Typical architectures of Generative AdversarialNetworks make use of a unimodal latent distribution transformed by a continuous generator. Consequently, the modeled distribution always has connected support which is cumbersome when learning a disconnected set of manifolds. We formalize this problem by establishing a no free lunch theorem for the disconnected manifold learning stating an upper bound on the precision of the targeted distribution. This is done by building on the necessary existence of a low-quality region where the generator continuously samples data between two disconnected modes. Finally, we derive a rejection sampling method based on the norm of generators Jacobian and show its efficiency on several generators including BigGAN.