diff --git a/jvm-packages/xgboost4j/src/native/xgboost4j.cpp b/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
index 5528b1e836b4..3111b957006a 100644
--- a/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
+++ b/jvm-packages/xgboost4j/src/native/xgboost4j.cpp
@@ -22,6 +22,14 @@
 #include <vector>
 #include <string>
 
+#define JVM_CHECK_CALL(__expr)                                                 \
+  {                                                                            \
+    int __errcode = (__expr);                                                  \
+    if (__errcode != 0) {                                                      \
+      return __errcode;                                                        \
+    }                                                                          \
+  }
+
 // helper functions
 // set handle
 void setHandle(JNIEnv *jenv, jlongArray jhandle, void* handle) {
@@ -177,6 +185,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   }
   int ret = XGDMatrixCreateFromDataIter(
       jiter, XGBoost4jCallbackDataIterNext, cache_info, &result);
+  JVM_CHECK_CALL(ret);
   if (cache_info) {
     jenv->ReleaseStringUTFChars(jcache_info, cache_info);
   }
@@ -194,6 +203,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   DMatrixHandle result;
   const char* fname = jenv->GetStringUTFChars(jfname, 0);
   int ret = XGDMatrixCreateFromFile(fname, jsilent, &result);
+  JVM_CHECK_CALL(ret);
   if (fname) {
     jenv->ReleaseStringUTFChars(jfname, fname);
   }
@@ -214,7 +224,11 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   jfloat* data = jenv->GetFloatArrayElements(jdata, 0);
   bst_ulong nindptr = (bst_ulong)jenv->GetArrayLength(jindptr);
   bst_ulong nelem = (bst_ulong)jenv->GetArrayLength(jdata);
-  jint ret = (jint) XGDMatrixCreateFromCSREx((size_t const *)indptr, (unsigned int const *)indices, (float const *)data, nindptr, nelem, jcol, &result);
+  jint ret = (jint) XGDMatrixCreateFromCSREx((size_t const *)indptr,
+                                             (unsigned int const *)indices,
+                                             (float const *)data,
+                                             nindptr, nelem, jcol, &result);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   //Release
   jenv->ReleaseLongArrayElements(jindptr, indptr, 0);
@@ -237,7 +251,11 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   bst_ulong nindptr = (bst_ulong)jenv->GetArrayLength(jindptr);
   bst_ulong nelem = (bst_ulong)jenv->GetArrayLength(jdata);
 
-  jint ret = (jint) XGDMatrixCreateFromCSCEx((size_t const *)indptr, (unsigned int const *)indices, (float const *)data, nindptr, nelem, jrow, &result);
+  jint ret = (jint) XGDMatrixCreateFromCSCEx((size_t const *)indptr,
+                                             (unsigned int const *)indices,
+                                             (float const *)data,
+                                             nindptr, nelem, jrow, &result);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   //release
   jenv->ReleaseLongArrayElements(jindptr, indptr, 0);
@@ -258,6 +276,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   bst_ulong nrow = (bst_ulong)jnrow;
   bst_ulong ncol = (bst_ulong)jncol;
   jint ret = (jint) XGDMatrixCreateFromMat((float const *)jdataRef, nrow, ncol, jmiss, &result);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   return ret;
 }
@@ -275,6 +294,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixCreateFro
   bst_ulong nrow = (bst_ulong)jnrow;
   bst_ulong ncol = (bst_ulong)jncol;
   jint ret = (jint) XGDMatrixCreateFromMat((float const *)data, nrow, ncol, jmiss, &result);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   //release
   jenv->ReleaseFloatArrayElements(jdata, data, 0);
@@ -296,6 +316,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixSliceDMat
 
