diff --git a/R-package/tests/testthat/test_glm.R b/R-package/tests/testthat/test_glm.R
new file mode 100644
index 000000000..dc7b6efab
--- /dev/null
+++ b/R-package/tests/testthat/test_glm.R
@@ -0,0 +1,19 @@
+context('Test generalized linear models')
+
+require(xgboost)
+
+test_that("glm works", {
+  data(agaricus.train, package='xgboost')
+  data(agaricus.test, package='xgboost')
+  dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
+  dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
+  expect_equal(class(dtrain), "xgb.DMatrix")
+  expect_equal(class(dtest), "xgb.DMatrix")
+  param <- list(objective = "binary:logistic", booster = "gblinear",
+                nthread = 2, alpha = 0.0001, lambda = 1)
+  watchlist <- list(eval = dtest, train = dtrain)
+  num_round <- 2
+  bst <- xgb.train(param, dtrain, num_round, watchlist)
+  ypred <- predict(bst, dtest)
+  expect_equal(length(getinfo(dtest, 'label')), 1611)
+})