diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 61a6acd8ffa..5533ad86185 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -220,6 +220,8 @@ jobs:
           conda list
       - name: Install HDF5
         run: sudo apt update && sudo apt install -y libhdf5-dev
+      - shell: bash -l {0}
+        run: pytest modin/experimental/xgboost/test/test_default.py --backend=${{ matrix.backend }}
       - shell: bash -l {0}
         run: python -m pytest modin/test/backends/base/test_internals.py --backend=${{ matrix.backend }}
       - shell: bash -l {0}
@@ -368,6 +370,8 @@ jobs:
           conda list
       - name: Install HDF5
         run: sudo apt update && sudo apt install -y libhdf5-dev
+      - shell: bash -l {0}
+        run: pytest modin/experimental/xgboost/test/test_default.py
       - shell: bash -l {0}
         run: pytest modin/pandas/test/dataframe/test_binary.py
       - shell: bash -l {0}
diff --git a/.github/workflows/push.yml b/.github/workflows/push.yml
index 6064522afcc..337a0a467dd 100644
--- a/.github/workflows/push.yml
+++ b/.github/workflows/push.yml
@@ -61,6 +61,8 @@ jobs:
           conda list
       - name: Install HDF5
         run: sudo apt update && sudo apt install -y libhdf5-dev
+      - shell: bash -l {0}
+        run: pytest modin/experimental/xgboost/test/test_default.py --backend=${{ matrix.backend }}
       - shell: bash -l {0}
         run: pytest modin/pandas/test/dataframe/test_binary.py --backend=${{ matrix.backend }}
       - shell: bash -l {0}
@@ -154,6 +156,8 @@ jobs:
           conda list
       - name: Install HDF5
         run: sudo apt update && sudo apt install -y libhdf5-dev
+      - shell: bash -l {0}
+        run: pytest modin/experimental/xgboost/test/test_default.py
       - shell: bash -l {0}
         run: pytest modin/pandas/test/dataframe/test_binary.py
       - shell: bash -l {0}
diff --git a/modin/experimental/xgboost/test/__init__.py b/modin/experimental/xgboost/test/__init__.py
new file mode 100644
index 00000000000..cae6413e559
--- /dev/null
+++ b/modin/experimental/xgboost/test/__init__.py
@@ -0,0 +1,12 @@
+# Licensed to Modin Development Team under one or more contributor license agreements.
+# See the NOTICE file distributed with this work for additional information regarding
+# copyright ownership.  The Modin Development Team licenses this file to you under the
+# Apache License, Version 2.0 (the "License"); you may not use this file except in
+# compliance with the License.  You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software distributed under
+# the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF
+# ANY KIND, either express or implied. See the License for the specific language
+# governing permissions and limitations under the License.
diff --git a/modin/experimental/xgboost/test/test_default.py b/modin/experimental/xgboost/test/test_default.py
new file mode 100644
index 00000000000..0fb7f751c1b
--- /dev/null
+++ b/modin/experimental/xgboost/test/test_default.py
@@ -0,0 +1,30 @@
+# Licensed to Modin Development Team under one or more contributor license agreements.
+# See the NOTICE file distributed with this work for additional information regarding
+# copyright ownership.  The Modin Development Team licenses this file to you under the
+# Apache License, Version 2.0 (the "License"); you may not use this file except in
+# compliance with the License.  You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software distributed under
+# the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF
+# ANY KIND, either express or implied. See the License for the specific language
+# governing permissions and limitations under the License.
+
+
+import pytest
+from modin.config import Engine
+
+import modin.experimental.xgboost as xgb
+
+
+@pytest.mark.skipif(
+    Engine.get() == "Ray",
+    reason="This test doesn't make sense on Ray backend.",
+)
+@pytest.mark.parametrize("func", ["train", "predict"])
+def test_backend(func):
+    try:
+        getattr(xgb, func)({}, xgb.ModinDMatrix(None, None))
+    except ValueError:
+        pass
diff --git a/modin/experimental/xgboost/xgboost.py b/modin/experimental/xgboost/xgboost.py
index 88ab88ba208..9896ea46f0b 100644
--- a/modin/experimental/xgboost/xgboost.py
+++ b/modin/experimental/xgboost/xgboost.py
@@ -98,7 +98,7 @@ def train(
     if Engine.get() == "Ray":
         from .xgboost_ray import _train
     else:
-        raise ValueError("Current version supports only Ray engine as MODIN_ENGINE.")
+        raise ValueError("Current version supports only Ray engine.")
 
     result = _train(
         dtrain, nthread, evenly_data_distribution, params, *args, evals=evals, **kwargs
@@ -141,7 +141,7 @@ def predict(
     if Engine.get() == "Ray":
         from .xgboost_ray import _predict
     else:
-        raise ValueError("Current version supports only Ray engine as MODIN_ENGINE.")
+        raise ValueError("Current version supports only Ray engine.")
 
     if isinstance(model, xgb.Booster):
         booster = model