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Update unit_tests.rst #10799

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Update unit_tests.rst #10799

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5 changes: 4 additions & 1 deletion doc/contrib/unit_tests.rst
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Expand Up @@ -95,7 +95,10 @@ To run Python unit tests, first install `pytest <https://docs.pytest.org/en/late

pip3 install pytest

Then compile XGBoost according to instructions in :ref:`build_shared_lib`. Finally, invoke pytest at the project root directory:
Then compile XGBoost according to instructions in :ref:`build_shared_lib`. When
compiling, be sure to enable the build flag ``BUILD_DEPRECATED_CLI`` to build
the CLI, which is used in some of the python tests.
Finally, invoke pytest at the project root directory:

.. code:: bash

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