diff --git a/python-package/xgboost/sklearn.py b/python-package/xgboost/sklearn.py
index 4feecb508..c57a0dd02 100644
--- a/python-package/xgboost/sklearn.py
+++ b/python-package/xgboost/sklearn.py
@@ -573,13 +573,6 @@ class XGBModel(XGBModelBase):
 
         """
         self.n_features_in_ = X.shape[1]
-
-        train_dmatrix = DMatrix(data=X, label=y, weight=sample_weight,
-                                base_margin=base_margin,
-                                missing=self.missing,
-                                nthread=self.n_jobs)
-        train_dmatrix.set_info(feature_weights=feature_weights)
-
         evals_result = {}
 
         train_dmatrix, evals = self._wrap_evaluation_matrices(