awk: warning: escape sequence '\<' treated as plain '>'

I'm trying to match words using GNU awk command and getting the following error:
echo 'foo bar this that blah' | awk '{gsub("\<regex-word\>", "NEW-WORD");print}'
But getting the following warning on screen and it is not working:
awk: warning: escape sequence `\<' treated as plain `<' awk: warning: escape sequence `\>' treated as plain `>'
How do I fix this problem under Unix like operating systems?

Tutorial details
Difficulty	Easy (rss)
Root privileges	No
Requirements	None

You need escape the backslashes too:
{gsub("\\<regex-word\\>", "NEW-WORD");
In this example:

 
echo 'foo bar this that blah' | awk '{gsub("\\<regex-word\\>", "NEW-WORD");print}'

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awk: warning: escape sequence '\<' treated as plain '>'

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