diff --git a/dask_xgboost/core.py b/dask_xgboost/core.py
index 6bf29d7..6bf442b 100644
--- a/dask_xgboost/core.py
+++ b/dask_xgboost/core.py
@@ -252,6 +252,11 @@ def predict(client, model, data):
         result = data.map_blocks(_predict_part, model=model,
                                  dtype=np.float32,
                                  **kwargs)
+    else:
+        raise TypeError(
+            "Got unexpected input type %s, expected Dask array or dataframe"
+            % str(data)
+        )
 
     return result
 
diff --git a/dask_xgboost/tests/test_core.py b/dask_xgboost/tests/test_core.py
index 22ca104..15cd300 100644
--- a/dask_xgboost/tests/test_core.py
+++ b/dask_xgboost/tests/test_core.py
@@ -269,3 +269,10 @@ def f(part):
         yield dxgb.train(c, param, df, df.x)
 
     assert 'foo' in str(info.value)
+
+
+def test_predict_type_error():
+    with pytest.raises(TypeError) as info:
+        dxgb.predict(None, None, 'foo')
+    assert 'foo' in str(info.value)
+    assert 'dask array' in str(info.value).lower()