Suppose that, for all x in an interval [a, b], the functions f, g have finite derivatives. If, further, f′ and g′ are Riemann integrable, so are f′2 and g′2 and hence f′2 + g′2. Is it true that, conversely, the R-integrability of f′2 + g′2 implies that of f′ and g′? (Marcus, (2)). The answer is No, and a counter-example is given in this note. It is an elaboration of Volterra's classical construction of a derivative which is not R-integrable (3).