diff --git a/python-package/xgboost/core.py b/python-package/xgboost/core.py
index 8f6e560e4a8c..dff608ce1ff6 100644
--- a/python-package/xgboost/core.py
+++ b/python-package/xgboost/core.py
@@ -3129,7 +3129,7 @@ def _validate_features(self, feature_names: Optional[FeatureNames]) -> None:
 
         if feature_names is None and self.feature_names is not None:
             raise ValueError(
-                "training data did not have the following fields: "
+                "data did not contain feature names, but the following fields are expected: "
                 + ", ".join(self.feature_names)
             )