diff --git a/CMakeLists.txt b/CMakeLists.txt
index 7e5f2c556..460327385 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -244,6 +244,11 @@ add_subdirectory(rabit)
 add_subdirectory(${xgboost_SOURCE_DIR}/src)
 target_link_libraries(objxgboost PUBLIC dmlc)
 
+# Link -lstdc++fs for GCC 8.x
+if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU" AND CMAKE_CXX_COMPILER_VERSION VERSION_LESS "9.0")
+  target_link_libraries(objxgboost PUBLIC stdc++fs)
+endif()
+
 # Exports some R specific definitions and objects
 if(R_LIB)
   add_subdirectory(${xgboost_SOURCE_DIR}/R-package)