diff --git a/tests/cpp/CMakeLists.txt b/tests/cpp/CMakeLists.txt
index 6496f8af4..deed08165 100644
--- a/tests/cpp/CMakeLists.txt
+++ b/tests/cpp/CMakeLists.txt
@@ -1,3 +1,6 @@
+# The testxgboost executable is created in the top level CMakeLists. Most of the
+# properties and compilation flags are already set. We just need to add source files and
+# link gtest here.
 if(USE_DMLC_GTEST)
   if(NOT TARGET gtest)
     message(FATAL_ERROR "USE_DMLC_GTEST=ON but dmlc-core didn't bundle gtest")
@@ -6,6 +9,7 @@ if(USE_DMLC_GTEST)
 else()
   find_package(GTest REQUIRED)
 endif()
+
 file(GLOB_RECURSE TEST_SOURCES "*.cc")
 
 if(USE_CUDA)
@@ -13,6 +17,10 @@ if(USE_CUDA)
   list(APPEND TEST_SOURCES ${CUDA_TEST_SOURCES})
 endif()
 
+# We will add them back later to separate the definition.
+file(GLOB_RECURSE FEDERATED_TEST_SOURCES "plugin/federated/*.*")
+list(REMOVE_ITEM TEST_SOURCES ${FEDERATED_TEST_SOURCES})
+
 file(GLOB_RECURSE SYCL_TEST_SOURCES "plugin/test_sycl_*.cc")
 list(REMOVE_ITEM TEST_SOURCES ${SYCL_TEST_SOURCES})
 
@@ -48,14 +56,14 @@ if(PLUGIN_SYCL)
 endif()
 
 if(PLUGIN_FEDERATED)
-  target_include_directories(testxgboost PRIVATE ${xgboost_SOURCE_DIR}/plugin/federated)
-  target_link_libraries(testxgboost PRIVATE federated_client)
-else()
-  file(GLOB_RECURSE FEDERATED_TEST_SOURCES "plugin/*_federated_*.*")
-  list(REMOVE_ITEM TEST_SOURCES ${FEDERATED_TEST_SOURCES})
+  add_subdirectory(${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated)
 endif()
 
-target_sources(testxgboost PRIVATE ${TEST_SOURCES} ${xgboost_SOURCE_DIR}/plugin/example/custom_obj.cc)
+target_sources(
+  testxgboost PRIVATE
+  ${TEST_SOURCES}
+  ${xgboost_SOURCE_DIR}/plugin/example/custom_obj.cc
+)
 
 if(USE_CUDA AND PLUGIN_RMM)
   target_include_directories(testxgboost PRIVATE ${CUDA_INCLUDE_DIRS})
@@ -63,7 +71,6 @@ endif()
 
 target_include_directories(testxgboost
   PRIVATE
-  ${GTEST_INCLUDE_DIRS}
   ${xgboost_SOURCE_DIR}/include
   ${xgboost_SOURCE_DIR}/dmlc-core/include)
 target_link_libraries(testxgboost
diff --git a/tests/cpp/plugin/federated/CMakeLists.txt b/tests/cpp/plugin/federated/CMakeLists.txt
new file mode 100644
index 000000000..f85304e31
--- /dev/null
+++ b/tests/cpp/plugin/federated/CMakeLists.txt
@@ -0,0 +1,20 @@
+target_sources(
+  testxgboost PRIVATE
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_coll.cc
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_comm.cc
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_comm_group.cc
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_tracker.cc
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_learner.cc
+  ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_data.cc
+)
+
+if(USE_CUDA)
+  target_sources(
+    testxgboost PRIVATE
+    ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_coll.cu
+    ${xgboost_SOURCE_DIR}/tests/cpp/plugin/federated/test_federated_comm_group.cu
+  )
+endif()
+
+target_include_directories(testxgboost PRIVATE ${xgboost_SOURCE_DIR}/plugin/federated)
+target_link_libraries(testxgboost PRIVATE federated_client)
diff --git a/tests/cpp/plugin/test_federated_data.cc b/tests/cpp/plugin/federated/test_federated_data.cc
similarity index 85%
rename from tests/cpp/plugin/test_federated_data.cc
rename to tests/cpp/plugin/federated/test_federated_data.cc
index d0f649152..664f85ac8 100644
--- a/tests/cpp/plugin/test_federated_data.cc
+++ b/tests/cpp/plugin/federated/test_federated_data.cc
@@ -1,15 +1,13 @@
-/*!
- * Copyright 2023 XGBoost contributors
+/**
+ * Copyright 2023-2024, XGBoost contributors
  */
 #include <gtest/gtest.h>
 #include <xgboost/data.h>
 
-#include <thread>
-
-#include "../../../src/collective/communicator-inl.h"
-#include "../filesystem.h"
-#include "../helpers.h"
-#include "federated/test_worker.h"
+#include "../../../../src/collective/communicator-inl.h"
+#include "../../filesystem.h"
+#include "../../helpers.h"
+#include "test_worker.h"
 
 namespace xgboost {
 
diff --git a/tests/cpp/plugin/test_federated_learner.cc b/tests/cpp/plugin/federated/test_federated_learner.cc
similarity index 92%
rename from tests/cpp/plugin/test_federated_learner.cc
rename to tests/cpp/plugin/federated/test_federated_learner.cc
index 948914e0f..ed0bbcb3b 100644
--- a/tests/cpp/plugin/test_federated_learner.cc
+++ b/tests/cpp/plugin/federated/test_federated_learner.cc
@@ -1,19 +1,18 @@
 /**
  * Copyright 2023-2024, XGBoost contributors
  *
- * Some other tests for federated learning are in the main test suite (test_learner.cc),
- * gaurded by the `XGBOOST_USE_FEDERATED`.
+ * Some other tests for federated learning are in the main test suite (test_learner.cc).
  */
 #include <dmlc/parameter.h>
 #include <gtest/gtest.h>
 #include <xgboost/data.h>
 #include <xgboost/objective.h>
 
-#include "../../../src/collective/communicator-inl.h"
-#include "../../../src/common/linalg_op.h"  // for begin, end
-#include "../helpers.h"
-#include "../objective_helpers.h"  // for MakeObjNamesForTest, ObjTestNameGenerator
-#include "federated/test_worker.h"
+#include "../../../../src/collective/communicator-inl.h"
+#include "../../../../src/common/linalg_op.h"  // for begin, end
+#include "../../helpers.h"
+#include "../../objective_helpers.h"  // for MakeObjNamesForTest, ObjTestNameGenerator
+#include "test_worker.h"
 
 namespace xgboost {
 namespace {