diff --git a/test/test_transforms.py b/test/test_transforms.py
index 567c0995d20..e710a93781b 100644
--- a/test/test_transforms.py
+++ b/test/test_transforms.py
@@ -14014,6 +14014,117 @@ def test_transform_compose(self, reward_key, num_rewards, weights):
         )
         torch.testing.assert_close(td[out_keys], expected)
 
+    def test_compose_with_reward_scaling(self):
+        """Test that LineariseRewards properly registers output keys for use in Compose.
+
+        This test reproduces the issue from GitHub #3237 where LineariseRewards
+        does not register its output keys in the spec, causing subsequent transforms
+        to fail during initialization.
+        """
+        # Create a simple env with multi-objective rewards
+        env = self._DummyMultiObjectiveEnv(num_rewards=3)
+
+        # Create a composed transform with LineariseRewards and RewardScaling
+        # This should work without KeyError since transform_output_spec properly validates
+        transform = Compose(
+            LineariseRewards(
+                in_keys=[("reward",)],
+                out_keys=[
+                    (
+                        "nested",
+                        "scalar_reward",
+                    )
+                ],
+                weights=[1.0, 2.0, 3.0],
+            ),
+            RewardScaling(
+                in_keys=[
+                    (
+                        "nested",
+                        "scalar_reward",
+                    )
+                ],
+                loc=0.0,
+                scale=10.0,
+            ),
+        )
+
+        # Apply transform to environment
+        transformed_env = TransformedEnv(env, transform)
+
+        # Check that specs are valid
+        check_env_specs(transformed_env)
+
+        # Verify the transform works correctly
+        rollout = transformed_env.rollout(5)
+        assert ("next", "nested", "scalar_reward") in rollout.keys(True)
+        assert rollout[("next", "nested", "scalar_reward")].shape[-1] == 1
+
+    def test_compose_with_nested_keys(self):
+        """Test LineariseRewards with nested keys as described in GitHub #3237."""
+        # Create a dummy env that produces nested rewards
+        class _NestedRewardEnv(EnvBase):
+            def __init__(self):
+                super().__init__()
+                self.observation_spec = Composite(
+                    observation=UnboundedContinuous((*self.batch_size, 3))
+                )
+                self.action_spec = Categorical(
+                    2, (*self.batch_size, 1), dtype=torch.bool
+                )
+                self.done_spec = Categorical(2, (*self.batch_size, 1), dtype=torch.bool)
+                self.full_done_spec["truncated"] = self.full_done_spec[
+                    "terminated"
+                ].clone()
+                # Nested reward spec
+                self.reward_spec = Composite(
+                    agent1=Composite(
+                        reward_vec=UnboundedContinuous(*self.batch_size, 2)
+                    )
+                )
+
+            def _reset(self, tensordict: TensorDict) -> TensorDict:
+                return self.observation_spec.sample()
+
+            def _step(self, tensordict: TensorDict) -> TensorDict:
+                return TensorDict(
+                    {
+                        ("observation"): self.observation_spec["observation"].sample(),
+                        ("done"): False,
+                        ("terminated"): False,
+                        ("agent1", "reward_vec"): torch.randn(2),
+                    }
+                )
+
+            def _set_seed(self, seed: int | None = None) -> None:
+                pass
+
+        env = _NestedRewardEnv()
+
+        # This is the exact scenario from the GitHub issue
+        transform = Compose(
+            transforms=[
+                LineariseRewards(
+                    in_keys=[("agent1", "reward_vec")],
+                    out_keys=[("agent1", "weighted_reward")],
+                ),
+                RewardScaling(
+                    in_keys=[("agent1", "weighted_reward")], loc=0.0, scale=2.0
+                ),
+            ],
+        )
+
+        # This should work without KeyError
+        transformed_env = TransformedEnv(env, transform)
+
+        # Check that specs are valid
+        check_env_specs(transformed_env)
+
+        # Verify the transform works correctly
+        rollout = transformed_env.rollout(5)
+        assert ("next", "agent1", "weighted_reward") in rollout.keys(True)
+        assert rollout[("next", "agent1", "weighted_reward")].shape[-1] == 1
+
     class _DummyMultiObjectiveEnv(EnvBase):
         """A dummy multi-objective environment."""
 
diff --git a/torchrl/envs/transforms/transforms.py b/torchrl/envs/transforms/transforms.py
index ca9ab70f184..227e0e038f1 100644
--- a/torchrl/envs/transforms/transforms.py
+++ b/torchrl/envs/transforms/transforms.py
@@ -592,13 +592,11 @@ def transform_output_spec(self, output_spec: Composite) -> Composite:
         in_keys = {unravel_key(k) for k in self.in_keys}
         for key in out_keys - in_keys:
             if unravel_key(key) not in output_spec_keys:
-                warnings.warn(
+                raise KeyError(
                     f"The key '{key}' is unaccounted for by the transform (expected keys {output_spec_keys}). "
                     f"Every new entry in the tensordict resulting from a call to a transform must be "
                     f"registered in the specs for torchrl rollouts to be consistently built. "
-                    f"Make sure transform_output_spec/transform_observation_spec/... is coded correctly. "
-                    "This warning will trigger a KeyError in v0.9, make sure to adapt your code accordingly.",
-                    category=FutureWarning,
+                    f"Make sure transform_output_spec/transform_observation_spec/... is coded correctly."
                 )
         return output_spec