diff --git a/python-package/xgboost/__init__.py b/python-package/xgboost/__init__.py
index 2abd10eed..06086444e 100644
--- a/python-package/xgboost/__init__.py
+++ b/python-package/xgboost/__init__.py
@@ -18,7 +18,8 @@ except ImportError:
     pass
 
 VERSION_FILE = os.path.join(os.path.dirname(__file__), 'VERSION')
-__version__ = open(VERSION_FILE).read().strip()
+with open(VERSION_FILE) as f:
+    __version__ = f.read().strip()
 
 __all__ = ['DMatrix', 'Booster',
            'train', 'cv',