Warren Buffett warns that another financial crisis is inevitable.

Buffett was asked by CNBC's Andrew Ross Sorkin if he is worried another crisis will happen again.

"Well there will be one sometime," Buffett said in an interview for CNBC's "Crisis on Wall Street: The Week That Shook the World" documentary. The documentary airs Wednesday night at 10 p.m. ET/PT.

This week marks the 10th anniversary of Lehman Brothers' bankruptcy, which many investors regard as the seminal event of the financial crisis.

The Oracle of Omaha explained another bubble is unavoidable due to human nature, jealously and greed.