GitHub Flavored Markdown doesn't support footnotes, but it could be faked with superscript tags <sup>1</sup>. It could be even made clickable here as well.

First define the footnote at the bottom:

<sup>[[1]](#alchemy-docs-1)</sup>

Then reference it at some other place in the document:

<a name="sqlalchemy-docs-1">[1]</a>:New in version 1.3: - AssociationProxy no longer stores any state specific to a particular parent class; the state is now stored in per-class AssociationProxyInstance objects.

Some References: