diff --git a/python-package/xgboost/callback.py b/python-package/xgboost/callback.py
index b4264cd82..14b4aef60 100644
--- a/python-package/xgboost/callback.py
+++ b/python-package/xgboost/callback.py
@@ -209,6 +209,10 @@ def early_stop(stopping_rounds, maximize=False, verbose=True):
             state['best_score'] = float('-inf')
         else:
             state['best_score'] = float('inf')
+        msg = '[%d]\t%s' % (
+            env.iteration,
+            '\t'.join([_fmt_metric(x) for x in env.evaluation_result_list]))
+        state['best_msg'] = msg
 
         if bst is not None:
             if bst.attr('best_score') is not None: