diff --git a/python-package/xgboost/compat.py b/python-package/xgboost/compat.py
index c0b589018caa..cea85c8c6c6c 100644
--- a/python-package/xgboost/compat.py
+++ b/python-package/xgboost/compat.py
@@ -20,9 +20,13 @@ def py_str(x):
 
 
 def lazy_isinstance(instance, module, name):
-    '''Use string representation to identify a type.'''
-    module = type(instance).__module__ == module
-    name = type(instance).__name__ == name
+    """Use string representation to identify a type."""
+
+    # Notice, we use .__class__ as opposed to type() in order
+    # to support object proxies such as weakref.proxy
+    cls = instance.__class__
+    module = cls.__module__ == module
+    name = cls.__name__ == name
     return module and name