diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
index cff3b7d70aee..b108ed263ee1 100644
--- a/.github/workflows/main.yml
+++ b/.github/workflows/main.yml
@@ -21,7 +21,10 @@ jobs:
         submodules: 'true'
     - name: Install system packages
       run: |
+        # Use libomp 11.1.0: https://github.com/dmlc/xgboost/issues/7039
+        wget https://raw.githubusercontent.com/Homebrew/homebrew-core/679923b4eb48a8dc7ecc1f05d06063cd79b3fc00/Formula/libomp.rb -O $(find $(brew --repository) -name libomp.rb)
         brew install ninja libomp
+        brew pin libomp
     - name: Build gtest binary
       run: |
         mkdir build
@@ -31,9 +34,7 @@ jobs:
     - name: Run gtest binary
       run: |
         cd build
-        # libomp internal error:
-        #   OMP: Error #131: Thread identifier invalid.
-        ./testxgboost  --gtest_filter="-HistIndexCreationWithExternalMemory.Test"
+        ./testxgboost
         ctest -R TestXGBoostCLI --extra-verbose
 
   gtest-cpu-nonomp:
diff --git a/.github/workflows/python_tests.yml b/.github/workflows/python_tests.yml
index 411caa0ef316..f61dc132db66 100644
--- a/.github/workflows/python_tests.yml
+++ b/.github/workflows/python_tests.yml
@@ -17,7 +17,10 @@ jobs:
     - name: Install osx system dependencies
       if: matrix.os == 'macos-10.15'
       run: |
+        # Use libomp 11.1.0: https://github.com/dmlc/xgboost/issues/7039
+        wget https://raw.githubusercontent.com/Homebrew/homebrew-core/679923b4eb48a8dc7ecc1f05d06063cd79b3fc00/Formula/libomp.rb -O $(find $(brew --repository) -name libomp.rb)
         brew install ninja libomp
+        brew pin libomp
     - name: Install Ubuntu system dependencies
       if: matrix.os == 'ubuntu-latest'
       run: |
diff --git a/tests/travis/setup.sh b/tests/travis/setup.sh
index 42e942d39a20..442f536c251b 100755
--- a/tests/travis/setup.sh
+++ b/tests/travis/setup.sh
@@ -1,7 +1,11 @@
 #!/bin/bash
 
 # https://travis-ci.community/t/macos-build-fails-because-of-homebrew-bundle-unknown-command/7296/27
+# Use libomp 11.1.0: https://github.com/dmlc/xgboost/issues/7039
+brew update  # Force update, so that update doesn't overwrite our version of libomp.rb
+wget https://raw.githubusercontent.com/Homebrew/homebrew-core/679923b4eb48a8dc7ecc1f05d06063cd79b3fc00/Formula/libomp.rb -O $(find $(brew --repository) -name libomp.rb)
 brew install cmake libomp
+brew pin libomp
 
 
 if [ ${TASK} == "python_test" ] || [ ${TASK} == "python_sdist_test" ]; then