diff --git a/Jenkinsfile b/Jenkinsfile
index fa5ce1402174..cb0f6f5ddc13 100644
--- a/Jenkinsfile
+++ b/Jenkinsfile
@@ -58,7 +58,7 @@ pipeline {
             'build-gpu-cuda8.0': { BuildCUDA(cuda_version: '8.0') },
             'build-gpu-cuda9.2': { BuildCUDA(cuda_version: '9.2') },
             'build-gpu-cuda10.0': { BuildCUDA(cuda_version: '10.0') },
-            'build-jvm-spark2.4.1': { BuildJVMSpark(spark_version: '2.4.1') },
+            'build-jvm-packages': { BuildJVMPackages(spark_version: '2.4.1') },
             'build-jvm-doc': { BuildJVMDoc() }
           ])
         }
@@ -76,7 +76,8 @@ pipeline {
             'test-python-gpu-cuda10.0': { TestPythonGPU(cuda_version: '10.0') },
             'test-cpp-gpu': { TestCppGPU(cuda_version: '10.0') },
             'test-cpp-mgpu': { TestCppGPU(cuda_version: '10.0', multi_gpu: true) },
-            'test-jvm-test': { TestJVM() },
+            'test-jvm-jdk8': { CrossTestJVMwithJDK(jdk_version: '8') },
+            'test-jvm-jdk11': { CrossTestJVMwithJDK(jdk_version: '11') },
             'test-r-3.4.4': { TestR(r_version: '3.4.4') },
             'test-r-3.5.3': { TestR(r_version: '3.5.3') }
           ])
@@ -164,7 +165,7 @@ def BuildCUDA(args) {
   }
 }
 
-def BuildJVMSpark(args) {
+def BuildJVMPackages(args) {
   node('linux && cpu') {
     echo "Build XGBoost4J-Spark with Spark ${args.spark_version}"
     container_type = "jvm"
@@ -172,6 +173,8 @@ def BuildJVMSpark(args) {
     sh """
     ${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_jvm_packages.sh
     """
+    echo 'Stashing XGBoost4J JAR...'
+    stash name: 'xgboost4j_jar', includes: 'jvm-packages/xgboost4j/target/*.jar'
   }
 }
 
@@ -185,7 +188,7 @@ def BuildJVMDoc() {
     ${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_jvm_doc.sh ${BRANCH_NAME}
     """
     archiveArtifacts artifacts: "jvm-packages/${BRANCH_NAME}.tar.bz2", allowEmptyArchive: true
-    echo 'Deploying doc...'
+    echo 'Uploading doc...'
     s3Upload file: "jvm-packages/${BRANCH_NAME}.tar.bz2", bucket: 'xgboost-docs', acl: 'PublicRead', path: "${BRANCH_NAME}.tar.bz2"
   }
 }
@@ -211,9 +214,16 @@ def TestCppGPU(args) {
   }
 }
 
-def TestJVM() {
+def CrossTestJVMwithJDK(args) {
   node('linux && cpu') {
-    echo "Test JVM packages"
+    unstash name: 'xgboost4j_jar'
+    echo "Test XGBoost4J on a machine with JDK ${args.jdk_version}"
+    container_type = "jvm_cross"
+    docker_binary = "docker"
+    docker_args = "--build-arg JDK_VERSION=${args.jdk_version}"
+    sh """
+    ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_jvm_cross.sh
+    """
   }
 }
 
