diff --git a/onnxruntime/test/python/onnxruntime_test_sklearn.py b/onnxruntime/test/python/onnxruntime_test_sklearn.py
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+++ b/onnxruntime/test/python/onnxruntime_test_sklearn.py
@@ -0,0 +1,24 @@
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License.
+# pylint: disable=C0116,W0212,R1720,C0103,C0114
+
+import unittest
+
+import numpy as np
+from helper import get_name
+
+import onnxruntime
+
+
+class TestInferenceSessionSklearn(unittest.TestCase):
+    def test_empty_sizes(self):
+        # The model is valid assuming operators allow empty inputs.
+        model = get_name("SklearnKNNImputer21.model.onnx")
+        sess = onnxruntime.InferenceSession(model, providers=["CPUExecutionProvider"])
+        feeds = dict(input=np.array([[1.3, 2.4, np.nan, 1], [-1.3, np.nan, 3.1, np.nan]], dtype=np.float32))
+        got = sess.run(None, feeds)
+        self.assertFalse(np.any(np.isnan(got[0])))
+
+
+if __name__ == "__main__":
+    unittest.main(verbosity=2)
diff --git a/onnxruntime/test/testdata/SklearnKNNImputer21.model.onnx b/onnxruntime/test/testdata/SklearnKNNImputer21.model.onnx
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