diff --git a/yt_dlp/YoutubeDL.py b/yt_dlp/YoutubeDL.py
index 67ca90349..ebaa48b7c 100644
--- a/yt_dlp/YoutubeDL.py
+++ b/yt_dlp/YoutubeDL.py
@@ -2194,7 +2194,7 @@ def _filter(f):
             return op(actual_value, comparison_value)
         return _filter
 
-    def _check_formats(self, formats):
+    def _check_formats(self, formats, warning=True):
         for f in formats:
             working = f.get('__working')
             if working is not None:
@@ -2222,7 +2222,11 @@ def _check_formats(self, formats):
                 f.pop('__needs_testing', None)
                 yield f
             else:
-                self.to_screen('[info] Unable to download format {}. Skipping...'.format(f['format_id']))
+                msg = f'Unable to download format {f["format_id"]}. Skipping...'
+                if warning:
+                    self.report_warning(msg)
+                else:
+                    self.to_screen(f'[info] {msg}')
 
     def _select_formats(self, formats, selector):
         return list(selector({
@@ -2948,7 +2952,7 @@ def is_wellformed(f):
                     )
 
         if self.params.get('check_formats') is True:
-            formats = LazyList(self._check_formats(formats[::-1]), reverse=True)
+            formats = LazyList(self._check_formats(formats[::-1], warning=False), reverse=True)
 
         if not formats or formats[0] is not info_dict:
             # only set the 'formats' fields if the original info_dict list them