diff --git a/src/common/error_msg.h b/src/common/error_msg.h
index aa7e3f194871..e690a12f33a2 100644
--- a/src/common/error_msg.h
+++ b/src/common/error_msg.h
@@ -6,6 +6,11 @@
 #ifndef XGBOOST_COMMON_ERROR_MSG_H_
 #define XGBOOST_COMMON_ERROR_MSG_H_
 
+#include <cinttypes>  // for uint64_t
+#include <limits>     // for numeric_limits
+
+#include "xgboost/base.h"  // for bst_feature_t
+#include "xgboost/logging.h"
 #include "xgboost/string_view.h"  // for StringView
 
 namespace xgboost::error {
@@ -35,5 +40,12 @@ constexpr StringView InconsistentMaxBin() {
 }
 
 constexpr StringView UnknownDevice() { return "Unknown device type."; }
+
+inline void MaxFeatureSize(std::uint64_t n_features) {
+  auto max_n_features = std::numeric_limits<bst_feature_t>::max();
+  CHECK_LE(n_features, max_n_features)
+      << "Unfortunately, XGBoost does not support data matrices with "
+      << std::numeric_limits<bst_feature_t>::max() << " features or greater";
+}
 }  // namespace xgboost::error
 #endif  // XGBOOST_COMMON_ERROR_MSG_H_
diff --git a/src/data/adapter.h b/src/data/adapter.h
index b027084aaefc..3ce347e8d859 100644
--- a/src/data/adapter.h
+++ b/src/data/adapter.h
@@ -7,7 +7,7 @@
 #include <dmlc/data.h>
 
 #include <algorithm>
-#include <cstddef>  // std::size_t
+#include <cstddef>  // for size_t
 #include <functional>
 #include <limits>
 #include <map>
@@ -17,6 +17,7 @@
 #include <vector>
 
 #include "../c_api/c_api_error.h"
+#include "../common/error_msg.h"  // for MaxFeatureSize
 #include "../common/math.h"
 #include "array_interface.h"
 #include "arrow-cdi.h"
@@ -299,10 +300,11 @@ class ArrayAdapter : public detail::SingleBatchDataIter<ArrayAdapterBatch> {
     auto j = Json::Load(array_interface);
     array_interface_ = ArrayInterface<2>(get<Object const>(j));
     batch_ = ArrayAdapterBatch{array_interface_};
+    error::MaxFeatureSize(this->NumColumns());
   }
-  ArrayAdapterBatch const& Value() const override { return batch_; }
-  size_t NumRows() const { return array_interface_.Shape(0); }
-  size_t NumColumns() const { return array_interface_.Shape(1); }
+  [[nodiscard]] ArrayAdapterBatch const& Value() const override { return batch_; }
+  [[nodiscard]] std::size_t NumRows() const { return array_interface_.Shape(0); }
+  [[nodiscard]] std::size_t NumColumns() const { return array_interface_.Shape(1); }
 
  private:
   ArrayAdapterBatch batch_;
diff --git a/src/data/proxy_dmatrix.cc b/src/data/proxy_dmatrix.cc
index e5d506088af0..e0a28142dd16 100644
--- a/src/data/proxy_dmatrix.cc
+++ b/src/data/proxy_dmatrix.cc
@@ -6,8 +6,8 @@
 #include "proxy_dmatrix.h"
 
 namespace xgboost::data {
-void DMatrixProxy::SetArrayData(char const *c_interface) {
-  std::shared_ptr<ArrayAdapter> adapter{new ArrayAdapter(StringView{c_interface})};
+void DMatrixProxy::SetArrayData(StringView interface_str) {
+  std::shared_ptr<ArrayAdapter> adapter{new ArrayAdapter{interface_str}};
   this->batch_ = adapter;
   this->Info().num_col_ = adapter->NumColumns();
   this->Info().num_row_ = adapter->NumRows();
diff --git a/src/data/proxy_dmatrix.h b/src/data/proxy_dmatrix.h
index 396fdced8216..b1646927024a 100644
--- a/src/data/proxy_dmatrix.h
+++ b/src/data/proxy_dmatrix.h
@@ -62,7 +62,7 @@ class DMatrixProxy : public DMatrix {
 #endif  // defined(XGBOOST_USE_CUDA)
   }
 
