diff --git a/tests/ci/commit_status_helper.py b/tests/ci/commit_status_helper.py
index 2ed4ae7b59c..a24eaf4700d 100644
--- a/tests/ci/commit_status_helper.py
+++ b/tests/ci/commit_status_helper.py
@@ -240,9 +240,16 @@ def generate_status_comment(pr_info: PRInfo, statuses: CommitStatuses) -> str:
     hidden_table_rows = []  # type: List[str]
     for desc, gs in grouped_statuses.items():
         state = get_worst_state(gs)
+        state_text = f"{STATUS_ICON_MAP[state]} {state}"
+        # take the first target_url
+        target_url = next(
+            (status.target_url for status in gs if status.target_url), None
+        )
+        if target_url:
+            state_text = f'<a href="{target_url}">{state_text}</a>'
         table_row = (
             f"<tr><td>{desc.name}</td><td>{desc.description}</td>"
-            f"<td>{STATUS_ICON_MAP[state]} {state}</td></tr>\n"
+            f"<td>{state_text}</td></tr>\n"
         )
         if state == SUCCESS:
             hidden_table_rows.append(table_row)