diff --git a/CMakeLists.txt b/CMakeLists.txt
index 52fd37cd7..3f9a80bc4 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.13)
+cmake_minimum_required(VERSION 3.14 FATAL_ERROR)
 project(xgboost LANGUAGES CXX C VERSION 1.5.0)
 include(cmake/Utils.cmake)
 list(APPEND CMAKE_MODULE_PATH "${xgboost_SOURCE_DIR}/cmake/modules")
diff --git a/tests/ci_build/Dockerfile.clang_tidy b/tests/ci_build/Dockerfile.clang_tidy
index 661e9b925..a0c3339f2 100644
--- a/tests/ci_build/Dockerfile.clang_tidy
+++ b/tests/ci_build/Dockerfile.clang_tidy
@@ -14,8 +14,8 @@ RUN \
     add-apt-repository -u 'deb http://apt.llvm.org/bionic/ llvm-toolchain-bionic-10 main' && \
     apt-get update && \
     apt-get install -y llvm-10 clang-tidy-10 clang-10 && \
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr
 
 # Set default clang-tidy version
 RUN \
diff --git a/tests/ci_build/Dockerfile.cpu b/tests/ci_build/Dockerfile.cpu
index bcdf99981..411319b26 100644
--- a/tests/ci_build/Dockerfile.cpu
+++ b/tests/ci_build/Dockerfile.cpu
@@ -9,8 +9,8 @@ RUN \
     apt-get update && \
     apt-get install -y tar unzip wget git build-essential doxygen graphviz llvm libasan2 libidn11 liblz4-dev ninja-build && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Python
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python
diff --git a/tests/ci_build/Dockerfile.gpu_build b/tests/ci_build/Dockerfile.gpu_build
index 7affdb9ed..15b5675aa 100644
--- a/tests/ci_build/Dockerfile.gpu_build
+++ b/tests/ci_build/Dockerfile.gpu_build
@@ -11,8 +11,8 @@ RUN \
     apt-get update && \
     apt-get install -y tar unzip wget bzip2 libgomp1 git build-essential doxygen graphviz llvm libasan2 libidn11 liblz4-dev ninja-build && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Python
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python
diff --git a/tests/ci_build/Dockerfile.gpu_build_centos6 b/tests/ci_build/Dockerfile.gpu_build_centos6
index 0f23cddf9..5ac473cc8 100644
--- a/tests/ci_build/Dockerfile.gpu_build_centos6
+++ b/tests/ci_build/Dockerfile.gpu_build_centos6
@@ -23,8 +23,8 @@ RUN \
     bash Miniconda3.sh -b -p /opt/python && \
     /opt/python/bin/python -m pip install auditwheel && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Ninja
     mkdir -p /usr/local && \
     cd /usr/local/ && \
diff --git a/tests/ci_build/Dockerfile.gpu_build_r_centos6 b/tests/ci_build/Dockerfile.gpu_build_r_centos6
index fd9f2d5ef..d78664717 100644
--- a/tests/ci_build/Dockerfile.gpu_build_r_centos6
+++ b/tests/ci_build/Dockerfile.gpu_build_r_centos6
@@ -86,8 +86,8 @@ RUN \
     bash Miniconda3.sh -b -p /opt/python && \
     /opt/python/bin/python -m pip install auditwheel && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Ninja
     mkdir -p /usr/local && \
     cd /usr/local/ && \
diff --git a/tests/ci_build/Dockerfile.jvm b/tests/ci_build/Dockerfile.jvm
index c73de17b2..aa4cf2262 100644
--- a/tests/ci_build/Dockerfile.jvm
+++ b/tests/ci_build/Dockerfile.jvm
@@ -18,8 +18,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Maven
     wget https://archive.apache.org/dist/maven/maven-3/3.6.1/binaries/apache-maven-3.6.1-bin.tar.gz && \
     tar xvf apache-maven-3.6.1-bin.tar.gz -C /opt && \
diff --git a/tests/ci_build/Dockerfile.jvm_gpu_build b/tests/ci_build/Dockerfile.jvm_gpu_build
index 9a488b816..afbfd9c79 100644
--- a/tests/ci_build/Dockerfile.jvm_gpu_build
+++ b/tests/ci_build/Dockerfile.jvm_gpu_build
@@ -22,8 +22,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Maven
     wget https://archive.apache.org/dist/maven/maven-3/3.6.1/binaries/apache-maven-3.6.1-bin.tar.gz && \
     tar xvf apache-maven-3.6.1-bin.tar.gz -C /opt && \
diff --git a/tests/ci_build/Dockerfile.rmm b/tests/ci_build/Dockerfile.rmm
index a7e00f9c1..65ec7266f 100644
--- a/tests/ci_build/Dockerfile.rmm
+++ b/tests/ci_build/Dockerfile.rmm
@@ -14,8 +14,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr
 
 # NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
 RUN \