diff --git a/python-package/xgboost/core.py b/python-package/xgboost/core.py
index 4176dcfa9708..ead199e2095a 100644
--- a/python-package/xgboost/core.py
+++ b/python-package/xgboost/core.py
@@ -2027,7 +2027,7 @@ def dump_model(self, fout, fmap='', with_stats=False, dump_format="text"):
         """
         if isinstance(fout, (STRING_TYPES, os.PathLike)):
             fout = os.fspath(os.path.expanduser(fout))
-            fout = open(fout, 'w')
+            fout = open(fout, 'w')  # pylint: disable=consider-using-with
             need_close = True
         else:
             need_close = False