diff --git a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
index 47a280793c69..18d19eaef74f 100644
--- a/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
+++ b/jvm-packages/xgboost4j/src/main/java/ml/dmlc/xgboost4j/java/DMatrix.java
@@ -124,7 +124,11 @@ public DMatrix(long[] headers, int[] indices, float[] data, DMatrix.SparseType s
    * @param nrow number of rows
    * @param ncol number of columns
    * @throws XGBoostError native error
+   *
+   * @deprecated Please specify the missing value explicitly using
+   * {@link DMatrix(float[], int, int, float)}
    */
+  @Deprecated
   public DMatrix(float[] data, int nrow, int ncol) throws XGBoostError {
     long[] out = new long[1];
     XGBoostJNI.checkCall(XGBoostJNI.XGDMatrixCreateFromMat(data, nrow, ncol, 0.0f, out));
diff --git a/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala b/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
index 629a39dbf7ec..3e8c597d1ec0 100644
--- a/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
+++ b/jvm-packages/xgboost4j/src/main/scala/ml/dmlc/xgboost4j/scala/DMatrix.scala
@@ -79,6 +79,7 @@ class DMatrix private[scala](private[scala] val jDMatrix: JDMatrix) {
    * @param nrow number of rows
    * @param ncol number of columns
    */
+  @deprecated("Please specify the missing value explicitly", "XGBoost 1.5")
   @throws(classOf[XGBoostError])
   def this(data: Array[Float], nrow: Int, ncol: Int) {
     this(new JDMatrix(data, nrow, ncol))
diff --git a/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java b/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
index 3f6435b9e9b1..721b9a25f038 100644
--- a/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
+++ b/jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/DMatrixTest.java
@@ -212,7 +212,7 @@ public void testCreateFromDenseMatrix() throws XGBoostError {
       label0[i] = random.nextFloat();
     }
 
-    DMatrix dmat0 = new DMatrix(data0, nrow, ncol);
+    DMatrix dmat0 = new DMatrix(data0, nrow, ncol, Float.NaN);
     dmat0.setLabel(label0);
 
     //check
@@ -281,7 +281,7 @@ public void testCreateFromDenseMatrixRef() throws XGBoostError {
         label0[i] = random.nextFloat();
       }
 
-      dmat0 = new DMatrix(data0);
+      dmat0 = new DMatrix(data0, Float.NaN);
       dmat0.setLabel(label0);
 
       //check
@@ -318,7 +318,7 @@ public void testTrainWithDenseMatrixRef() throws XGBoostError {
         for (int j = 0; j < data0.ncol; j++)
           data0.set(i, j, data[i][j]);
 
-      trainMat = new DMatrix(data0);
+      trainMat = new DMatrix(data0, Float.NaN);
       trainMat.setLabel(new float[]{1f, 2f, 3f});
 
       HashMap<String, Object> params = new HashMap<>();
@@ -338,7 +338,7 @@ public void testTrainWithDenseMatrixRef() throws XGBoostError {
       // (3,1) -> 2
       // (2,3) -> 3
       for (int i = 0; i < 3; i++) {
-        float[][] preds = booster.predict(new DMatrix(data[i], 1, 2));
+        float[][] preds = booster.predict(new DMatrix(data[i], 1, 2, Float.NaN));
         assertEquals(1, preds.length);
         assertArrayEquals(new float[]{(float) (i + 1)}, preds[0], 1e-2f);
       }
diff --git a/jvm-packages/xgboost4j/src/test/scala/ml/dmlc/xgboost4j/scala/DMatrixSuite.scala b/jvm-packages/xgboost4j/src/test/scala/ml/dmlc/xgboost4j/scala/DMatrixSuite.scala
index 87ff8e006a98..50bc1a548dd1 100644
--- a/jvm-packages/xgboost4j/src/test/scala/ml/dmlc/xgboost4j/scala/DMatrixSuite.scala
+++ b/jvm-packages/xgboost4j/src/test/scala/ml/dmlc/xgboost4j/scala/DMatrixSuite.scala
@@ -130,7 +130,7 @@ class DMatrixSuite extends FunSuite {
     for (i <- label0.indices) {
       label0(i) = Random.nextFloat()
     }
-    val dmat0 = new DMatrix(data0, nrow, ncol)
+    val dmat0 = new DMatrix(data0, nrow, ncol, Float.NaN)
     dmat0.setLabel(label0)
     // check
     assert(dmat0.rowNum === 10)