   // default to not allowing slicing with group ID specified -- feel free to add if necessary
   jint ret = (jint) XGDMatrixSliceDMatrixEx(handle, (int const *)indexset, len, &result, 0);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   //release
   jenv->ReleaseIntArrayElements(jindexset, indexset, 0);
@@ -325,6 +346,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixSaveBinar
   DMatrixHandle handle = (DMatrixHandle) jhandle;
   const char* fname = jenv->GetStringUTFChars(jfname, 0);
   int ret = XGDMatrixSaveBinary(handle, fname, jsilent);
+  JVM_CHECK_CALL(ret);
   if (fname) jenv->ReleaseStringUTFChars(jfname, (const char *)fname);
   return ret;
 }
@@ -342,6 +364,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixSetFloatI
   jfloat* array = jenv->GetFloatArrayElements(jarray, NULL);
   bst_ulong len = (bst_ulong)jenv->GetArrayLength(jarray);
   int ret = XGDMatrixSetFloatInfo(handle, field, (float const *)array, len);
+  JVM_CHECK_CALL(ret);
   //release
   if (field) jenv->ReleaseStringUTFChars(jfield, field);
   jenv->ReleaseFloatArrayElements(jarray, array, 0);
@@ -360,6 +383,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixSetUIntIn
   jint* array = jenv->GetIntArrayElements(jarray, NULL);
   bst_ulong len = (bst_ulong)jenv->GetArrayLength(jarray);
   int ret = XGDMatrixSetUIntInfo(handle, (char const *)field, (unsigned int const *)array, len);
+  JVM_CHECK_CALL(ret);
   //release
   if (field) jenv->ReleaseStringUTFChars(jfield, (const char *)field);
   jenv->ReleaseIntArrayElements(jarray, array, 0);
@@ -379,6 +403,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixGetFloatI
   bst_ulong len;
   float *result;
   int ret = XGDMatrixGetFloatInfo(handle, field, &len, (const float**) &result);
+  JVM_CHECK_CALL(ret);
   if (field) jenv->ReleaseStringUTFChars(jfield, field);
 
   jsize jlen = (jsize) len;
@@ -401,6 +426,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixGetUIntIn
   bst_ulong len;
   unsigned int *result;
   int ret = (jint) XGDMatrixGetUIntInfo(handle, field, &len, (const unsigned int **) &result);
+  JVM_CHECK_CALL(ret);
   if (field) jenv->ReleaseStringUTFChars(jfield, field);
 
   jsize jlen = (jsize) len;
@@ -420,6 +446,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGDMatrixNumRow
   DMatrixHandle handle = (DMatrixHandle) jhandle;
   bst_ulong result[1];
   int ret = (jint) XGDMatrixNumRow(handle, result);
+  JVM_CHECK_CALL(ret);
   jenv->SetLongArrayRegion(jout, 0, 1, (const jlong *) result);
   return ret;
 }
@@ -442,6 +469,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterCreate
   }
   BoosterHandle result;
   int ret = XGBoosterCreate(dmlc::BeginPtr(handles), handles.size(), &result);
+  JVM_CHECK_CALL(ret);
   setHandle(jenv, jout, result);
   return ret;
 }
@@ -469,6 +497,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterSetParam
   const char* name = jenv->GetStringUTFChars(jname, 0);
   const char* value = jenv->GetStringUTFChars(jvalue, 0);
   int ret = XGBoosterSetParam(handle, name, value);
+  JVM_CHECK_CALL(ret);
   //release
   if (name) jenv->ReleaseStringUTFChars(jname, name);
   if (value) jenv->ReleaseStringUTFChars(jvalue, value);
@@ -500,6 +529,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterBoostOneI
   jfloat* hess = jenv->GetFloatArrayElements(jhess, 0);
   bst_ulong len = (bst_ulong)jenv->GetArrayLength(jgrad);
   int ret = XGBoosterBoostOneIter(handle, dtrain, grad, hess, len);
+  JVM_CHECK_CALL(ret);
   //release
   jenv->ReleaseFloatArrayElements(jgrad, grad, 0);
   jenv->ReleaseFloatArrayElements(jhess, hess, 0);
@@ -537,6 +567,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterEvalOneIt
                                  dmlc::BeginPtr(dmats),
                                  dmlc::BeginPtr(evchars),
                                  len, &result);
+  JVM_CHECK_CALL(ret);
   jstring jinfo = nullptr;
   if (result != nullptr) {
     jinfo = jenv->NewStringUTF(result);
@@ -556,8 +587,10 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterPredict
   DMatrixHandle dmat = (DMatrixHandle) jdmat;
   bst_ulong len;
   float *result;
-  int ret = XGBoosterPredict(handle, dmat, joption_mask, (unsigned int) jntree_limit, 0,
+  int ret = XGBoosterPredict(handle, dmat, joption_mask, (unsigned int) jntree_limit,
+                             /* training = */ 0,  // Currently this parameter is not supported by JVM
                              &len, (const float **) &result);
+  JVM_CHECK_CALL(ret);
   if (len) {
     jsize jlen = (jsize) len;
     jfloatArray jarray = jenv->NewFloatArray(jlen);
@@ -578,7 +611,10 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterLoadModel
   const char* fname = jenv->GetStringUTFChars(jfname, 0);
 
   int ret = XGBoosterLoadModel(handle, fname);
-  if (fname) jenv->ReleaseStringUTFChars(jfname,fname);
+  JVM_CHECK_CALL(ret);
+  if (fname) {
+    jenv->ReleaseStringUTFChars(jfname,fname);
+  }
   return ret;
 }
 
