diff --git a/demo/guide-python/multioutput_regression.py b/demo/guide-python/multioutput_regression.py
index 078ec6b7d..7450fd30a 100644
--- a/demo/guide-python/multioutput_regression.py
+++ b/demo/guide-python/multioutput_regression.py
@@ -46,7 +46,7 @@ def gen_circle() -> Tuple[np.ndarray, np.ndarray]:
     return X, y
 
 
-def rmse_model(plot_result: bool, strategy: str):
+def rmse_model(plot_result: bool, strategy: str) -> None:
     """Draw a circle with 2-dim coordinate as target variables."""
     X, y = gen_circle()
     # Train a regressor on it
@@ -120,10 +120,10 @@ if __name__ == "__main__":
     parser = argparse.ArgumentParser()
     parser.add_argument("--plot", choices=[0, 1], type=int, default=1)
     args = parser.parse_args()
+
     # Train with builtin RMSE objective
     # - One model per output.
     rmse_model(args.plot == 1, "one_output_per_tree")
-
     # - One model for all outputs, this is still working in progress, many features are
     # missing.
     rmse_model(args.plot == 1, "multi_output_tree")
diff --git a/tests/ci_build/lint_python.py b/tests/ci_build/lint_python.py
index b7864bb50..d248e14df 100644
--- a/tests/ci_build/lint_python.py
+++ b/tests/ci_build/lint_python.py
@@ -161,6 +161,7 @@ def main(args: argparse.Namespace) -> None:
                 "demo/guide-python/spark_estimator_examples.py",
                 "demo/guide-python/individual_trees.py",
                 "demo/guide-python/quantile_regression.py",
+                "demo/guide-python/multioutput_regression.py",
                 # CI
                 "tests/ci_build/lint_python.py",
                 "tests/ci_build/test_r_package.py",
@@ -204,6 +205,7 @@ def main(args: argparse.Namespace) -> None:
                 "demo/guide-python/feature_weights.py",
                 "demo/guide-python/individual_trees.py",
                 "demo/guide-python/quantile_regression.py",
+                "demo/guide-python/multioutput_regression.py",
                 # tests
                 "tests/python/test_dt.py",
                 "tests/python/test_data_iterator.py",