diff --git a/src/collective/loop.cc b/src/collective/loop.cc
index 5cfb0034d..b51749fcd 100644
--- a/src/collective/loop.cc
+++ b/src/collective/loop.cc
@@ -1,11 +1,19 @@
 /**
- * Copyright 2023, XGBoost Contributors
+ * Copyright 2023-2024, XGBoost Contributors
  */
 #include "loop.h"
 
-#include <queue>  // for queue
+#include <cstddef>    // for size_t
+#include <cstdint>    // for int32_t
+#include <exception>  // for exception, current_exception, rethrow_exception
+#include <mutex>      // for lock_guard, unique_lock
+#include <queue>      // for queue
+#include <string>     // for string
+#include <thread>     // for thread
+#include <utility>    // for move
 
 #include "rabit/internal/socket.h"      // for PollHelper
+#include "xgboost/collective/result.h"  // for Fail, Success
 #include "xgboost/collective/socket.h"  // for FailWithCode
 #include "xgboost/logging.h"            // for CHECK
 
@@ -109,62 +117,94 @@ Result Loop::EmptyQueue(std::queue<Op>* p_queue) const {
 }
 
 void Loop::Process() {
-  // consumer
-  while (true) {
-    std::unique_lock lock{mu_};
-    cv_.wait(lock, [this] { return !this->queue_.empty() || stop_; });
-    if (stop_) {
-      break;
-    }
+  auto set_rc = [this](Result&& rc) {
+    std::lock_guard lock{rc_lock_};
+    rc_ = std::forward<Result>(rc);
+  };
+
+  // This loop cannot exit unless `stop_` is set to true. There must always be a thread to
+  // answer the blocking call even if there are errors, otherwise the blocking will wait
+  // forever.
+  while (true) {
+    try {
+      std::unique_lock lock{mu_};
+      cv_.wait(lock, [this] { return !this->queue_.empty() || stop_; });
+      if (stop_) {
+        break;  // only point where this loop can exit.
+      }
+
+      // Move the global queue into a local variable to unblock it.
+      std::queue<Op> qcopy;
+
+      bool is_blocking = false;
+      while (!queue_.empty()) {
+        auto op = queue_.front();
+        queue_.pop();
+        if (op.code == Op::kBlock) {
+          is_blocking = true;
+          // Block must be the last op in the current batch since no further submit can be
+          // issued until the blocking call is finished.
+          CHECK(queue_.empty());
+        } else {
+          qcopy.push(op);
+        }
+      }
 
-    auto unlock_notify = [&](bool is_blocking, bool stop) {
       if (!is_blocking) {
-        std::lock_guard guard{mu_};
-        stop_ = stop;
-      } else {
-        stop_ = stop;
+        // Unblock, we can write to the global queue again.
         lock.unlock();
       }
-      cv_.notify_one();
-    };
 
-    // move the queue
-    std::queue<Op> qcopy;
-    bool is_blocking = false;
-    while (!queue_.empty()) {
-      auto op = queue_.front();
-      queue_.pop();
-      if (op.code == Op::kBlock) {
-        is_blocking = true;
-      } else {
-        qcopy.push(op);
+      // Clear the local queue, this is blocking the current worker thread (but not the
+      // client thread), wait until all operations are finished.
+      auto rc = this->EmptyQueue(&qcopy);
+
+      if (is_blocking) {
+        // The unlock is delayed if this is a blocking call
+        lock.unlock();
       }
-    }
-    // unblock the queue
-    if (!is_blocking) {
-      lock.unlock();
-    }
-    // clear the queue
-    auto rc = this->EmptyQueue(&qcopy);
-    // Handle error
-    if (!rc.OK()) {
-      unlock_notify(is_blocking, true);
-      std::lock_guard<std::mutex> guard{rc_lock_};
-      this->rc_ = std::move(rc);
-      return;
-    }
 
-    CHECK(qcopy.empty());
-    unlock_notify(is_blocking, false);
+      // Notify the client thread who called block after all error conditions are set.
+      auto notify_if_block = [&] {
+        if (is_blocking) {
+          std::unique_lock lock{mu_};
+          block_done_ = true;
+          lock.unlock();
+          block_cv_.notify_one();
+        }
+      };
+
+      // Handle error
+      if (!rc.OK()) {
+        set_rc(std::move(rc));
+      } else {
+        CHECK(qcopy.empty());
+      }
+
+      notify_if_block();
+    } catch (std::exception const& e) {
+      curr_exce_ = std::current_exception();
+      set_rc(Fail("Exception inside the event loop:" + std::string{e.what()}));
+    } catch (...) {
+      curr_exce_ = std::current_exception();
+      set_rc(Fail("Unknown exception inside the event loop."));
+    }
   }
 }
 
 Result Loop::Stop() {
+  // Finish all remaining tasks
+  CHECK_EQ(this->Block().OK(), this->rc_.OK());
+
+  // Notify the loop to stop
   std::unique_lock lock{mu_};
   stop_ = true;
   lock.unlock();
+  this->cv_.notify_one();
 
