diff --git a/python-package/xgboost/callback.py b/python-package/xgboost/callback.py
index 6fa940ab9f0a..3c66ccfb8d58 100644
--- a/python-package/xgboost/callback.py
+++ b/python-package/xgboost/callback.py
@@ -212,7 +212,7 @@ def init(env):
             rabit.tracker_print(msg.format(metric_label, stopping_rounds))
 
         state['maximize_score'] = maximize_score
-
+        state['best_iteration'] = 0
         if maximize_score:
             state['best_score'] = float('-inf')
         else:
@@ -228,11 +228,9 @@ def init(env):
                 state['best_iteration'] = int(bst.attr('best_iteration'))
                 state['best_msg'] = bst.attr('best_msg')
             else:
-                state['best_iteration'] = 0
                 bst.set_attr(best_iteration=str(state['best_iteration']))
                 bst.set_attr(best_score=str(state['best_score']))
         else:
-            state['best_iteration'] = 0
             assert env.cvfolds is not None
 
     def callback(env):