-  void SetArrayData(char const* c_interface);
+  void SetArrayData(StringView interface_str);
   void SetCSRData(char const* c_indptr, char const* c_indices, char const* c_values,
                   bst_feature_t n_features, bool on_host);
 
diff --git a/src/gbm/gbtree.cc b/src/gbm/gbtree.cc
index 76e923c5743c..31b91399dfbd 100644
--- a/src/gbm/gbtree.cc
+++ b/src/gbm/gbtree.cc
@@ -616,10 +616,6 @@ void GBTree::InplacePredict(std::shared_ptr<DMatrix> p_m, float missing,
   CHECK(configured_);
   auto [tree_begin, tree_end] = detail::LayerToTree(model_, layer_begin, layer_end);
   CHECK_LE(tree_end, model_.trees.size()) << "Invalid number of trees.";
-  // fixme: create an option to allow copying data.
-  // fixme: should we cache the result?
-  // - We cache the result if the input is DMatrix, otherwise no.
-  // - scikit-learn needs cache too.
   if (p_m->Ctx()->Device() != this->ctx_->Device()) {
     LOG(WARNING) << "Falling back to prediction using DMatrix due to mismatched devices. XGBoost "
                  << "is running on: " << this->ctx_->DeviceName()
diff --git a/src/learner.cc b/src/learner.cc
index 78297404b73b..223531014b92 100644
--- a/src/learner.cc
+++ b/src/learner.cc
@@ -40,6 +40,7 @@
 #include "common/api_entry.h"             // for XGBAPIThreadLocalEntry
 #include "common/charconv.h"              // for to_chars, to_chars_result, NumericLimits, from_...
 #include "common/common.h"                // for ToString, Split
+#include "common/error_msg.h"             // for MaxFeatureSize
 #include "common/io.h"                    // for PeekableInStream, ReadAll, FixedSizeStream, Mem...
 #include "common/observer.h"              // for TrainingObserver
 #include "common/random.h"                // for GlobalRandom
@@ -763,9 +764,7 @@ class LearnerConfiguration : public Learner {
         CHECK(matrix.first.ptr);
         CHECK(!matrix.second.ref.expired());
         const uint64_t num_col = matrix.first.ptr->Info().num_col_;
-        CHECK_LE(num_col, static_cast<uint64_t>(std::numeric_limits<unsigned>::max()))
-            << "Unfortunately, XGBoost does not support data matrices with "
-            << std::numeric_limits<unsigned>::max() << " features or greater";
+        error::MaxFeatureSize(num_col);
         num_feature = std::max(num_feature, static_cast<uint32_t>(num_col));
       }
 
diff --git a/tests/cpp/gbm/test_gbtree.cc b/tests/cpp/gbm/test_gbtree.cc
index cfe22f5089f0..046ee1630abe 100644
--- a/tests/cpp/gbm/test_gbtree.cc
+++ b/tests/cpp/gbm/test_gbtree.cc
@@ -1,17 +1,20 @@
-/*!
- * Copyright 2019-2022 XGBoost contributors
+/**
+ * Copyright 2019-2023, XGBoost contributors
  */
 #include <gtest/gtest.h>
 #include <xgboost/context.h>
+#include <xgboost/host_device_vector.h>  // for HostDeviceVector
+#include <xgboost/learner.h>             // for Learner
 
-#include "../../../src/data/adapter.h"
-#include "../../../src/data/proxy_dmatrix.h"
+#include <limits>  // for numeric_limits
+#include <memory>  // for shared_ptr
+#include <string>  // for string
+
+#include "../../../src/data/proxy_dmatrix.h"  // for DMatrixProxy
 #include "../../../src/gbm/gbtree.h"
 #include "../filesystem.h"  // dmlc::TemporaryDirectory
 #include "../helpers.h"
 #include "xgboost/base.h"
-#include "xgboost/host_device_vector.h"
-#include "xgboost/learner.h"
 #include "xgboost/predictor.h"
 
