diff --git a/sklearn/utils/tests/test_class_weight.py b/sklearn/utils/tests/test_class_weight.py
index a073eeafcfdc3..a225c92aa2029 100644
--- a/sklearn/utils/tests/test_class_weight.py
+++ b/sklearn/utils/tests/test_class_weight.py
@@ -117,6 +117,14 @@ def test_compute_class_weight_balanced_unordered():
     assert_almost_equal(np.dot(cw, class_counts), y.shape[0])
     assert_array_almost_equal(cw, [2., 1., 2. / 3])
 
+def test_class_weight_with_string_label():
+    y = np.asarray(["A","A","A","B","B","C"])
+    classes = np.unique(y)
+    class_weights = {c: 1.0 for c in classes}
+    class_weights['D'] = 1.0  # This should get a proper ValueError
+    cw = assert_raises(ValueError, compute_class_weight, class_weights, 
+                       classes, y)
+    return
 
 def test_compute_sample_weight():
     # Test (and demo) compute_sample_weight.