@@ -593,7 +629,10 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterSaveModel
   const char*  fname = jenv->GetStringUTFChars(jfname, 0);
 
   int ret = XGBoosterSaveModel(handle, fname);
-  if (fname) jenv->ReleaseStringUTFChars(jfname, fname);
+  JVM_CHECK_CALL(ret);
+  if (fname) {
+    jenv->ReleaseStringUTFChars(jfname, fname);
+  }
   return ret;
 }
 
@@ -608,6 +647,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterLoadModel
   jbyte* buffer = jenv->GetByteArrayElements(jbytes, 0);
   int ret = XGBoosterLoadModelFromBuffer(
       handle, buffer, jenv->GetArrayLength(jbytes));
+  JVM_CHECK_CALL(ret);
   jenv->ReleaseByteArrayElements(jbytes, buffer, 0);
   return ret;
 }
@@ -623,6 +663,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterGetModelR
   bst_ulong len = 0;
   const char* result;
   int ret = XGBoosterGetModelRaw(handle, &len, &result);
+  JVM_CHECK_CALL(ret);
 
   if (result) {
     jbyteArray jarray = jenv->NewByteArray(len);
@@ -646,6 +687,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterDumpModel
   char **result;
 
   int ret = XGBoosterDumpModelEx(handle, fmap, jwith_stats, format, &len, (const char ***) &result);
+  JVM_CHECK_CALL(ret);
 
   jsize jlen = (jsize) len;
   jobjectArray jinfos = jenv->NewObjectArray(jlen, jenv->FindClass("java/lang/String"), jenv->NewStringUTF(""));
@@ -697,6 +739,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterDumpModel
                                              (const char **) dmlc::BeginPtr(feature_names_char),
                                              (const char **) dmlc::BeginPtr(feature_types_char),
                                              jwith_stats, format, &len, (const char ***) &result);
+  JVM_CHECK_CALL(ret);
 
   jsize jlen = (jsize) len;
   jobjectArray jinfos = jenv->NewObjectArray(jlen, jenv->FindClass("java/lang/String"), jenv->NewStringUTF(""));
@@ -719,6 +762,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterGetAttrNa
   bst_ulong len = 0;
   char **result;
   int ret = XGBoosterGetAttrNames(handle, &len, (const char ***) &result);
+  JVM_CHECK_CALL(ret);
 
   jsize jlen = (jsize) len;
   jobjectArray jinfos = jenv->NewObjectArray(jlen, jenv->FindClass("java/lang/String"), jenv->NewStringUTF(""));
@@ -742,6 +786,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterGetAttr
   const char* result;
   int success;
   int ret = XGBoosterGetAttr(handle, key, &result, &success);
+  JVM_CHECK_CALL(ret);
   //release
   if (key) jenv->ReleaseStringUTFChars(jkey, key);
 
@@ -764,6 +809,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterSetAttr
   const char* key = jenv->GetStringUTFChars(jkey, 0);
   const char* value = jenv->GetStringUTFChars(jvalue, 0);
   int ret = XGBoosterSetAttr(handle, key, value);
+  JVM_CHECK_CALL(ret);
   //release
   if (key) jenv->ReleaseStringUTFChars(jkey, key);
   if (value) jenv->ReleaseStringUTFChars(jvalue, value);
@@ -780,6 +826,7 @@ JNIEXPORT jint JNICALL Java_ml_dmlc_xgboost4j_java_XGBoostJNI_XGBoosterLoadRabit
   BoosterHandle handle = (BoosterHandle) jhandle;
   int version;
   int ret = XGBoosterLoadRabitCheckpoint(handle, &version);
+  JVM_CHECK_CALL(ret);
   jint jversion = version;
   jenv->SetIntArrayRegion(jout, 0, 1, &jversion);
   return ret;