diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index 3e9b29239639fae720e33bd8e339568cbb8b703c..9bdb5b61d463664e23109e058eaff668a4b3454a 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -84,7 +84,10 @@ elseif isfield(options_gsa,'neighborhood_width') && options_gsa.neighborhood_wid
     options_.mode_file='';
 end
 
-options_.order = 1;
+if options_.order~=1
+    warning('dynare_sensitivity: dynare_sensitivity does only support order=1, resetting to order=1.')
+    options_.order = 1;
+end
 
 if ~isempty(options_gsa.datafile) || isempty(bayestopt_) || options_gsa.rmse
     if isempty(options_gsa.datafile) && options_gsa.rmse