diff --git a/jvm-packages/xgboost4j-tester/generate_pom.py b/jvm-packages/xgboost4j-tester/generate_pom.py
new file mode 100644
index 000000000000..86b2af43a9ba
--- /dev/null
+++ b/jvm-packages/xgboost4j-tester/generate_pom.py
@@ -0,0 +1,150 @@
+import sys
+
+pom_template = """
+<?xml version="1.0" encoding="UTF-8"?>
+
+<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
+  xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
+  <modelVersion>4.0.0</modelVersion>
+
+  <groupId>ml.dmlc</groupId>
+  <artifactId>xgboost4j-tester</artifactId>
+  <version>1.0-SNAPSHOT</version>
+
+  <name>xgboost4j-tester</name>
+
+  <properties>
+    <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
+    <maven.compiler.source>{maven_compiler_source}</maven.compiler.source>
+    <maven.compiler.target>{maven_compiler_target}</maven.compiler.target>
+    <scala.version>{scala_version}</scala.version>
+    <scala.binary.version>{scala_binary_version}</scala.binary.version>
+  </properties>
+
+  <dependencies>
+    <dependency>
+        <groupId>com.esotericsoftware.kryo</groupId>
+        <artifactId>kryo</artifactId>
+        <version>2.21</version>
+    </dependency>
+    <dependency>
+        <groupId>org.scala-lang</groupId>
+        <artifactId>scala-compiler</artifactId>
+        <version>${{scala.version}}</version>
+    </dependency>
+    <dependency>
+        <groupId>org.scala-lang</groupId>
+        <artifactId>scala-reflect</artifactId>
+        <version>${{scala.version}}</version>
+    </dependency>
+    <dependency>
+        <groupId>org.scala-lang</groupId>
+        <artifactId>scala-library</artifactId>
+        <version>${{scala.version}}</version>
+    </dependency>
+    <dependency>
+        <groupId>commons-logging</groupId>
+        <artifactId>commons-logging</artifactId>
+        <version>1.2</version>
+    </dependency>
+    <dependency>
+        <groupId>com.typesafe.akka</groupId>
+        <artifactId>akka-actor_${{scala.binary.version}}</artifactId>
+        <version>2.3.11</version>
+        <scope>compile</scope>
+    </dependency>
+    <dependency>
+        <groupId>com.typesafe.akka</groupId>
+        <artifactId>akka-testkit_${{scala.binary.version}}</artifactId>
+        <version>2.3.11</version>
+        <scope>test</scope>
+    </dependency>
+    <dependency>
+        <groupId>org.scalatest</groupId>
+        <artifactId>scalatest_${{scala.binary.version}}</artifactId>
+        <version>3.0.0</version>
+        <scope>test</scope>
+    </dependency>
+    <dependency>
+      <groupId>junit</groupId>
+      <artifactId>junit</artifactId>
+      <version>4.11</version>
+      <scope>test</scope>
+    </dependency>
+    <dependency>
+      <groupId>ml.dmlc</groupId>
+      <artifactId>xgboost4j</artifactId>
+      <version>{xgboost4j_version}</version>
+    </dependency>
+    <dependency>
+      <groupId>ml.dmlc</groupId>
+      <artifactId>xgboost4j</artifactId>
+      <version>{xgboost4j_version}</version>
+      <classifier>tests</classifier>
+      <type>test-jar</type>
+      <scope>test</scope>
+    </dependency>
+  </dependencies>
+
+  <build>
+    <plugins>
+      <!-- clean lifecycle, see https://maven.apache.org/ref/current/maven-core/lifecycles.html#clean_Lifecycle -->
+      <plugin>
+        <artifactId>maven-clean-plugin</artifactId>
+        <version>3.1.0</version>
+      </plugin>
+      <!-- default lifecycle, jar packaging: see https://maven.apache.org/ref/current/maven-core/default-bindings.html#Plugin_bindings_for_jar_packaging -->
+      <plugin>
+        <artifactId>maven-resources-plugin</artifactId>
+        <version>3.0.2</version>
+      </plugin>
+      <plugin>
+        <artifactId>maven-compiler-plugin</artifactId>
+        <version>3.8.0</version>
+      </plugin>
+      <plugin>
+        <artifactId>maven-jar-plugin</artifactId>
+        <version>3.0.2</version>
+      </plugin>
+      <plugin>
+        <artifactId>maven-install-plugin</artifactId>
+        <version>2.5.2</version>
+      </plugin>
+      <plugin>
+        <artifactId>maven-deploy-plugin</artifactId>
+        <version>2.8.2</version>
+      </plugin>
+      <!-- site lifecycle, see https://maven.apache.org/ref/current/maven-core/lifecycles.html#site_Lifecycle -->
+      <plugin>
+        <artifactId>maven-site-plugin</artifactId>
+        <version>3.7.1</version>
+      </plugin>
+      <plugin>
+        <artifactId>maven-project-info-reports-plugin</artifactId>
+        <version>3.0.0</version>
+      </plugin>
+      <plugin>
+        <groupId>org.apache.maven.plugins</groupId>
+        <artifactId>maven-surefire-plugin</artifactId>
+        <version>2.22.1</version>
+        <configuration>
+          <dependenciesToScan>
+            <dependency>ml.dmlc:xgboost4j</dependency>
+          </dependenciesToScan>
+        </configuration>
+      </plugin>
+    </plugins>
+  </build>
+</project>
+"""
+
+if __name__ == '__main__':
+  if len(sys.argv) != 6:
+    print('Usage: {} [xgboost4j version] [maven compiler source level] [maven compiler target level] [scala version] [scala binary version]'.format(sys.argv[0]))
+    sys.exit(1)
+  with open('pom.xml', 'w') as f:
+    print(pom_template.format(xgboost4j_version=sys.argv[1],
+                              maven_compiler_source=sys.argv[2],
+                              maven_compiler_target=sys.argv[3],
+                              scala_version=sys.argv[4],
+                              scala_binary_version=sys.argv[5]), file=f)
diff --git a/jvm-packages/xgboost4j-tester/src/main/java/ml/dmlc/App.java b/jvm-packages/xgboost4j-tester/src/main/java/ml/dmlc/App.java
new file mode 100644
index 000000000000..4e4571838a20
--- /dev/null
+++ b/jvm-packages/xgboost4j-tester/src/main/java/ml/dmlc/App.java
@@ -0,0 +1,13 @@
+package ml.dmlc;
+
+/**
+ * Hello world!
+ *
+ */
+public class App 
+{
+    public static void main( String[] args )
+    {
+        System.out.println( "Hello World!" );
+    }
+}
diff --git a/jvm-packages/xgboost4j-tester/src/test/java/ml/dmlc/AppTest.java b/jvm-packages/xgboost4j-tester/src/test/java/ml/dmlc/AppTest.java
new file mode 100644
index 000000000000..22eeb397cf11
--- /dev/null
+++ b/jvm-packages/xgboost4j-tester/src/test/java/ml/dmlc/AppTest.java
@@ -0,0 +1,20 @@
+package ml.dmlc;
+
+import static org.junit.Assert.assertTrue;
+
+import org.junit.Test;
+
+/**
+ * Unit test for simple App.
+ */
+public class AppTest 
+{
+    /**
+     * Rigorous Test :-)
+     */
+    @Test
+    public void shouldAnswerWithTrue()
+    {
+        assertTrue( true );
+    }
+}
diff --git a/tests/ci_build/Dockerfile.jvm_cross b/tests/ci_build/Dockerfile.jvm_cross
new file mode 100644
index 000000000000..cfd9b0883ca6
--- /dev/null
+++ b/tests/ci_build/Dockerfile.jvm_cross
@@ -0,0 +1,25 @@
+ARG JDK_VERSION
+FROM ubuntu:18.04
+
+# Environment
+ENV DEBIAN_FRONTEND noninteractive
+
+# Install all basic requirements
+RUN \
+    apt-get update && \
+    apt-get install -y tar unzip wget openjdk-${JDK_VERSION}-jdk
+
+ENV GOSU_VERSION 1.10
+
+# Install lightweight sudo (not bound to TTY)
+RUN set -ex; \
+    wget -O /usr/local/bin/gosu "https://github.com/tianon/gosu/releases/download/$GOSU_VERSION/gosu-amd64" && \
+    chmod +x /usr/local/bin/gosu && \
+    gosu nobody true
+
+# Default entry-point to use if running locally
+# It will preserve attributes of created files
+COPY entrypoint.sh /scripts/
+
+WORKDIR /workspace
+ENTRYPOINT ["/scripts/entrypoint.sh"]
diff --git a/tests/ci_build/build_jvm_doc.sh b/tests/ci_build/build_jvm_doc.sh
index e7ddc75fe6ce..b7501894e04f 100755
--- a/tests/ci_build/build_jvm_doc.sh
+++ b/tests/ci_build/build_jvm_doc.sh
@@ -8,7 +8,7 @@ fi
 set -e
 set -x
 