 namespace xgboost {
diff --git a/tests/cpp/gbm/test_gbtree.cu b/tests/cpp/gbm/test_gbtree.cu
new file mode 100644
index 000000000000..d46fedcb4b16
--- /dev/null
+++ b/tests/cpp/gbm/test_gbtree.cu
@@ -0,0 +1,63 @@
+#include <xgboost/context.h>      // for Context
+#include <xgboost/learner.h>      // for Learner
+#include <xgboost/string_view.h>  // for StringView
+
+#include <limits>  // for numeric_limits
+#include <memory>  // for shared_ptr
+#include <string>  // for string
+
+#include "../../../src/data/adapter.h"        // for ArrayAdapter
+#include "../../../src/data/proxy_dmatrix.h"  // for DMatrixProxy
+#include "../helpers.h"                       // for RandomDataGenerator
+
+namespace xgboost {
+void TestInplaceFallback(std::string tree_method) {
+  bst_row_t n_samples{1024};
+  bst_feature_t n_features{32};
+  HostDeviceVector<float> X_storage;
+  auto X = RandomDataGenerator{n_samples, n_features, 0.0}.GenerateArrayInterface(&X_storage);
+  HostDeviceVector<float> y_storage;
+  auto y = RandomDataGenerator{n_samples, 1u, 0.0}.GenerateArrayInterface(&y_storage);
+
+  auto X_adapter = data::ArrayAdapter{StringView{X}};
+
+  Context ctx;
+  std::shared_ptr<DMatrix> Xy{
+      DMatrix::Create(&X_adapter, std::numeric_limits<float>::quiet_NaN(), ctx.Threads())};
+  Xy->SetInfo("label", y);
+
+  std::unique_ptr<Learner> learner{Learner::Create({Xy})};
+  learner->SetParam("tree_method", tree_method);
+  for (std::int32_t i = 0; i < 3; ++i) {
+    learner->UpdateOneIter(i, Xy);
+  }
+
+  std::shared_ptr<DMatrix> p_m{new data::DMatrixProxy};
+  auto proxy = std::dynamic_pointer_cast<data::DMatrixProxy>(p_m);
+  proxy->SetArrayData(StringView{X});
+
+  HostDeviceVector<float>* out_predt{nullptr};
+
+  ::testing::internal::CaptureStderr();
+  learner->InplacePredict(p_m, PredictionType::kValue, std::numeric_limits<float>::quiet_NaN(),
+                          &out_predt, 0, 0);
+  auto output = testing::internal::GetCapturedStderr();
+  ASSERT_NE(output.find("Falling back"), std::string::npos);
+
+  learner->SetParam("tree_method", "hist");
+  learner->SetParam("gpu_id", "-1");
+  learner->Configure();
+  HostDeviceVector<float>* out_predt_1{nullptr};
+
+  ::testing::internal::CaptureStderr();
+  learner->InplacePredict(p_m, PredictionType::kValue, std::numeric_limits<float>::quiet_NaN(),
+                          &out_predt_1, 0, 0);
+  output = testing::internal::GetCapturedStderr();
+
+  ASSERT_TRUE(output.empty());
+
+  ASSERT_EQ(out_predt->ConstHostVector(), out_predt_1->ConstHostVector());
+}
+
+TEST(GBTree, InplacePredictFallback) { TestInplaceFallback("gpu_hist"); }
+}  // namespace xgboost
diff --git a/tests/cpp/predictor/test_predictor.cc b/tests/cpp/predictor/test_predictor.cc
index c82fb3d17824..bb4f760e095b 100644
--- a/tests/cpp/predictor/test_predictor.cc
+++ b/tests/cpp/predictor/test_predictor.cc
@@ -8,9 +8,11 @@
 #include <xgboost/data.h>                         // for DMatrix, BatchIterator, BatchSet, MetaInfo
 #include <xgboost/host_device_vector.h>           // for HostDeviceVector
 #include <xgboost/predictor.h>                    // for PredictionCacheEntry, Predictor, Predic...
+#include <xgboost/string_view.h>                  // for StringView
 
 #include <algorithm>                              // for max
 #include <limits>                                 // for numeric_limits
+#include <memory>                                 // for shared_ptr
 #include <unordered_map>                          // for unordered_map
 
 #include "../../../src/common/bitfield.h"         // for LBitField32