diff --git a/R-package/inst/examples/cross_validation.R b/R-package/inst/examples/cross_validation.R
new file mode 100644
index 000000000..abe45354d
--- /dev/null
+++ b/R-package/inst/examples/cross_validation.R
@@ -0,0 +1,9 @@
+require(xgboost)
+require(methods)
+# Directly read in local file
+dtrain <- xgb.DMatrix("agaricus.txt.train")
+
+history <- xgb.cv(list("max_depth"=3, "eta"=1,
+                       "objective"="binary:logistic"),
+                  dtrain, nround=3, nfold = 5, "eval_metric"="error")
+