diff --git a/tests/python/test_quantile_dmatrix.py b/tests/python/test_quantile_dmatrix.py
index 0e0aaed08..c1ec23ea3 100644
--- a/tests/python/test_quantile_dmatrix.py
+++ b/tests/python/test_quantile_dmatrix.py
@@ -253,9 +253,12 @@ class TestQuantileDMatrix:
         self.run_ref_dmatrix(rng, "hist", True)
         self.run_ref_dmatrix(rng, "hist", False)
 
-    def test_predict(self) -> None:
-        n_samples, n_features = 16, 2
-        X, y = make_categorical(n_samples, n_features, n_categories=13, onehot=False)
+    @pytest.mark.parametrize("sparsity", [0.0, 0.5])
+    def test_predict(self, sparsity: float) -> None:
+        n_samples, n_features = 256, 4
+        X, y = make_categorical(
+            n_samples, n_features, n_categories=13, onehot=False, sparsity=sparsity
+        )
         Xy = xgb.DMatrix(X, y, enable_categorical=True)
 
         booster = xgb.train({"tree_method": "hist"}, Xy)