diff --git a/README_ENTRYPOINT.md b/README_ENTRYPOINT.md
new file mode 100644
index 0000000000000..4ae2eabf61572
--- /dev/null
+++ b/README_ENTRYPOINT.md
@@ -0,0 +1,18 @@
+There is no file shebang for python that works on all platforms (#71818).
+To minimize breakage we have chosen to make this work when `bash` is available, or when using python/python2/python3 directly.
+Unfortunately, this breaks users using the `py` wrapper on Windows, where `bash` isn't supported outside of MingW shells.
+Existing versions of `py` will see the bash shebang line and try to respect it and interpret the file with `bash`.
+
+You can do one of the following things to get x.py working:
+1. Use any of `python`, `python2`, `python3`, `py -2`, or `py -3` to invoke x.py.
+2. Use a MingW shell (often installed as "Git Bash", or through Cygwin).
+3. Set the default file handler for .py files, which will allow using `./x.py` directly: `ftype Python.File="C:\Windows\py.exe" "-3" "%L" %*`.
+   `py` may be installed in a different location; use `where py` to determine where.
+4. Set a default python interpreter for the `py` wrapper: Add
+```ini
+[commands]
+bash=python
+```
+   to `%APPDATA%\py.ini`.
+
+5. Wait until October and update to the latest `py` wrapper, which fixes this bug: https://github.com/python/cpython/issues/94399#issuecomment-1170649407
diff --git a/x.py b/x.py
index 0289056fdcb16..302e5f71be703 100755
--- a/x.py
+++ b/x.py
@@ -1,4 +1,6 @@
-#!/usr/bin/env bash
+#!/usr/bin/env -S -u If_this_file_fails_to_run,read_README_ENTRYPOINT.md bash
+# `py` fails when using a shebang other than /usr/bin/python{,2,3}.
+# Try and give a better error by embedding a comment in the shebang.
 
 # Modern Linux and macOS systems commonly only have a thing called `python3` and
 # not `python`, while Windows commonly does not have `python3`, so we cannot