diff --git a/python-package/xgboost/data.py b/python-package/xgboost/data.py
index 5d1e2d41d742..58b63a5dccdd 100644
--- a/python-package/xgboost/data.py
+++ b/python-package/xgboost/data.py
@@ -725,6 +725,8 @@ def _device_quantile_transform(data, feature_names, feature_types):
         return data, feature_names, feature_types
     if _is_dlpack(data):
         return _transform_dlpack(data), feature_names, feature_types
+    raise TypeError('Value type is not supported for data iterator:' +
+                    str(type(data)))
 
 
 def dispatch_device_quantile_dmatrix_set_data(proxy, data):
diff --git a/tests/python/test_basic.py b/tests/python/test_basic.py
index 979bc37963b4..dad7ddc9db0c 100644
--- a/tests/python/test_basic.py
+++ b/tests/python/test_basic.py
@@ -68,7 +68,7 @@ def test_basic(self):
             # save dmatrix into binary buffer
             dtest.save_binary(dtest_path)
             # save model
-            model_path = 'model.booster'
+            model_path = os.path.join(tmpdir, 'model.booster')
             bst.save_model(model_path)
             # load model and data in
             bst2 = xgb.Booster(model_file=model_path)