-  CHECK_EQ(this->Block().OK(), this->rc_.OK());
+  if (this->worker_.joinable()) {
+    this->worker_.join();
+  }
 
   if (curr_exce_) {
     std::rethrow_exception(curr_exce_);
@@ -175,17 +215,29 @@ Result Loop::Stop() {
 
 [[nodiscard]] Result Loop::Block() {
   {
+    // Check whether the last op was successful, stop if not.
     std::lock_guard<std::mutex> guard{rc_lock_};
     if (!rc_.OK()) {
-      return std::move(rc_);
+      stop_ = true;
     }
   }
-  this->Submit(Op{Op::kBlock});
-  {
-    std::unique_lock lock{mu_};
-    cv_.wait(lock, [this] { return (this->queue_.empty()) || stop_; });
+
+  if (!this->worker_.joinable()) {
+    std::lock_guard<std::mutex> guard{rc_lock_};
+    return Fail("Worker has stopped.", std::move(rc_));
   }
+
+  this->Submit(Op{Op::kBlock});
+
   {
+    // Wait for the block call to finish.
+    std::unique_lock lock{mu_};
+    block_cv_.wait(lock, [this] { return block_done_ || stop_; });
+    block_done_ = false;
+  }
+
+  {
+    // Transfer the rc.
     std::lock_guard<std::mutex> lock{rc_lock_};
     return std::move(rc_);
   }
@@ -193,26 +245,6 @@ Result Loop::Stop() {
 
 Loop::Loop(std::chrono::seconds timeout) : timeout_{timeout} {
   timer_.Init(__func__);
-  worker_ = std::thread{[this] {
-    try {
-      this->Process();
-    } catch (std::exception const& e) {
-      std::lock_guard<std::mutex> guard{mu_};
-      if (!curr_exce_) {
-        curr_exce_ = std::current_exception();
-        rc_ = Fail("Exception was thrown");
-      }
-      stop_ = true;
-      cv_.notify_all();
-    } catch (...) {
-      std::lock_guard<std::mutex> guard{mu_};
-      if (!curr_exce_) {
-        curr_exce_ = std::current_exception();
-        rc_ = Fail("Exception was thrown");
-      }
-      stop_ = true;
-      cv_.notify_all();
-    }
-  }};
+  worker_ = std::thread{[this] { this->Process(); }};
 }
 }  // namespace xgboost::collective
diff --git a/src/collective/loop.h b/src/collective/loop.h
index 0c1fdcbfe..4839abfd3 100644
--- a/src/collective/loop.h
+++ b/src/collective/loop.h
@@ -1,5 +1,5 @@
 /**
- * Copyright 2023, XGBoost Contributors
+ * Copyright 2023-2024, XGBoost Contributors
  */
 #pragma once
 #include <chrono>              // for seconds
@@ -10,7 +10,6 @@
 #include <mutex>               // for unique_lock, mutex
 #include <queue>               // for queue
 #include <thread>              // for thread
-#include <utility>             // for move
 
 #include "../common/timer.h"            // for Monitor
 #include "xgboost/collective/result.h"  // for Result
@@ -37,10 +36,15 @@ class Loop {
   };
 
  private:
-  std::thread worker_;
-  std::condition_variable cv_;
-  std::mutex mu_;
-  std::queue<Op> queue_;
+  std::thread worker_;  // thread worker to execute the tasks
+
+  std::condition_variable cv_;        // CV used to notify a new submit call
+  std::condition_variable block_cv_;  // CV used to notify the blocking call
+  bool block_done_{false};            // Flag to indicate whether the blocking call has finished.
+
+  std::queue<Op> queue_;  // event queue
+  std::mutex mu_;         // mutex to protect the queue, cv, and block_done
+
   std::chrono::seconds timeout_;
 
   Result rc_;
@@ -51,29 +55,33 @@ class Loop {
   common::Monitor mutable timer_;
 
   Result EmptyQueue(std::queue<Op>* p_queue) const;
+  // The cunsumer function that runs inside a worker thread.
   void Process();
 
  public:
+  /**
+   * @brief Stop the worker thread.
+   */
   Result Stop();
 
   void Submit(Op op) {
-    // producer
     std::unique_lock lock{mu_};
     queue_.push(op);
     lock.unlock();
     cv_.notify_one();
   }
 
+  /**
+   * @brief Block the event loop until all ops are finished. In the case of failure, this
+   *        loop should be not be used for new operations.
+   */
   [[nodiscard]] Result Block();
 
   explicit Loop(std::chrono::seconds timeout);
 
   ~Loop() noexcept(false) {
+    // The worker will be joined in the stop function.
     this->Stop();
-
-    if (worker_.joinable()) {
-      worker_.join();
-    }
   }
 };
 }  // namespace xgboost::collective