BACKEND" and value == "cupy":
+            warnings.warn(
+                "The 'cupy' array backend is deprecated and will be removed in a "
+                "future release. See https://github.com/casact/chainladder-python/issues/843.",
+                DeprecationWarning,
+                stacklevel=2,
+            )
+        elif option == "ARRAY_PRIORITY" and "cupy" in value:
+            warnings.warn(
+                "The 'cupy' array backend is deprecated and will be removed in a "
+                "future release. See https://github.com/casact/chainladder-python/issues/843.",
+                DeprecationWarning,
+                stacklevel=2,
+            )
         setattr(self, option, value)
 
     def reset_option(self, option: str | None = None) -> None:
diff --git a/chainladder/core/common.py b/chainladder/core/common.py
index 7ad6e1f5..a6a9f3e7 100644
--- a/chainladder/core/common.py
+++ b/chainladder/core/common.py
@@ -3,6 +3,8 @@
 # file, You can obtain one at https://mozilla.org/MPL/2.0/.
 from __future__ import annotations
 
+import warnings
+
 import numpy as np
 import pandas as pd
 
@@ -147,7 +149,7 @@ def pipe(self, func, *args, **kwargs):
         return func(self, *args, **kwargs)
 
     def set_backend(
-        self, backend: str, inplace: bool = False, deep: bool = False, **kwargs
+        self, backend: str, inplace: bool = False, deep: bool = False, _warn: bool = True, **kwargs
     ):
         """
         Converts triangle array_backend.
@@ -164,6 +166,16 @@ def set_backend(
         -------
             Triangle with updated array_backend
         """
+        # Warn once, at the public entry point, so stacklevel=2 points at the
+        # user's call site rather than an internal recursive call. The _warn
+        # flag suppresses duplicate warnings from internal recursion below.
+        if _warn and backend == "cupy":
+            warnings.warn(
+                "The 'cupy' array backend is deprecated and will be removed in a "
+                "future release. See https://github.com/casact/chainladder-python/issues/843.",
+                DeprecationWarning,
+                stacklevel=2,
+            )
         if hasattr(self, "array_backend"):
             old_backend: str = self.array_backend
         else:
@@ -205,7 +217,7 @@ def set_backend(
                 if deep:
                     for k, v in vars(self).items():
                         if isinstance(v, Common):
-                            v.set_backend(backend, inplace=True, deep=True)
+                            v.set_backend(backend, inplace=True, deep=True, _warn=False)
                 if hasattr(self, "array_backend"):
                     self.array_backend = backend
             else:
@@ -213,7 +225,7 @@ def set_backend(
             return self
         else:
             obj = self.copy()
-            return obj.set_backend(backend=backend, inplace=True, deep=deep, **kwargs)
+            return obj.set_backend(backend=backend, inplace=True, deep=deep, _warn=False, **kwargs)
 
     @staticmethod
     def _validate_assumption(
diff --git a/chainladder/utils/tests/test_utilities.py b/chainladder/utils/tests/test_utilities.py
index 0aeffd27..228bda4d 100644
--- a/chainladder/utils/tests/test_utilities.py
+++ b/chainladder/utils/tests/test_utilities.py
@@ -291,4 +291,73 @@ def test_reset_option_invalid() -> None:
     None
     """
     with pytest.raises(ValueError):
-        cl.options.reset_option('NOT_A_REAL_OPTION')
\ No newline at end of file
+        cl.options.reset_option('NOT_A_REAL_OPTION')
+
+
+def test_set_option_cupy_backend_deprecated() -> None:
+    """
+    Setting ARRAY_BACKEND to 'cupy' should emit a DeprecationWarning. See issue #843.
+
+    Returns
+    -------
+    None
+    """
+    try:
+        with pytest.warns(DeprecationWarning, match="cupy"):
+            cl.options.set_option('ARRAY_BACKEND', 'cupy')
+    finally:
+        cl.options.reset_option('ARRAY_BACKEND')
+
+
+def test_set_option_cupy_priority_deprecated() -> None:
+    """
+    Setting ARRAY_PRIORITY to a list containing 'cupy' should emit a
+    DeprecationWarning. See issue #843.
+
+    Returns
+    -------
+    None
+    """
+    try:
+        with pytest.warns(DeprecationWarning, match="cupy"):
+            cl.options.set_option('ARRAY_PRIORITY', ['dask', 'sparse', 'cupy', 'numpy'])
+    finally:
+        cl.options.reset_option('ARRAY_PRIORITY')
+
+
+def test_set_option_non_cupy_no_warning(recwarn) -> None:
+    """
+    Setting backends other than 'cupy' should not emit a DeprecationWarning.
+
+    Returns
+    -------
+    None
+    """
+    try:
+        cl.options.set_option('ARRAY_BACKEND', 'sparse')
+        cl.options.set_option('ARRAY_PRIORITY', ['dask', 'sparse', 'numpy'])
+        assert not [w for w in recwarn if issubclass(w.category, DeprecationWarning)]
+    finally:
+        cl.options.reset_option('ARRAY_BACKEND')
+        cl.options.reset_option('ARRAY_PRIORITY')
+
+
+def test_set_backend_cupy_deprecated(clrd) -> None:
+    """
+    Triangle.set_backend('cupy') should emit exactly one DeprecationWarning,
+    pointing at the caller. See issue #843.
+
+    Returns
+    -------
+    None
+    """
+    with pytest.warns(DeprecationWarning, match="cupy") as record:
+        clrd.set_backend('cupy', deep=True)
+    cupy_warnings = [
+        w for w in record
+        if issubclass(w.category, DeprecationWarning) and "cupy" in str(w.message)
+    ]
+    # A single warning should fire at the user's call site, not once per
+    # internal recursive / deep child conversion.
+    assert len(cupy_warnings) == 1
+    assert cupy_warnings[0].filename == __file__
\ No newline at end of file