diff --git a/tests/cpp/metric/test_metric.cc b/tests/cpp/metric/test_metric.cc
new file mode 100644
index 000000000..0e715472e
--- /dev/null
+++ b/tests/cpp/metric/test_metric.cc
@@ -0,0 +1,11 @@
+// Copyright by Contributors
+#include <xgboost/metric.h>
+
+#include "../helpers.h"
+
+TEST(Metric, UnknownMetric) {
+  EXPECT_ANY_THROW(xgboost::Metric::Create("unknown_name"));
+  EXPECT_NO_THROW(xgboost::Metric::Create("rmse"));
+  EXPECT_ANY_THROW(xgboost::Metric::Create("unknown_name@1"));
+  EXPECT_NO_THROW(xgboost::Metric::Create("error@0.5"));
+}