"conveying a warning," 1590s, from caution (n.) + -ary.
Entries linking to cautionary
caution n.
c. 1300, caucioun, "bail, guarantee, pledge," from Old French caution "security, surety" (13c.), from Latin cautionem (nominative cautio) "caution, care, foresight, precaution," noun of action from past-participle stem of cavere "to be on one's guard" (from PIE root *keu- "to see, observe, perceive").
The Latin sense re-emerged in English as "prudence in regard to danger" (1650s). The meaning "word of warning, monitory advice" is from c. 1600. The meaning "anything which excites alarm or astonishment" is U.S. slang, 1835.
-ary
adjective and noun word-forming element, in most cases from Latin -arius, -aria, -arium "connected with, pertaining to; the man engaged in," from PIE relational adjective suffix *-yo- "of or belonging to." The neuter of the adjectives in Latin also were often used as nouns (solarium "sundial," vivarium, honorarium, etc.). It appears in words borrowed from Latin in Middle English. In later borrowings from Latin to French, it became -aire and passed into Middle English as -arie, subsequently -ary.