diff --git a/pygmt/tests/test_which.py b/pygmt/tests/test_which.py
index 121d6cf4a27..642706fba2e 100644
--- a/pygmt/tests/test_which.py
+++ b/pygmt/tests/test_which.py
@@ -2,11 +2,15 @@
 Test pygmt.which.
 """
 
+import os
+import sys
 from pathlib import Path
+from tempfile import TemporaryDirectory
 
 import pytest
 from pygmt import which
 from pygmt.helpers import unique_name
+from pygmt.session_management import begin, end
 
 
 def test_which():
@@ -40,3 +44,35 @@ def test_which_fails():
         which(bogus_file)
     with pytest.raises(FileNotFoundError):
         which(fname=[f"{bogus_file}.nc", f"{bogus_file}.txt"])
+
+
+@pytest.mark.skipif(
+    sys.platform == "win32",
+    reason="The Windows mkdir() function doesn't support multi-byte characters",
+)
+def test_which_nonascii_path(monkeypatch):
+    """
+    Make sure PyGMT works with paths that contain non-ascii characters (e.g., Chinese).
+    """
+    # Create a temporary directory with a Chinese suffix as a fake home directory.
+    with TemporaryDirectory(suffix="中文") as fakehome:
+        assert fakehome.endswith("中文")  # Make sure fakename contains Chinese.
+        (Path(fakehome) / ".gmt").mkdir()  # Create the ~/.gmt directory.
+        with monkeypatch.context() as mpatch:
+            # Set HOME to the fake home directory and GMT will use it.
+            mpatch.setenv("HOME", fakehome)
+            # Check if HOME is set correctly
+            assert os.getenv("HOME") == fakehome
+            assert os.environ["HOME"] == fakehome
+
+            # Start a new session
+            begin()
+            # GMT should download the remote file under the new home directory.
+            fname = which(fname="@static_earth_relief.nc", download="c", verbose="d")
+            assert fname.startswith(fakehome)
+            assert fname.endswith("static_earth_relief.nc")
+            end()
+
+    # Make sure HOME is reverted correctly.
+    assert os.getenv("HOME") != fakehome
+    assert os.environ["HOME"] != fakehome