diff --git a/src/sagemaker/model_monitor/data_capture_config.py b/src/sagemaker/model_monitor/data_capture_config.py
index f8aa88091a..22502ab50c 100644
--- a/src/sagemaker/model_monitor/data_capture_config.py
+++ b/src/sagemaker/model_monitor/data_capture_config.py
@@ -41,6 +41,7 @@ def __init__(
         capture_options=None,
         csv_content_types=None,
         json_content_types=None,
+        sagemaker_session=None,
     ):
         """Initialize a DataCaptureConfig object for capturing data from Amazon SageMaker Endpoints.
 
@@ -56,14 +57,21 @@ def __init__(
                 which data to capture between request and response.
             csv_content_types ([str]): Optional. Default=["text/csv"].
             json_content_types([str]): Optional. Default=["application/json"].
-
+            sagemaker_session (sagemaker.session.Session): A SageMaker Session
+                object, used for SageMaker interactions (default: None). If not
+                specified, one is created using the default AWS configuration
+                chain.
         """
         self.enable_capture = enable_capture
         self.sampling_percentage = sampling_percentage
         self.destination_s3_uri = destination_s3_uri
         if self.destination_s3_uri is None:
+            sagemaker_session = sagemaker_session or Session()
             self.destination_s3_uri = os.path.join(
-                "s3://", Session().default_bucket(), _MODEL_MONITOR_S3_PATH, _DATA_CAPTURE_S3_PATH
+                "s3://",
+                sagemaker_session.default_bucket(),
+                _MODEL_MONITOR_S3_PATH,
+                _DATA_CAPTURE_S3_PATH,
             )
 
         self.kms_key_id = kms_key_id
diff --git a/src/sagemaker/predictor.py b/src/sagemaker/predictor.py
index 9de8642252..80da8a551c 100644
--- a/src/sagemaker/predictor.py
+++ b/src/sagemaker/predictor.py
@@ -192,14 +192,22 @@ def enable_data_capture(self):
         to enable data capture. For a more customized experience, refer to
         update_data_capture_config, instead.
         """
-        self.update_data_capture_config(data_capture_config=DataCaptureConfig(enable_capture=True))
+        self.update_data_capture_config(
+            data_capture_config=DataCaptureConfig(
+                enable_capture=True, sagemaker_session=self.sagemaker_session
+            )
+        )
 
     def disable_data_capture(self):
         """Updates the DataCaptureConfig for the Predictor's associated Amazon SageMaker Endpoint
         to disable data capture. For a more customized experience, refer to
         update_data_capture_config, instead.
         """
-        self.update_data_capture_config(data_capture_config=DataCaptureConfig(enable_capture=False))
+        self.update_data_capture_config(
+            data_capture_config=DataCaptureConfig(
+                enable_capture=False, sagemaker_session=self.sagemaker_session
+            )
+        )
 
     def update_data_capture_config(self, data_capture_config):
         """Updates the DataCaptureConfig for the Predictor's associated Amazon SageMaker Endpoint
diff --git a/tests/integ/test_data_capture_config.py b/tests/integ/test_data_capture_config.py
index b1780b7a40..afa8d23ebd 100644
--- a/tests/integ/test_data_capture_config.py
+++ b/tests/integ/test_data_capture_config.py
@@ -126,6 +126,7 @@ def test_disabling_data_capture_on_endpoint_shows_correct_data_capture_status(
                 capture_options=CUSTOM_CAPTURE_OPTIONS,
                 csv_content_types=CUSTOM_CSV_CONTENT_TYPES,
                 json_content_types=CUSTOM_JSON_CONTENT_TYPES,
+                sagemaker_session=sagemaker_session,
             ),
         )
 
@@ -224,6 +225,7 @@ def test_updating_data_capture_on_endpoint_shows_correct_data_capture_status(
                 capture_options=CUSTOM_CAPTURE_OPTIONS,
                 csv_content_types=CUSTOM_CSV_CONTENT_TYPES,
                 json_content_types=CUSTOM_JSON_CONTENT_TYPES,
+                sagemaker_session=sagemaker_session,
             )
         )
 
diff --git a/tests/integ/test_model_monitor.py b/tests/integ/test_model_monitor.py
index 2703e197b6..cdbc6e9b7a 100644
--- a/tests/integ/test_model_monitor.py
+++ b/tests/integ/test_model_monitor.py
@@ -107,7 +107,7 @@ def predictor(sagemaker_session, tf_full_version):
             INSTANCE_COUNT,
             INSTANCE_TYPE,
             endpoint_name=endpoint_name,
-            data_capture_config=DataCaptureConfig(True),
+            data_capture_config=DataCaptureConfig(True, sagemaker_session=sagemaker_session),
         )
         yield predictor
 
diff --git a/tests/unit/sagemaker/monitor/test_data_capture_config.py b/tests/unit/sagemaker/monitor/test_data_capture_config.py
index 327b72858d..a27f4171c3 100644
--- a/tests/unit/sagemaker/monitor/test_data_capture_config.py
+++ b/tests/unit/sagemaker/monitor/test_data_capture_config.py
@@ -12,12 +12,14 @@
 # language governing permissions and limitations under the License.
 from __future__ import absolute_import
 
+from mock import Mock
+
 from sagemaker.model_monitor import DataCaptureConfig
 
 DEFAULT_ENABLE_CAPTURE = True
 DEFAULT_SAMPLING_PERCENTAGE = 20
 DEFAULT_BUCKET_NAME = "default-bucket"
-DEFAULT_DESTINATION_S3_URI = "s3://" + DEFAULT_BUCKET_NAME + "/model-monitor/data-capture"
+DEFAULT_DESTINATION_S3_URI = "s3://{}/model-monitor/data-capture".format(DEFAULT_BUCKET_NAME)
 DEFAULT_KMS_KEY_ID = None
 DEFAULT_CAPTURE_MODES = ["REQUEST", "RESPONSE"]
 DEFAULT_CSV_CONTENT_TYPES = ["text/csv"]
@@ -33,7 +35,7 @@
 NON_DEFAULT_JSON_CONTENT_TYPES = ["custom/json-format"]
 
 
-def test_to_request_dict_returns_correct_params_when_non_defaults_provided():
+def test_init_when_non_defaults_provided():
     data_capture_config = DataCaptureConfig(
         enable_capture=NON_DEFAULT_ENABLE_CAPTURE,
         sampling_percentage=NON_DEFAULT_SAMPLING_PERCENTAGE,
@@ -51,9 +53,12 @@ def test_to_request_dict_returns_correct_params_when_non_defaults_provided():
     assert data_capture_config.json_content_types == NON_DEFAULT_JSON_CONTENT_TYPES
 
 
-def test_to_request_dict_returns_correct_default_params_when_optionals_not_provided():
+def test_init_when_optionals_not_provided():
+    sagemaker_session = Mock()
+    sagemaker_session.default_bucket.return_value = DEFAULT_BUCKET_NAME
+
     data_capture_config = DataCaptureConfig(
-        enable_capture=DEFAULT_ENABLE_CAPTURE, destination_s3_uri=DEFAULT_DESTINATION_S3_URI
+        enable_capture=DEFAULT_ENABLE_CAPTURE, sagemaker_session=sagemaker_session
     )
 
     assert data_capture_config.enable_capture == DEFAULT_ENABLE_CAPTURE