-# Initialize Maven cache
+# Initialize local Maven repository
 ./tests/ci_build/initialize_maven.sh
 
 rm -rf build/
diff --git a/tests/ci_build/build_jvm_packages.sh b/tests/ci_build/build_jvm_packages.sh
index 9a9178a9f842..5fd1390d34d2 100755
--- a/tests/ci_build/build_jvm_packages.sh
+++ b/tests/ci_build/build_jvm_packages.sh
@@ -3,7 +3,7 @@
 set -e
 set -x
 
-# Initialize Maven cache
+# Initialize local Maven repository
 ./tests/ci_build/initialize_maven.sh
 
 rm -rf build/
diff --git a/tests/ci_build/test_jvm_cross.sh b/tests/ci_build/test_jvm_cross.sh
new file mode 100755
index 000000000000..d7213f15d27f
--- /dev/null
+++ b/tests/ci_build/test_jvm_cross.sh
@@ -0,0 +1,28 @@
+#!/bin/bash
+
+set -e
+set -x
+
+# Initialize local Maven repository
+./tests/ci_build/initialize_maven.sh
+
+# Get version number of XGBoost4J and other auxiliary information
+cd jvm-packages
+xgboost4j_version=$(mvn help:evaluate -Dexpression=project.version -q -DforceStdout)
+maven_compiler_source=$(mvn help:evaluate -Dexpression=maven.compiler.source -q -DforceStdout)
+maven_compiler_target=$(mvn help:evaluate -Dexpression=maven.compiler.target -q -DforceStdout)
+scala_version=$(mvn help:evaluate -Dexpression=scala.version -q -DforceStdout)
+scala_binary_version=$(mvn help:evaluate -Dexpression=scala.binary.version -q -DforceStdout)
+
+# Install XGBoost4J JAR into local Maven repository
+mvn install:install-file -Dfile=./jvm-packages/xgboost4j/target/xgboost4j-${xgboost4j_version}.jar -DgroupId=ml.dmlc -DartifactId=xgboost4j -Dversion=${xgboost4j_version} -Dpackaging=jar
+mvn install:install-file -Dfile=./jvm-packages/xgboost4j/target/xgboost4j-${xgboost4j_version}-tests.jar -DgroupId=ml.dmlc -DartifactId=xgboost4j -Dversion=${xgboost4j_version} -Dpackaging=test-jar -Dclassifier=tests
+
+cd xgboost4j-tester
+# Generate pom.xml for XGBoost4J-tester, a dummy project to run XGBoost4J tests
+python3 ./generate_pom.py ${xgboost4j_version} ${maven_compiler_source} ${maven_compiler_target} ${scala_version} ${scala_binary_version}
+# Run tests
+mvn test
+
+set +x
+set +e