diff --git a/python-package/xgboost/core.py b/python-package/xgboost/core.py
index 60ba97a40..cde339bb8 100644
--- a/python-package/xgboost/core.py
+++ b/python-package/xgboost/core.py
@@ -14,6 +14,7 @@ import ctypes
 import os
 import re
 import sys
+import warnings
 
 import numpy as np
 import scipy.sparse
@@ -381,6 +382,10 @@ class DMatrix(object):
         label = _maybe_dt_array(label)
         weight = _maybe_dt_array(weight)
 
+        if isinstance(data, list):
+            warnings.warn('Initializing DMatrix from List is deprecated.',
+                          DeprecationWarning)
+
         if isinstance(data, STRING_TYPES):
             self.handle = ctypes.c_void_p()
             _check_call(_LIB.XGDMatrixCreateFromFile(c_str(data),