diff --git a/python-package/lightgbm/sklearn_compat.py b/python-package/lightgbm/_sklearn_compat.py
similarity index 99%
rename from python-package/lightgbm/sklearn_compat.py
rename to python-package/lightgbm/_sklearn_compat.py
index e79ce2511900..c1414f1daf5d 100644
--- a/python-package/lightgbm/sklearn_compat.py
+++ b/python-package/lightgbm/_sklearn_compat.py
@@ -1,3 +1,4 @@
+# coding: utf-8
 """Ease developer experience to support multiple versions of scikit-learn.
 
 This file is intended to be vendored in your project if you do not want to depend on
diff --git a/python-package/lightgbm/compat.py b/python-package/lightgbm/compat.py
index d0420ed9a543..45650a93f1a5 100644
--- a/python-package/lightgbm/compat.py
+++ b/python-package/lightgbm/compat.py
@@ -16,7 +16,7 @@
     from sklearn.exceptions import NotFittedError
     from sklearn.model_selection import BaseCrossValidator, GroupKFold, StratifiedKFold
     from sklearn.utils.validation import _check_sample_weight
-    from .sklearn_compat.utils.validation import validate_data
+    from ._sklearn_compat import validate_data
 
     SKLEARN_INSTALLED = True
     _LGBMBaseCrossValidator = BaseCrossValidator
@@ -65,7 +65,7 @@ class _LGBMRegressorBase:  # type: ignore
 
 # additional scikit-learn imports only for type hints
 if TYPE_CHECKING:
-    from .sklearn_compat.utils import Tags as _sklearn_Tags  # noqa: F401
+    from ._sklearn_compat import Tags as _sklearn_Tags  # noqa: F401
 
 """pandas"""
 try: