Unexpected illegal backslash warning

"[email protected] [ocaml_beginners]" <[email protected]>
Newsgroups gmane.comp.lang.ocaml.beginners
Message-ID <[email protected]> 
  I want to compute the list of all lines in my OCaml string. So I am going to search my string for all the characters matching the regexp "\n or \r"

 

 I tried Str.split (Str.regexp "\\n\|\\r"), but I get an illegal backlash warning. 
What is the correct way to write it ? How many slashes should I use ? Pehaps I should combine it with Str.quote ?
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