We study the dynamics of an open quantum system interacting with a non-thermal bath. Here, non-thermal means that the bath modes do not need to have the same temperature, but they have an effective temperature distribution. We find that, when a quantum system is interacting with such a non-thermal bath far from thermal equilibrium, it is no longer proper to use any coarse-grained Markovian description for the system, even when their coupling strength is quite weak. Especially, when there is coherent transition with strong interference strength in the quantum system, the Markovian master equation would bring in a serious problem of negative probability. After we consider some proper non-Markovian corrections, the problem can be naturally resolved.
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