diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
index 1bad8ff85..4a731bda3 100644
--- a/.github/workflows/main.yml
+++ b/.github/workflows/main.yml
@@ -6,9 +6,6 @@ name: XGBoost-CI
 # events but only for the master branch
 on: [push, pull_request]
 
-env:
-  R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
-
 # A workflow run is made up of one or more jobs that can run sequentially or in parallel
 jobs:
   gtest-cpu:
@@ -161,6 +158,24 @@ jobs:
       run: |
         make lint
 
+  mypy:
+    runs-on: ubuntu-latest
+    name: Type checking for Python
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.7'
+        architecture: 'x64'
+    - name: Install Python packages
+      run: |
+        python -m pip install wheel setuptools mypy
+    - name: Run mypy
+      run: |
+        cd python-package && mypy . || true
+
   doxygen:
     runs-on: ubuntu-latest
     name: Generate C/C++ API doc using Doxygen
@@ -224,133 +239,3 @@ jobs:
         make -C doc html
       env:
         SPHINX_GIT_BRANCH: ${{ steps.extract_branch.outputs.branch }}
-
-  lintr:
-    runs-on: ${{ matrix.config.os }}
-    name: Run R linters on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
-    strategy:
-      matrix:
-        config:
-          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
-    env:
-      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
-      RSPM: ${{ matrix.config.rspm }}
-
-    steps:
-    - uses: actions/checkout@v2
-      with:
-        submodules: 'true'
-
-    - uses: r-lib/actions/setup-r@master
-      with:
-        r-version: ${{ matrix.config.r }}
-
-    - name: Cache R packages
-      uses: actions/cache@v2
-      with:
-        path: ${{ env.R_LIBS_USER }}
-        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
-        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
-
-    - name: Install dependencies
-      shell: Rscript {0}
-      run: |
-        install.packages(${{ env.R_PACKAGES }},
-                         repos = 'http://cloud.r-project.org',
-                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
-
-    - name: Run lintr
-      run: |
-        cd R-package
-        R.exe CMD INSTALL .
-        Rscript.exe tests/helper_scripts/run_lint.R
-
-  test-with-R:
-    runs-on: ${{ matrix.config.os }}
-    name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
-    strategy:
-      fail-fast: false
-      matrix:
-        config:
-          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
-          - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'cmake'}
-          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'cmake'}
-    env:
-      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
-      RSPM: ${{ matrix.config.rspm }}
-
-    steps:
-    - uses: actions/checkout@v2
-      with:
-        submodules: 'true'
-
-    - uses: r-lib/actions/setup-r@master
-      with:
-        r-version: ${{ matrix.config.r }}
-
-    - name: Cache R packages
-      uses: actions/cache@v2
-      with:
-        path: ${{ env.R_LIBS_USER }}
-        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
-        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
-
-    - name: Install dependencies
-      shell: Rscript {0}
-      run: |
-        install.packages(${{ env.R_PACKAGES }},
-                         repos = 'http://cloud.r-project.org',
-                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
-
-    - uses: actions/setup-python@v2
-      with:
-        python-version: '3.7'
-        architecture: 'x64'
-
-    - name: Test R
-      run: |
-        python tests/ci_build/test_r_package.py --compiler="${{ matrix.config.compiler }}" --build-tool="${{ matrix.config.build }}"
-
-  test-R-CRAN:
-    runs-on: ubuntu-latest
-
-    strategy:
-      fail-fast: false
-      matrix:
-        config:
-          - {r: 'release'}
-
-    steps:
-    - uses: actions/checkout@v2
-      with:
-        submodules: 'true'
-
-    - uses: r-lib/actions/setup-r@master
-      with:
-        r-version: ${{ matrix.config.r }}
-
-    - uses: r-lib/actions/setup-tinytex@master
-
-    - name: Cache R packages
-      uses: actions/cache@v2
-      with:
-        path: ${{ env.R_LIBS_USER }}
-        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
-        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
-
-    - name: Install system packages
-      run: |
-        sudo apt-get update && sudo apt-get install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev
-
-    - name: Install dependencies
-      shell: Rscript {0}
-      run: |
-        install.packages(${{ env.R_PACKAGES }},
-                         repos = 'http://cloud.r-project.org',
-                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
