Originally posted by @jorisvandenbossche in #16728

To be safe, I would also add a check that all columns are indeed sparse (the .sparse accessor now raises if not all columns are sparse, but I am not sure this is necessarily guaranteed to stay that way).
The explicit check would be something like:

df.dtypes.apply(pd.api.types.is_sparse).all()

See also pandas-dev/pandas#26706