diff --git a/python-package/xgboost/dask.py b/python-package/xgboost/dask.py
index 665f7c264..cb972afa3 100644
--- a/python-package/xgboost/dask.py
+++ b/python-package/xgboost/dask.py
@@ -1859,7 +1859,7 @@ class DaskXGBClassifier(DaskScikitLearnBase, XGBClassifierBase):
         vstack = update_wrapper(
             partial(da.vstack, allow_unknown_chunksizes=True), da.vstack
         )
-        return _cls_predict_proba(getattr(self, "n_classes_", None), predts, vstack)
+        return _cls_predict_proba(getattr(self, "n_classes_", 0), predts, vstack)
 
     # pylint: disable=missing-function-docstring
     def predict_proba(
diff --git a/python-package/xgboost/sklearn.py b/python-package/xgboost/sklearn.py
index 07206bb55..949dae7b4 100644
--- a/python-package/xgboost/sklearn.py
+++ b/python-package/xgboost/sklearn.py
@@ -1442,9 +1442,7 @@ class XGBClassifier(XGBModel, XGBClassifierBase):
             iteration_range=iteration_range
         )
         # If model is loaded from a raw booster there's no `n_classes_`
-        return _cls_predict_proba(
-            getattr(self, "n_classes_", None), class_probs, np.vstack
-        )
+        return _cls_predict_proba(getattr(self, "n_classes_", 0), class_probs, np.vstack)
 
 
 @xgboost_model_doc(