diff --git a/CMakeLists.txt b/CMakeLists.txt
index 339d82697..0251f2d9d 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -304,7 +304,7 @@ write_basic_package_version_file(
   COMPATIBILITY AnyNewerVersion)
 install(
   FILES
-  ${CMAKE_BINARY_DIR}/cmake/xgboost-config.cmake
+  ${CMAKE_CURRENT_BINARY_DIR}/cmake/xgboost-config.cmake
   ${CMAKE_BINARY_DIR}/cmake/xgboost-config-version.cmake
   DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/xgboost)