diff --git a/python-package/lightgbm/compat.py b/python-package/lightgbm/compat.py
index 45650a93f1a5..377d1fae47c5 100644
--- a/python-package/lightgbm/compat.py
+++ b/python-package/lightgbm/compat.py
@@ -33,7 +33,6 @@
     _LGBMComputeSampleWeight = compute_sample_weight
     _LGBMValidateData = validate_data
 except ImportError:
-    raise
     SKLEARN_INSTALLED = False
 
     class _LGBMModelBase:  # type: ignore