diff --git a/tests/cpp/plugin/test_federated_learner.cc b/tests/cpp/plugin/test_federated_learner.cc
index 427bd790c..a9adedc63 100644
--- a/tests/cpp/plugin/test_federated_learner.cc
+++ b/tests/cpp/plugin/test_federated_learner.cc
@@ -120,6 +120,11 @@ TEST_P(VerticalFederatedLearnerTest, Hist) {
 }
 
 #if defined(XGBOOST_USE_CUDA)
+TEST_P(VerticalFederatedLearnerTest, GPUApprox) {
+  std::string objective = GetParam();
+  this->Run("approx", "cuda:0", objective);
+}
+
 TEST_P(VerticalFederatedLearnerTest, GPUHist) {
   std::string objective = GetParam();
   this->Run("hist", "cuda:0", objective);
diff --git a/tests/cpp/tree/test_gpu_hist.cu b/tests/cpp/tree/test_gpu_hist.cu
index 76734e526..f21ed1f06 100644
--- a/tests/cpp/tree/test_gpu_hist.cu
+++ b/tests/cpp/tree/test_gpu_hist.cu
@@ -428,7 +428,7 @@ TEST(GpuHist, MaxDepth) {
 }
 
 namespace {
-RegTree GetUpdatedTree(Context const* ctx, DMatrix* dmat) {
+RegTree GetHistTree(Context const* ctx, DMatrix* dmat) {
   ObjInfo task{ObjInfo::kRegression};
   GPUHistMaker hist_maker{ctx, &task};
   hist_maker.Configure(Args{});
@@ -446,7 +446,7 @@ RegTree GetUpdatedTree(Context const* ctx, DMatrix* dmat) {
   return tree;
 }
 
-void VerifyColumnSplit(bst_row_t rows, bst_feature_t cols, RegTree const& expected_tree) {
+void VerifyHistColumnSplit(bst_row_t rows, bst_feature_t cols, RegTree const& expected_tree) {
   Context ctx(MakeCUDACtx(GPUIDX));
 
   auto Xy = RandomDataGenerator{rows, cols, 0}.GenerateDMatrix(true);
@@ -454,7 +454,7 @@ void VerifyColumnSplit(bst_row_t rows, bst_feature_t cols, RegTree const& expect
   auto const rank = collective::GetRank();
   std::unique_ptr<DMatrix> sliced{Xy->SliceCol(world_size, rank)};
 
-  RegTree tree = GetUpdatedTree(&ctx, sliced.get());
+  RegTree tree = GetHistTree(&ctx, sliced.get());
 
   Json json{Object{}};
   tree.SaveModel(&json);
@@ -472,8 +472,58 @@ TEST_F(MGPUHistTest, GPUHistColumnSplit) {
 
   Context ctx(MakeCUDACtx(0));
   auto dmat = RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix(true);
-  RegTree expected_tree = GetUpdatedTree(&ctx, dmat.get());
+  RegTree expected_tree = GetHistTree(&ctx, dmat.get());
 
-  DoTest(VerifyColumnSplit, kRows, kCols, expected_tree);
+  DoTest(VerifyHistColumnSplit, kRows, kCols, expected_tree);
+}
+
+namespace {
+RegTree GetApproxTree(Context const* ctx, DMatrix* dmat) {
+  ObjInfo task{ObjInfo::kRegression};
+  GPUGlobalApproxMaker approx_maker{ctx, &task};
+  approx_maker.Configure(Args{});
+
+  TrainParam param;
+  param.UpdateAllowUnknown(Args{});
+
+  linalg::Matrix<GradientPair> gpair({dmat->Info().num_row_}, ctx->Ordinal());
+  gpair.Data()->Copy(GenerateRandomGradients(dmat->Info().num_row_));
+
+  std::vector<HostDeviceVector<bst_node_t>> position(1);
+  RegTree tree;
+  approx_maker.Update(&param, &gpair, dmat, common::Span<HostDeviceVector<bst_node_t>>{position},
+                      {&tree});
+  return tree;
+}
+
+void VerifyApproxColumnSplit(bst_row_t rows, bst_feature_t cols, RegTree const& expected_tree) {
+  Context ctx(MakeCUDACtx(GPUIDX));
+
+  auto Xy = RandomDataGenerator{rows, cols, 0}.GenerateDMatrix(true);
+  auto const world_size = collective::GetWorldSize();
+  auto const rank = collective::GetRank();
+  std::unique_ptr<DMatrix> sliced{Xy->SliceCol(world_size, rank)};
+
+  RegTree tree = GetApproxTree(&ctx, sliced.get());
+
+  Json json{Object{}};
+  tree.SaveModel(&json);
+  Json expected_json{Object{}};
+  expected_tree.SaveModel(&expected_json);
+  ASSERT_EQ(json, expected_json);
+}
+}  // anonymous namespace
+
+class MGPUApproxTest : public BaseMGPUTest {};
+
+TEST_F(MGPUApproxTest, GPUApproxColumnSplit) {
+  auto constexpr kRows = 32;
+  auto constexpr kCols = 16;
+
+  Context ctx(MakeCUDACtx(0));
+  auto dmat = RandomDataGenerator{kRows, kCols, 0}.GenerateDMatrix(true);
+  RegTree expected_tree = GetApproxTree(&ctx, dmat.get());
+
+  DoTest(VerifyApproxColumnSplit, kRows, kCols, expected_tree);
 }
 }  // namespace xgboost::tree