-
-    - name: Check R Package
-      run: |
-        # Print stacktrace upon success of failure
-        make Rcheck || tests/ci_build/print_r_stacktrace.sh fail
-        tests/ci_build/print_r_stacktrace.sh success
diff --git a/.github/workflows/r_tests.yml b/.github/workflows/r_tests.yml
new file mode 100644
index 000000000..6900fd655
--- /dev/null
+++ b/.github/workflows/r_tests.yml
@@ -0,0 +1,137 @@
+name: XGBoost-R-Tests
+
+on: [push, pull_request]
+
+env:
+  R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
+
+jobs:
+  lintr:
+    runs-on: ${{ matrix.config.os }}
+    name: Run R linters on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
+    strategy:
+      matrix:
+        config:
+          - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
+    env:
+      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
+      RSPM: ${{ matrix.config.rspm }}
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+
+    - uses: r-lib/actions/setup-r@master
+      with:
+        r-version: ${{ matrix.config.r }}
+
+    - name: Cache R packages
+      uses: actions/cache@v2
+      with:
+        path: ${{ env.R_LIBS_USER }}
+        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
+        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
+
+    - name: Install dependencies
+      shell: Rscript {0}
+      run: |
+        install.packages(${{ env.R_PACKAGES }},
+                         repos = 'http://cloud.r-project.org',
+                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
+
+    - name: Run lintr
+      run: |
+        cd R-package
+        R.exe CMD INSTALL .
+        Rscript.exe tests/helper_scripts/run_lint.R
+
+  test-with-R:
+    runs-on: ${{ matrix.config.os }}
+    name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
+    strategy:
+      fail-fast: false
+      matrix:
+        config:
+          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
+          - {os: windows-2016, r: 'release', compiler: 'msvc', build: 'cmake'}
+          - {os: windows-2016, r: 'release', compiler: 'mingw', build: 'cmake'}
+    env:
+      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
+      RSPM: ${{ matrix.config.rspm }}
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+
+    - uses: r-lib/actions/setup-r@master
+      with:
+        r-version: ${{ matrix.config.r }}
+
+    - name: Cache R packages
+      uses: actions/cache@v2
+      with:
+        path: ${{ env.R_LIBS_USER }}
+        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
+        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
+
+    - name: Install dependencies
+      shell: Rscript {0}
+      run: |
+        install.packages(${{ env.R_PACKAGES }},
+                         repos = 'http://cloud.r-project.org',
+                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
+
+    - uses: actions/setup-python@v2
+      with:
+        python-version: '3.7'
+        architecture: 'x64'
+
+    - name: Test R
+      run: |
+        python tests/ci_build/test_r_package.py --compiler='${{ matrix.config.compiler }}' --build-tool='${{ matrix.config.build }}'
+
+  test-R-CRAN:
+    runs-on: ubuntu-latest
+
+    strategy:
+      fail-fast: false
+      matrix:
+        config:
+          - {r: 'release'}
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'true'
+
+    - uses: r-lib/actions/setup-r@master
+      with:
+        r-version: ${{ matrix.config.r }}
+
+    - uses: r-lib/actions/setup-tinytex@master
+
+    - name: Cache R packages
+      uses: actions/cache@v2
+      with:
+        path: ${{ env.R_LIBS_USER }}
+        key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
+        restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
+
+    - name: Install system packages
+      run: |
+        sudo apt-get update && sudo apt-get install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev
+
+    - name: Install dependencies
+      shell: Rscript {0}
+      run: |
+        install.packages(${{ env.R_PACKAGES }},
+                         repos = 'http://cloud.r-project.org',
+                         dependencies = c('Depends', 'Imports', 'LinkingTo'))
+
+    - name: Check R Package
+      run: |
+        # Print stacktrace upon success of failure
+        make Rcheck || tests/ci_build/print_r_stacktrace.sh fail
+        tests/ci_build/print_r_stacktrace.sh success
diff --git a/python-package/setup.cfg b/python-package/setup.cfg
index 5aef279b9..0edf1e560 100644
--- a/python-package/setup.cfg
+++ b/python-package/setup.cfg
@@ -1,2 +1,6 @@
 [metadata]
 description-file = README.rst
+
+[mypy]
+ignore_missing_imports = True
+disallow_untyped_defs = True
\ No newline at end of file