diff --git a/python-package/xgboost/core.py b/python-package/xgboost/core.py
index 26f4bc56cc39..87a955372886 100644
--- a/python-package/xgboost/core.py
+++ b/python-package/xgboost/core.py
@@ -1726,6 +1726,7 @@ def _init(
             nthread=self.nthread,
             cache_prefix=it.cache_prefix if it.cache_prefix else "",
             on_host=it.on_host,
+            max_bin=self.max_bin,
         )
         handle = ctypes.c_void_p()
         reset_callback, next_callback = it.get_callbacks(enable_categorical)
diff --git a/python-package/xgboost/testing/updater.py b/python-package/xgboost/testing/updater.py
index b92d7a9fa7e3..29125f4f5e41 100644
--- a/python-package/xgboost/testing/updater.py
+++ b/python-package/xgboost/testing/updater.py
@@ -195,10 +195,12 @@ def check_quantile_loss_extmem(
     np.testing.assert_allclose(predt, predt_it)
 
 
-def check_extmem_qdm(
+def check_extmem_qdm(  # pylint: disable=too-many-arguments
     n_samples_per_batch: int,
     n_features: int,
+    *,
     n_batches: int,
+    n_bins: int,
     device: str,
     on_host: bool,
 ) -> None:
@@ -212,21 +214,25 @@ def check_extmem_qdm(
         on_host=on_host,
     )
 
-    Xy_it = xgb.ExtMemQuantileDMatrix(it)
+    Xy_it = xgb.ExtMemQuantileDMatrix(it, max_bin=n_bins)
     with pytest.raises(ValueError, match="Only the `hist`"):
         booster_it = xgb.train(
-            {"device": device, "tree_method": "approx"}, Xy_it, num_boost_round=8
+            {"device": device, "tree_method": "approx", "max_bin": n_bins},
+            Xy_it,
+            num_boost_round=8,
         )
 
-    booster_it = xgb.train({"device": device}, Xy_it, num_boost_round=8)
+    booster_it = xgb.train(
+        {"device": device, "max_bin": n_bins}, Xy_it, num_boost_round=8
+    )
     it = tm.IteratorForTest(
         *tm.make_batches(
             n_samples_per_batch, n_features, n_batches, use_cupy=device != "cpu"
         ),
         cache=None,
     )
-    Xy = xgb.QuantileDMatrix(it)
-    booster = xgb.train({"device": device}, Xy, num_boost_round=8)
+    Xy = xgb.QuantileDMatrix(it, max_bin=n_bins)
+    booster = xgb.train({"device": device, "max_bin": n_bins}, Xy, num_boost_round=8)
 
     cut_it = Xy_it.get_quantile_cut()
     cut = Xy.get_quantile_cut()
diff --git a/tests/python-gpu/test_gpu_data_iterator.py b/tests/python-gpu/test_gpu_data_iterator.py
index 094b324b5a3f..63333579f140 100644
--- a/tests/python-gpu/test_gpu_data_iterator.py
+++ b/tests/python-gpu/test_gpu_data_iterator.py
@@ -65,14 +65,26 @@ def test_cpu_data_iterator() -> None:
     strategies.integers(1, 2048),
     strategies.integers(1, 8),
     strategies.integers(1, 4),
+    strategies.integers(2, 16),
     strategies.booleans(),
 )
 @settings(deadline=None, max_examples=10, print_blob=True)
 @pytest.mark.filterwarnings("ignore")
 def test_extmem_qdm(
-    n_samples_per_batch: int, n_features: int, n_batches: int, on_host: bool
+    n_samples_per_batch: int,
+    n_features: int,
+    n_batches: int,
+    n_bins: int,
+    on_host: bool,
 ) -> None:
-    check_extmem_qdm(n_samples_per_batch, n_features, n_batches, "cuda", on_host)
+    check_extmem_qdm(
+        n_samples_per_batch,
+        n_features,
+        n_batches=n_batches,
+        n_bins=n_bins,
+        device="cuda",
+        on_host=on_host,
+    )
 
 
 @pytest.mark.filterwarnings("ignore")
diff --git a/tests/python/test_data_iterator.py b/tests/python/test_data_iterator.py
index d5498b8523c3..698a644b5d55 100644
--- a/tests/python/test_data_iterator.py
+++ b/tests/python/test_data_iterator.py
@@ -310,7 +310,17 @@ def test_quantile_objective(
     strategies.integers(1, 4096),
     strategies.integers(1, 8),
     strategies.integers(1, 4),
+    strategies.integers(2, 16),
 )
 @settings(deadline=None, max_examples=10, print_blob=True)
-def test_extmem_qdm(n_samples_per_batch: int, n_features: int, n_batches: int) -> None:
-    check_extmem_qdm(n_samples_per_batch, n_features, n_batches, "cpu", False)
+def test_extmem_qdm(
+    n_samples_per_batch: int, n_features: int, n_batches: int, n_bins: int
+) -> None:
+    check_extmem_qdm(
+        n_samples_per_batch,
+        n_features,
+        n_batches=n_batches,
+        n_bins=n_bins,
+        device="cpu",
+        on_host=False,
+    )