diff --git a/winml/lib/Api/LearningModelSession.cpp b/winml/lib/Api/LearningModelSession.cpp
index ccfd736cec..41755e95c6 100644
--- a/winml/lib/Api/LearningModelSession.cpp
+++ b/winml/lib/Api/LearningModelSession.cpp
@@ -138,7 +138,7 @@ void LearningModelSession::Initialize() {
   model_proto = nullptr;
 
   // Initialize the session
-  session_builder->Initialize(session.get(), cached_execution_provider_);
+  WINML_THROW_IF_FAILED(session_builder->Initialize(session.get(), cached_execution_provider_));
 
   // Cache the constructed session
   inference_session_ = session;
diff --git a/winml/lib/Api/impl/TensorBase.h b/winml/lib/Api/impl/TensorBase.h
index bfdc34e4c1..40ef0e625d 100644
--- a/winml/lib/Api/impl/TensorBase.h
+++ b/winml/lib/Api/impl/TensorBase.h
@@ -105,6 +105,11 @@ struct TensorBase : TBase {
     auto provider = session_impl->GetExecutionProvider();
     WINML_THROW_IF_FAILED(adapter_->GetProviderMemoryInfo(provider, dml_memory.put()));
 
+    auto spSession = context.session.as<winrt::Windows::AI::MachineLearning::implementation::LearningModelSession>();
+    auto spDevice = spSession->Device().as<winrt::Windows::AI::MachineLearning::implementation::LearningModelDevice>();
+    WINML_THROW_HR_IF_TRUE_MSG(WINML_ERR_INVALID_BINDING,
+                               spDevice->IsCpuDevice(),
+                               "Cannot create GPU tensor on CPU device");
     // create the OrtValue as a tensor letting ort know that we own the data buffer
     auto value = Ort::Value::CreateTensor(
         dml_memory,